- ISIN
- US26922A3885
- CUSIP
- 26922A388
- Issuer
- Aptus Capital Advisors
- Inception Date
- Aug 8, 2018
- Region
- Developed Markets (Broad)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $1B
Share Price Chart
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Performance
DRSK Performance Chart
Aptus Defined Risk ETF (DRSK) is up 2.6% since the beginning of the year. DRSK is currently trading at $29 per share. Investors who bought $1,000 worth of DRSK shares 5 years ago would now be looking at an investment worth $1,155.
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Returns By Period
Aptus Defined Risk ETF (DRSK) has returned 2.61% so far this year and 7.44% over the past 12 months.
Aptus Defined Risk ETF
- 1D
- -0.38%
- 1M
- -0.62%
- YTD
- 2.61%
- 6M
- 2.13%
- 1Y
- 7.44%
- 3Y*
- 9.05%
- 5Y*
- 2.92%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DRSK Monthly Returns History
Based on dividend-adjusted daily data since Aug 8, 2018, DRSK's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +7.1%, while the worst month was Sep 2023 at -4.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DRSK closed higher 48% of trading days. The best single day was Apr 6, 2020 with a return of +3.0%, while the worst single day was Mar 18, 2020 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.35% | -0.25% | -2.65% | 4.43% | 3.57% | -1.96% | 2.61% | ||||||
| 2025 | 1.09% | 1.37% | -2.27% | 0.40% | 2.26% | 3.63% | -0.90% | 1.16% | 0.99% | 2.53% | -0.71% | -1.97% | 7.67% |
| 2024 | 1.98% | 1.52% | 2.82% | -3.71% | 3.35% | 2.73% | 1.11% | 2.67% | 1.62% | -2.61% | 1.16% | -0.52% | 12.50% |
| 2023 | 1.86% | -2.06% | 2.21% | -0.85% | -2.80% | 0.23% | 1.73% | -2.25% | -4.70% | -2.62% | 7.09% | 4.85% | 2.08% |
| 2022 | -1.59% | -0.63% | -0.81% | -3.47% | 0.52% | -2.89% | 3.99% | -2.78% | -3.90% | -0.71% | 3.09% | -0.52% | -9.57% |
| 2021 | 0.14% | 0.54% | -0.70% | 0.29% | 0.56% | 0.35% | 0.91% | -1.04% | -2.99% | 2.65% | -0.18% | 0.43% | 0.88% |
Benchmark Metrics
Aptus Defined Risk ETF has an annualized alpha of 3.30%, beta of 0.16, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since August 08, 2018.
- This ETF participated in 36.19% of S&P 500 Index downside but only 30.54% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.21 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.21 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.30%
- Beta
- 0.16
- R²
- 0.21
- Upside Capture
- 30.54%
- Downside Capture
- 36.19%
Expense Ratio
DRSK has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DRSK ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and compare them to S&P 500 Index.
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.
| DRSK | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.78 | -1.75 |
| Martin ratioReturn relative to average drawdown | 2.65 | 12.44 | -9.79 |
Dividends
Dividend History
Aptus Defined Risk ETF provided a 3.67% dividend yield over the last twelve months, with an annual payout of $1.06 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.06 | $1.04 | $0.91 | $0.90 | $0.49 | $0.76 | $1.67 | $0.83 | $0.65 |
Dividend yield | 3.67% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Aptus Defined Risk ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.00 | $0.22 | ||||||
| 2025 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $1.04 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.30 | $0.91 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.29 | $0.90 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.25 | $0.49 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.53 | $0.08 | $0.76 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Aptus Defined Risk ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Aptus Defined Risk ETF was 19.87%, occurring on Oct 31, 2023. Recovery took 176 trading sessions.
The current Aptus Defined Risk ETF drawdown is 2.33%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 correction2023 | -19.87%Oct 2023 | 1y 11mo | 8mo 19d | 2y 8moNov 2021 - Jul 2024 |
COVID crash2020 | -8.21%Mar 2020 | 13d | 26d | 1mo 9dMar 2020 - Apr 2020 |
2026 pullback2026 | -7.20%Mar 2026 | 4mo 28d | 1mo 13d | 6mo 11dOct 2025 - May 2026 |
2021 pullback2021 | -4.57%Sep 2021 | 2mo 5d | 1mo 6d | 3mo 11dJul 2021 - Nov 2021 |
2025 selloff2025 | -4.55%Apr 2025 | 1mo 6d | 1mo 5d | 2mo 11dMar 2025 - May 2025 |
Drawdown Indicators
| DRSK | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -56.78% | +36.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -9.10% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -18.90% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -25.43% | +5.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.33% | -1.80% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -10.71% | +6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.03% | +0.79% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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