DRSK vs. AGG
Compare and contrast key facts about Aptus Defined Risk ETF (DRSK) and iShares Core U.S. Aggregate Bond ETF (AGG).
DRSK and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DRSK is an actively managed fund by Aptus Capital Advisors. It was launched on Aug 8, 2018. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
DRSK vs. AGG - Performance Comparison
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DRSK vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | -3.09% | 7.67% | 12.50% | 2.08% | -9.57% | 0.88% | 13.80% | 12.64% | 2.40% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.09% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 1.76% |
Returns By Period
In the year-to-date period, DRSK achieves a -3.09% return, which is significantly lower than AGG's 0.09% return.
DRSK
- 1D
- 0.15%
- 1M
- -2.43%
- YTD
- -3.09%
- 6M
- -5.22%
- 1Y
- 3.51%
- 3Y*
- 5.53%
- 5Y*
- 1.76%
- 10Y*
- —
AGG
- 1D
- 0.07%
- 1M
- -1.33%
- YTD
- 0.09%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 3.62%
- 5Y*
- 0.24%
- 10Y*
- 1.66%
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DRSK vs. AGG - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
DRSK vs. AGG — Risk / Return Rank
DRSK
AGG
DRSK vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| DRSK | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.93 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.32 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.76 | -1.18 |
Martin ratioReturn relative to average drawdown | 1.58 | 4.89 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRSK | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.93 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.04 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.60 | +0.10 |
Correlation
The correlation between DRSK and AGG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DRSK vs. AGG - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.88%, less than AGG's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.88% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
DRSK vs. AGG - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for DRSK and AGG.
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Drawdown Indicators
| DRSK | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -18.43% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -2.52% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -17.82% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -6.14% | -2.30% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -2.71% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 0.91% | +1.75% |
Volatility
DRSK vs. AGG - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 1.76% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.67%. This indicates that DRSK's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRSK | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 1.67% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 5.46% | 2.55% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.08% | 4.37% | +3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.22% | 6.07% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.00% | 5.39% | +1.61% |