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DEFR vs. EUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEFR vs. EUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Deferred Income ETF (DEFR) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEFR achieves a -0.15% return, which is significantly lower than EUSB's 0.77% return.


DEFR

1D
0.41%
1M
0.83%
YTD
-0.15%
6M
-0.30%
1Y
4.53%
3Y*
5Y*
10Y*

EUSB

1D
0.42%
1M
1.12%
YTD
0.77%
6M
0.75%
1Y
4.45%
3Y*
4.47%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEFR vs. EUSB - Yearly Performance Comparison


Correlation

The correlation between DEFR and EUSB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.73

The correlation between DEFR and EUSB has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

DEFR vs. EUSB — Risk / Return Rank

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

DEFR
DEFR Risk / Return Rank: 2525
Overall Rank
DEFR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DEFR Sortino Ratio Rank: 2525
Sortino Ratio Rank
DEFR Omega Ratio Rank: 2525
Omega Ratio Rank
DEFR Calmar Ratio Rank: 2626
Calmar Ratio Rank
DEFR Martin Ratio Rank: 2525
Martin Ratio Rank

EUSB
EUSB Risk / Return Rank: 3939
Overall Rank
EUSB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EUSB Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUSB Omega Ratio Rank: 3737
Omega Ratio Rank
EUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
EUSB Martin Ratio Rank: 3737
Martin Ratio Rank
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.

DEFR vs. EUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Deferred Income ETF (DEFR) and iShares ESG Advanced Total USD Bond Market ETF (EUSB). 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.


DEFREUSBDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratioReturn relative to maximum drawdown

1.17

1.80

-0.63

Martin ratioReturn relative to average drawdown

2.96

5.11

-2.15

DEFR vs. EUSB - Sharpe Ratio Comparison

The current DEFR Sharpe Ratio is 0.88, which is lower than the EUSB Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DEFR and EUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DEFR vs. EUSB - Drawdown Comparison

The maximum DEFR drawdown since its inception was -3.90%, smaller than the maximum EUSB drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for DEFR and EUSB.


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Drawdown Indicators


DEFREUSBDifference

Max Drawdown

Largest peak-to-trough decline

-3.90%

-17.87%

+13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-2.48%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

Current Drawdown

Current decline from peak

-2.45%

-0.74%

-1.71%

Average Drawdown

Average peak-to-trough decline

-1.02%

-6.45%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

0.87%

+0.67%

Volatility

DEFR vs. EUSB - Volatility Comparison

Aptus Deferred Income ETF (DEFR) has a higher volatility of 1.61% compared to iShares ESG Advanced Total USD Bond Market ETF (EUSB) at 1.06%. This indicates that DEFR's price experiences larger fluctuations and is considered to be riskier than EUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEFREUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.06%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

2.59%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

3.52%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

5.78%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

5.40%

-0.06%

DEFR vs. EUSB - Expense Ratio Comparison

DEFR has a 0.79% expense ratio, which is higher than EUSB's 0.12% expense ratio.


Dividends

DEFR vs. EUSB - Dividend Comparison

DEFR has not paid dividends to shareholders, while EUSB's dividend yield for the trailing twelve months is around 3.94%.


PositionTTM202520242023202220212020
DEFR
Aptus Deferred Income ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUSB
iShares ESG Advanced Total USD Bond Market ETF
3.94%3.84%3.67%3.08%2.21%1.10%0.57%

Frequently Asked Questions


DEFR and EUSB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEFR has higher volatility (1.61%) compared to EUSB (1.06%). In terms of maximum drawdown, DEFR dropped -3.90% vs EUSB's -17.87%.

On 1-year performance, DEFR leads with 4.53% vs 4.45% for EUSB. On fees, EUSB is cheaper at 0.12% per year. On volatility, EUSB has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DEFR has performed better with a 4.53% return vs 4.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUSB is cheaper with a 0.12% expense ratio, compared with 0.79% for DEFR.

EUSB has the higher dividend yield at 3.94%, compared with 0.00% for DEFR.

They also come from different issuers: Aptus and iShares. Their fees differ too: 0.79% for DEFR and 0.12% for EUSB.

EUSB currently has the higher Sharpe Ratio (1.27 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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