HTAB vs KMLM

Comparison between HARTFORD SCHRODERS TAX-AWARE BOND ETF (HTAB, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

5-Year PerformanceKMLM has outperformed HTAB, delivering a return of +6.1% compared to +0.6%

HTAB vs KMLM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HTAB(ETF)	KMLM(ETF)
Net Assets	$299M	$298M
Expense Ratio	0.39%	0.90%
Max Drawdown	19.19%	36.50%
Sharpe Ratio	0.81	1.00
5Y Beta	0.06	0.02
5Y Dividends CAGR	16.41%	N/A

Net Assets

Winner

HTAB

$299M

KMLM

$298M

Expense Ratio

Winner

HTAB

0.39%

KMLM

0.90%

Max Drawdown

Winner

HTAB

19.19%

KMLM

36.50%

Sharpe Ratio

HTAB

0.81

Winner

KMLM

1.00

5Y Beta

HTAB

0.06

Winner

KMLM

0.02

5Y Dividends CAGR

HTAB

16.41%

KMLM

N/A

HTAB vs KMLM - Historical Returns

Returns include dividend reinvestment.

Period	HTAB	KMLM
1 month	-0.62%	+5.22%
3 months	-0.59%	+3.01%
6 months	+0.88%	+12.32%
1 year	+6.69%	+15.10%
5 years(CAGR)	+0.57%	+6.15%
10 years(CAGR)	+2.17%	N/A
Max(CAGR)	+2.17%	+7.48%

HTAB

-0.62%

Winner

KMLM

+5.22%

HTAB

-0.59%

Winner

KMLM

+3.01%

HTAB

+0.88%

Winner

KMLM

+12.32%

HTAB

+6.69%

Winner

KMLM

+15.10%

5Y(CAGR)

HTAB

+0.57%

Winner

KMLM

+6.15%

10Y(CAGR)

HTAB

+2.17%

KMLM

N/A

Max(CAGR)

HTAB

+2.17%

Winner

KMLM

+7.48%

HTAB vs KMLM - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	HTAB	KMLM
2026	+0.70%	+12.80%
2025	+2.48%	-3.67%
2024	+1.91%	-1.15%
2023	+6.61%	-6.25%
2022	-8.20%	+29.44%
2021	-0.12%	+7.37%
2020	+5.26%	+5.40%
2019	+7.83%	N/A
2018	+1.43%	N/A

HTAB vs KMLM Drawdown Comparison

The maximum drawdown for HTAB was -14.76%, occurring on Oct 24, 2022. Recovery took 806 trading sessions.

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current HTAB drawdown is -1.26%. The current KMLM drawdown is -11.75%.

Rank	HTAB	KMLM
#1	-14.76% Jul 19, 2021 - Oct 1, 2024	-27.61% Oct 14, 2022 - Jun 20, 2025
#2	-8.60% Mar 6, 2020 - May 19, 2020	-14.93% Jun 13, 2022 - Sep 26, 2022
#3	-6.01% Dec 6, 2024 - Oct 10, 2025	-9.11% May 12, 2021 - Feb 4, 2022
#4	-2.85% Feb 27, 2026 - Mar 24, 2026	-6.19% Mar 8, 2022 - Mar 24, 2022
#5	-2.82% Oct 2, 2024 - Nov 29, 2024	-6.02% Sep 27, 2022 - Oct 10, 2022
#6	-1.81% May 29, 2018 - Dec 10, 2018	-5.93% Feb 24, 2021 - Apr 26, 2021
#7	-1.59% Aug 10, 2020 - Jan 22, 2021	-4.58% Apr 18, 2022 - May 4, 2022
#8	-1.58% Feb 9, 2021 - Jun 10, 2021	-3.99% Mar 25, 2022 - Apr 8, 2022
#9	-1.29% Jan 4, 2019 - Jan 22, 2019	-3.60% May 6, 2022 - May 17, 2022
#10	-1.20% Jan 22, 2019 - Jan 30, 2019	-3.57% May 17, 2022 - Jun 6, 2022
#11	-1.15% Aug 29, 2019 - Oct 9, 2019	-3.46% Jan 5, 2021 - Jan 14, 2021
#12	-0.90% Apr 19, 2018 - May 29, 2018	-2.85% Feb 24, 2022 - Mar 2, 2022
#13	-0.78% Oct 9, 2019 - Dec 3, 2019	-2.05% Jan 14, 2021 - Feb 8, 2021
#14	-0.75% Jan 7, 2026 - Feb 4, 2026	-1.72% Feb 14, 2022 - Feb 23, 2022
#15	-0.67% Nov 28, 2025 - Jan 7, 2026	-1.50% Dec 23, 2020 - Dec 29, 2020

Correlation

Correlation between HTAB and KMLM is -0.57 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.57

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