CGO vs HTUS

Comparison between Calamos Global Total Return Fund (CGO, ETF) and HULL TACTICAL US ETF (HTUS, ETF).

5-Year PerformanceHTUS has outperformed CGO, delivering a return of +14.7% compared to +4.5%

CGO vs HTUS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGO(ETF)	HTUS(ETF)
Net Assets	$152M	$152M
Expense Ratio	N/A	0.96%
Max Drawdown	67.04%	50.72%
Sharpe Ratio	0.92	1.37
5Y Beta	0.87	1.02
5Y Dividends CAGR	-2.64%	N/A

Net Assets

Winner

CGO

$152M

HTUS

$152M

Expense Ratio

CGO

N/A

HTUS

0.96%

Max Drawdown

CGO

67.04%

Winner

HTUS

50.72%

Sharpe Ratio

CGO

0.92

Winner

HTUS

1.37

5Y Beta

Winner

CGO

0.87

HTUS

1.02

5Y Dividends CAGR

CGO

-2.64%

HTUS

N/A

CGO vs HTUS - Historical Returns

Returns include dividend reinvestment.

Period	CGO	HTUS
1 month	-6.81%	+0.35%
3 months	+5.12%	+6.42%
6 months	+11.49%	+10.64%
1 year	+19.72%	+21.01%
5 years(CAGR)	+4.48%	+14.66%
10 years(CAGR)	+11.29%	+12.43%
Max(CAGR)	+8.62%	+11.64%

CGO

-6.81%

Winner

HTUS

+0.35%

CGO

+5.12%

Winner

HTUS

+6.42%

Winner

CGO

+11.49%

HTUS

+10.64%

CGO

+19.72%

Winner

HTUS

+21.01%

5Y(CAGR)

CGO

+4.48%

Winner

HTUS

+14.66%

10Y(CAGR)

CGO

+11.29%

Winner

HTUS

+12.43%

Max(CAGR)

CGO

+8.62%

Winner

HTUS

+11.64%

CGO vs HTUS - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CGO	HTUS
2026	+17.02%	+10.66%
2025	+8.42%	+16.82%
2024	+37.84%	+25.97%
2023	+13.13%	+28.48%
2022	-36.67%	-13.43%
2021	+13.85%	+26.50%
2020	+19.97%	+12.18%
2019	+42.30%	+18.06%
2018	-26.75%	-10.05%
2017	+55.88%	+11.78%
2016	+4.65%	+5.41%
2015	-4.42%	+0.32%
2014	+3.20%	N/A
2013	+11.09%	N/A
2012	+7.36%	N/A
2011	+0.18%	N/A
2010	+10.10%	N/A
2009	+57.16%	N/A
2008	-45.30%	N/A
2007	+23.11%	N/A
2006	+28.24%	N/A
2005	-4.84%	N/A

CGO vs HTUS Drawdown Comparison

The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.

The maximum drawdown for HTUS was -47.50%, occurring on Mar 18, 2020. Recovery took 167 trading sessions.

The current CGO drawdown is -7.12%. The current HTUS drawdown is -1.14%.

Rank	CGO	HTUS
#1	-59.93% Dec 7, 2007 - Nov 5, 2010	-47.50% Feb 12, 2020 - Oct 9, 2020
#2	-50.77% Feb 13, 2020 - Aug 28, 2020	-24.38% Dec 16, 2024 - Jun 27, 2025
#3	-43.70% Sep 7, 2021 - Sep 9, 2025	-21.35% Nov 22, 2021 - Jun 13, 2023
#4	-34.62% Jan 25, 2018 - Dec 26, 2019	-20.03% Jan 26, 2018 - Oct 28, 2019
#5	-27.59% Jul 21, 2015 - Feb 24, 2017	-13.65% Jul 28, 2023 - Dec 8, 2023
#6	-22.13% Jul 19, 2007 - Oct 11, 2007	-8.68% Feb 25, 2026 - Apr 14, 2026
#7	-21.55% May 2, 2011 - Mar 29, 2012	-7.05% Jul 16, 2024 - Aug 15, 2024
#8	-16.41% Jul 14, 2014 - Apr 28, 2015	-4.55% Mar 28, 2024 - May 14, 2024
#9	-15.24% Feb 26, 2026 - Apr 17, 2026	-4.40% Aug 30, 2024 - Sep 19, 2024
#10	-15.13% Mar 12, 2013 - Dec 24, 2013	-4.33% Sep 3, 2021 - Oct 21, 2021
#11	-14.31% Apr 2, 2012 - Jan 14, 2013	-4.22% Oct 28, 2025 - Nov 26, 2025
#12	-11.93% Oct 28, 2005 - May 8, 2006	-4.16% Oct 13, 2020 - Nov 5, 2020
#13	-10.89% Aug 7, 2017 - Oct 27, 2017	-4.12% Dec 20, 2023 - Jan 23, 2024
#14	-10.14% Sep 19, 2025 - Jan 13, 2026	-3.99% Feb 1, 2016 - Feb 22, 2016
#15	-9.54% Oct 14, 2020 - Nov 9, 2020	-3.77% Jun 2, 2026 - Jun 10, 2026

Correlation

Correlation between CGO and HTUS is 0.87 which considered as a strong positive correlation - the stocks tend to move together.

0.87

-101

Dividend Comparison (2005 - 2026)

CGO vs HTUS dividend yield comparison.

Year	CGO	HTUS
2026	3.79%	0.00%
2025	8.43%	11.89%
2024	8.43%	17.80%
2023	10.57%	1.18%
2022	12.68%	5.63%
2021	7.80%	7.20%
2020	8.18%	3.77%
2019	8.96%	0.92%
2018	11.81%	8.69%
2017	7.97%	8.29%
2016	11.40%	3.02%
2015	10.51%	0.00%
2014	9.08%	0.00%
2013	8.56%	0.00%
2012	8.73%	0.00%
2011	8.80%	0.00%
2010	8.28%	0.00%
2009	8.36%	0.00%
2008	14.64%	0.00%
2007	6.71%	0.00%
2006	5.88%	0.00%
2005	0.71%	0.00%