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VUSG vs. HLAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSG vs. HLAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington U.S. Growth Active ETF (VUSG) and Wahed FTSE USA Shariah ETF (HLAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUSG achieves a 4.42% return, which is significantly lower than HLAL's 13.85% return.


VUSG

1D
-3.73%
1M
-1.14%
YTD
4.42%
6M
2.85%
1Y
3Y*
5Y*
10Y*

HLAL

1D
-3.58%
1M
1.73%
YTD
13.85%
6M
12.56%
1Y
38.40%
3Y*
20.35%
5Y*
14.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSG vs. HLAL - Yearly Performance Comparison


Correlation

The correlation between VUSG and HLAL is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.85

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Return for Risk

VUSG vs. HLAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUSG

HLAL
HLAL Risk / Return Rank: 8484
Overall Rank
HLAL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HLAL Sortino Ratio Rank: 8686
Sortino Ratio Rank
HLAL Omega Ratio Rank: 8585
Omega Ratio Rank
HLAL Calmar Ratio Rank: 7676
Calmar Ratio Rank
HLAL Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUSG vs. HLAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Growth Active ETF (VUSG) and Wahed FTSE USA Shariah ETF (HLAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUSG vs. HLAL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUSGHLALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.86

-0.10

Drawdowns

VUSG vs. HLAL - Drawdown Comparison

The maximum VUSG drawdown since its inception was -15.14%, smaller than the maximum HLAL drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for VUSG and HLAL.


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Drawdown Indicators


VUSGHLALDifference

Max Drawdown

Largest peak-to-trough decline

-15.14%

-33.57%

+18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

Current Drawdown

Current decline from peak

-5.07%

-4.17%

-0.90%

Average Drawdown

Average peak-to-trough decline

-3.50%

-5.00%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

VUSG vs. HLAL - Volatility Comparison


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Volatility by Period


VUSGHLALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

13.71%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

17.66%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

20.25%

-0.63%

VUSG vs. HLAL - Expense Ratio Comparison

VUSG has a 0.35% expense ratio, which is lower than HLAL's 0.50% expense ratio.


Dividends

VUSG vs. HLAL - Dividend Comparison

VUSG's dividend yield for the trailing twelve months is around 0.02%, less than HLAL's 0.46% yield.


PositionTTM2025202420232022202120202019
HLAL
Wahed FTSE USA Shariah ETF
0.46%0.53%0.58%0.72%1.15%0.78%0.97%0.72%
VUSG
Vanguard Wellington U.S. Growth Active ETF
0.02%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUSG and HLAL have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSG is cheaper with a 0.35% expense ratio, compared with 0.50% for HLAL.

HLAL has the higher dividend yield at 0.46%, compared with 0.02% for VUSG.

They also come from different issuers: Vanguard and Wahed. Their fees differ too: 0.35% for VUSG and 0.50% for HLAL.

Portfolio Optimizer

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