BFLX vs. IDUB

Last updated Jun 30, 2026

BFLX (iShares Flexible Equity Active ETF) and IDUB (Aptus International Enhanced Yield ETF) are both Long-Short funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. BFLX charges 0.40%/yr vs 0.45%/yr for IDUB.

Performance

BFLX vs. IDUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Flexible Equity Active ETF (BFLX) and Aptus International Enhanced Yield ETF (IDUB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BFLX

• 1D: 0.76%
• 1M: -0.90%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDUB

• 1D: 0.87%
• 1M: -0.51%
• YTD: 15.17%
• 6M: 14.67%
• 1Y: 29.32%
• 3Y*: 17.13%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BFLX vs. IDUB - Yearly Performance Comparison

	2026 (YTD)
BFLX iShares Flexible Equity Active ETF	0.36%
IDUB Aptus International Enhanced Yield ETF	3.20%

Correlation

The correlation between BFLX and IDUB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 20, 2026	0.83

Return for Risk

BFLX vs. IDUB — Risk / Return Rank

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

BFLX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IDUB

IDUB Risk / Return Rank: 63
IDUB Sharpe Ratio Rank: 64
IDUB Sortino Ratio Rank: 62
IDUB Omega Ratio Rank: 64
IDUB Calmar Ratio Rank: 61
IDUB Martin Ratio Rank: 65

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.

BFLX vs. IDUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Equity Active ETF (BFLX) and Aptus International Enhanced Yield ETF (IDUB). 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.

	BFLX	IDUB	Difference
Sharpe ratio: Return per unit of total volatility	—	1.79	—
Sortino ratio: Return per unit of downside risk	—	2.49	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.57	—
Martin ratio: Return relative to average drawdown	—	10.01	—

Drawdowns

BFLX vs. IDUB - Drawdown Comparison

The maximum BFLX drawdown since its inception was -3.85%, smaller than the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for BFLX and IDUB.

Drawdown Indicators

	BFLX	IDUB	Difference
Max Drawdown Largest peak-to-trough decline	-3.85%	-29.20%	+25.35%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.46%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.88%	—
Current Drawdown Current decline from peak	-2.39%	-1.99%	-0.40%
Average Drawdown Average peak-to-trough decline	-1.04%	-11.03%	+9.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.94%	—

Volatility

Volatility by Period

	BFLX	IDUB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.10%	16.46%	-1.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.10%	14.80%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.10%	14.80%	+0.30%

BFLX vs. IDUB - Expense Ratio Comparison

BFLX has a 0.40% expense ratio, which is lower than IDUB's 0.45% expense ratio.

Dividends

BFLX vs. IDUB - Dividend Comparison

BFLX has not paid dividends to shareholders, while IDUB's dividend yield for the trailing twelve months is around 4.59%.

Position	TTM	2025	2024	2023	2022	2021
BFLX iShares Flexible Equity Active ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDUB Aptus International Enhanced Yield ETF	4.59%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both BFLX and IDUB in my portfolio?

BFLX and IDUB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFLX or IDUB?

On fees, BFLX is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BFLX or IDUB?

BFLX is cheaper with a 0.40% expense ratio, compared with 0.45% for IDUB.

Which ETF pays a higher dividend yield, BFLX or IDUB?

IDUB has the higher dividend yield at 4.59%, compared with 0.00% for BFLX.

What is the main difference between BFLX and IDUB?

They also come from different issuers: iShares and Aptus. Their fees differ too: 0.40% for BFLX and 0.45% for IDUB.