DRSK vs. AOK
DRSK (Aptus Defined Risk ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds. DRSK is actively managed, while AOK is passively managed. Over the past 5 years, DRSK returned 2.92%/yr vs 3.80%/yr for AOK. A 0.63 correlation means they provide meaningful diversification when combined. DRSK charges 0.79%/yr vs 0.15%/yr for AOK.
Performance
DRSK vs. AOK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRSK achieves a 2.61% return, which is significantly lower than AOK's 4.44% return.
DRSK
- 1D
- -0.38%
- 1M
- -0.62%
- YTD
- 2.61%
- 6M
- 2.13%
- 1Y
- 7.44%
- 3Y*
- 9.05%
- 5Y*
- 2.92%
- 10Y*
- —
AOK
- 1D
- -0.22%
- 1M
- 0.89%
- YTD
- 4.44%
- 6M
- 4.18%
- 1Y
- 11.77%
- 3Y*
- 9.25%
- 5Y*
- 3.80%
- 10Y*
- 5.26%
DRSK vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 2.61% | 7.67% | 12.50% | 2.08% | -9.57% | 0.88% | 13.80% | 12.64% | 2.36% |
AOK iShares Core 30/70 Conservative Allocation ETF | 4.44% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 9.33% | 13.90% | -3.08% |
Correlation
The correlation between DRSK and AOK is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2018 | 0.63 |
The correlation between DRSK and AOK has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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
DRSK vs. AOK — Risk / Return Rank
DRSK
AOK
DRSK vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.
| DRSK | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.38 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.63 | -1.59 |
| Martin ratioReturn relative to average drawdown | 2.65 | 11.08 | -8.43 |
Loading charts...
Drawdowns
DRSK vs. AOK - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, roughly equal to the maximum AOK drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for DRSK and AOK.
Loading charts...
Drawdown Indicators
| DRSK | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -18.94% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -4.50% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -6.37% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -18.94% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.94% | — |
Current DrawdownCurrent decline from peak | -2.33% | -0.24% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -2.36% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.06% | +1.76% |
Volatility
DRSK vs. AOK - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 2.37% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.17%. This indicates that DRSK's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DRSK | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.17% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.28% | 4.82% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.37% | 5.99% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.43% | 7.15% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.07% | 6.74% | +0.33% |
DRSK vs. AOK - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than AOK's 0.15% expense ratio.
Dividends
DRSK vs. AOK - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.67%, more than AOK's 3.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.27% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
DRSK Aptus Defined Risk ETF | 3.67% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRSK and AOK have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRSK has higher volatility (2.37%) compared to AOK (2.17%). In terms of maximum drawdown, DRSK dropped -19.87% vs AOK's -18.94%.
On 5-year performance, AOK leads with 3.80% vs 2.92% for DRSK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOK has performed better with a 3.80% return vs 2.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.79% for DRSK.
DRSK has the higher dividend yield at 3.67%, compared with 3.27% for AOK.
They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.79% for DRSK and 0.15% for AOK.
AOK currently has the higher Sharpe Ratio (1.98 vs 0.89), 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.
Find the right allocation for DRSK and AOK
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