HTUS vs CGO

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

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

HTUS vs CGO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

HTUS

$152M

Winner

CGO

$152M

Expense Ratio

HTUS

0.96%

CGO

N/A

Max Drawdown

Winner

HTUS

50.72%

CGO

67.04%

Sharpe Ratio

Winner

HTUS

1.37

CGO

0.92

5Y Beta

HTUS

1.02

Winner

CGO

0.87

5Y Dividends CAGR

HTUS

N/A

CGO

-2.64%

HTUS vs CGO - Historical Returns

Returns include dividend reinvestment.

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

Winner

HTUS

+0.35%

CGO

-6.81%

Winner

HTUS

+6.42%

CGO

+5.12%

HTUS

+10.64%

Winner

CGO

+11.49%

Winner

HTUS

+21.01%

CGO

+19.72%

5Y(CAGR)

Winner

HTUS

+14.66%

CGO

+4.48%

10Y(CAGR)

Winner

HTUS

+12.43%

CGO

+11.29%

Max(CAGR)

Winner

HTUS

+11.64%

CGO

+8.62%

HTUS vs CGO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

HTUS vs CGO Drawdown Comparison

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

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

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

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

Correlation

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

0.87

-101

Dividend Comparison (2005 - 2026)

HTUS vs CGO dividend yield comparison.

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