DBSC vs. OSCV
DBSC (Deepwater Beachfront Small Cap ETF) and OSCV (Opus Small Cap Value Plus ETF) are both Small Cap Blend Equities funds. Both are actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. DBSC charges 0.85%/yr vs 0.79%/yr for OSCV.
Performance
DBSC vs. OSCV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than OSCV's 15.37% return.
DBSC
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 3.03%
- YTD
- 5.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
OSCV
- 1D
- 0.09%
- 1M
- 0.78%
- 6M
- 9.38%
- YTD
- 15.37%
- 1Y
- 19.59%
- 3Y*
- 10.19%
- 5Y*
- 6.85%
- 10Y*
- —
- ALL TIME*
- 8.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.38M | $3.12M | $2.35M |
DBSC vs. OSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBSC Deepwater Beachfront Small Cap ETF | 5.96% | -0.86% |
OSCV Opus Small Cap Value Plus ETF | 15.37% | -1.93% |
Correlation
The correlation between DBSC and OSCV is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.52 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBSC vs. OSCV — Risk / Return Rank
DBSC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OSCV
DBSC vs. OSCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) and Opus Small Cap Value Plus ETF (OSCV). 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.
| DBSC | OSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.36 | — |
| Martin ratioReturn relative to average drawdown | — | 6.92 | — |
Loading charts...
Drawdowns
DBSC vs. OSCV - Drawdown Comparison
The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum OSCV drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for DBSC and OSCV.
Loading charts...
Drawdown Indicators
| DBSC | OSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.61% | -42.40% | +25.79% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.92% | — |
Current DrawdownCurrent decline from peak | -2.17% | -0.63% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -7.47% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.57% | — |
Volatility
DBSC vs. OSCV - Volatility Comparison
Loading charts...
Volatility by Period
| DBSC | OSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 13.02% | +4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 17.12% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 20.74% | -3.27% |
DBSC vs. OSCV - Expense Ratio Comparison
DBSC has a 0.85% expense ratio, which is higher than OSCV's 0.79% expense ratio.
Dividends
DBSC vs. OSCV - Dividend Comparison
DBSC has not paid dividends to shareholders, while OSCV's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBSC Deepwater Beachfront Small Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OSCV Opus Small Cap Value Plus ETF | 1.05% | 1.23% | 1.29% | 1.55% | 1.12% | 1.06% | 1.11% | 1.75% | 0.25% |
Frequently Asked Questions
DBSC and OSCV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OSCV is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OSCV is cheaper with a 0.79% expense ratio, compared with 0.85% for DBSC.
OSCV has the higher dividend yield at 1.05%, compared with 0.00% for DBSC.
They also come from different issuers: Deepwater Asset Management and Aptus. Their fees differ too: 0.85% for DBSC and 0.79% for OSCV.
Find the right allocation for DBSC and OSCV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer