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ZHDG vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZHDG vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZEGA Buy and Hedge ETF (ZHDG) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZHDG achieves a 4.08% return, which is significantly lower than FAAR's 20.28% return.


ZHDG

1D
0.89%
1M
0.73%
YTD
4.08%
6M
5.46%
1Y
17.15%
3Y*
13.19%
5Y*
10Y*

FAAR

1D
0.31%
1M
-4.57%
YTD
20.28%
6M
20.86%
1Y
26.92%
3Y*
10.85%
5Y*
8.03%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZHDG vs. FAAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ZHDG
ZEGA Buy and Hedge ETF
4.08%14.34%18.02%13.14%-22.07%6.20%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.28%8.07%5.97%-5.63%10.15%1.68%

Correlation

The correlation between ZHDG and FAAR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2021

0.02

The correlation between ZHDG and FAAR shifts across timeframes, from -0.08 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZHDG vs. FAAR — Risk / Return Rank

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

ZHDG
ZHDG Risk / Return Rank: 4646
Overall Rank
ZHDG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZHDG Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZHDG Omega Ratio Rank: 4545
Omega Ratio Rank
ZHDG Calmar Ratio Rank: 4141
Calmar Ratio Rank
ZHDG Martin Ratio Rank: 4949
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7171
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
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.

ZHDG vs. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ZEGA Buy and Hedge ETF (ZHDG) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZHDGFAARDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

1.99

4.72

-2.73

Martin ratioReturn relative to average drawdown

8.06

14.40

-6.34

ZHDG vs. FAAR - Sharpe Ratio Comparison

The current ZHDG Sharpe Ratio is 1.58, which is comparable to the FAAR Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ZHDG and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZHDG vs. FAAR - Drawdown Comparison

The maximum ZHDG drawdown since its inception was -23.27%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for ZHDG and FAAR.


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Drawdown Indicators


ZHDGFAARDifference

Max Drawdown

Largest peak-to-trough decline

-23.27%

-18.03%

-5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-5.68%

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-11.63%

-11.54%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-1.58%

-5.39%

+3.81%

Average Drawdown

Average peak-to-trough decline

-8.10%

-7.83%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.87%

+0.24%

Volatility

ZHDG vs. FAAR - Volatility Comparison

ZEGA Buy and Hedge ETF (ZHDG) has a higher volatility of 4.13% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.50%. This indicates that ZHDG's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZHDGFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

2.50%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

9.71%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

13.36%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

12.95%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

11.53%

+0.28%

ZHDG vs. FAAR - Expense Ratio Comparison

ZHDG has a 0.98% expense ratio, which is higher than FAAR's 0.95% expense ratio.


Dividends

ZHDG vs. FAAR - Dividend Comparison

ZHDG's dividend yield for the trailing twelve months is around 2.46%, less than FAAR's 9.57% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
ZHDG
ZEGA Buy and Hedge ETF
2.46%2.57%2.59%1.52%3.58%1.33%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZHDG and FAAR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZHDG has higher volatility (4.13%) compared to FAAR (2.50%). In terms of maximum drawdown, ZHDG dropped -23.27% vs FAAR's -18.03%.

On 3-year performance, ZHDG leads with 13.19% vs 10.85% for FAAR. On fees, FAAR is cheaper at 0.95% per year. On volatility, FAAR has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ZHDG has performed better with a 13.19% return vs 10.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAAR is cheaper with a 0.95% expense ratio, compared with 0.98% for ZHDG.

FAAR has the higher dividend yield at 9.57%, compared with 2.46% for ZHDG.

ZHDG is categorized as Derivative Income, while FAAR is Commodities. They also come from different issuers: ZEGA and First Trust. Their fees differ too: 0.98% for ZHDG and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.01 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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