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DRSK vs. IDUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRSK vs. IDUB - Performance Comparison

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

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Returns By Period

In the year-to-date period, DRSK achieves a 1.59% return, which is significantly lower than IDUB's 15.21% return.


DRSK

1D
0.28%
1M
-1.04%
6M
1.95%
YTD
1.59%
1Y
3.00%
3Y*
7.99%
5Y*
2.33%
10Y*
ALL TIME*
5.25%

IDUB

1D
-0.01%
1M
0.00%
6M
9.16%
YTD
15.21%
1Y
30.13%
3Y*
16.22%
5Y*
6.15%
10Y*
ALL TIME*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.84M$3.85M$3.25M
$907.21K$1.03M$881.50K

DRSK vs. IDUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRSK
Aptus Defined Risk ETF
1.59%7.67%12.50%2.08%-9.57%-1.10%
IDUB
Aptus International Enhanced Yield ETF
15.21%27.53%6.12%9.07%-19.79%-1.16%

Correlation

The correlation between DRSK and IDUB is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2021

0.49

The correlation between DRSK and IDUB has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.

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Return for Risk

DRSK vs. IDUB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRSK
DRSK Risk / Return Rank: 2020
Overall Rank
DRSK Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DRSK Sortino Ratio Rank: 2121
Sortino Ratio Rank
DRSK Omega Ratio Rank: 2020
Omega Ratio Rank
DRSK Calmar Ratio Rank: 2020
Calmar Ratio Rank
DRSK Martin Ratio Rank: 2020
Martin Ratio Rank

IDUB
IDUB Risk / Return Rank: 7878
Overall Rank
IDUB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDUB Sortino Ratio Rank: 7878
Sortino Ratio Rank
IDUB Omega Ratio Rank: 7979
Omega Ratio Rank
IDUB Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDUB Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRSK vs. IDUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) 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.


DRSKIDUBDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.08

1.33

-0.25

Calmar ratioReturn relative to maximum drawdown

0.50

2.60

-2.10

Martin ratioReturn relative to average drawdown

1.22

9.99

-8.77

DRSK vs. IDUB - Sharpe Ratio Comparison

The current DRSK Sharpe Ratio is 0.46, which is lower than the IDUB Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of DRSK and IDUB, 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

DRSK vs. IDUB - Drawdown Comparison

The maximum DRSK drawdown since its inception was -19.87%, smaller than the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for DRSK and IDUB.


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Drawdown Indicators


DRSKIDUBDifference

Max Drawdown

Largest peak-to-trough decline

-19.87%

-29.20%

+9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

-11.46%

+4.26%

Max Drawdown (3Y)

Largest decline over 3 years

-8.81%

-12.88%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-29.20%

+9.33%

Current Drawdown

Current decline from peak

-3.30%

-1.95%

-1.35%

Average Drawdown

Average peak-to-trough decline

-4.18%

-10.88%

+6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.98%

-0.04%

Volatility

DRSK vs. IDUB - Volatility Comparison

The current volatility for Aptus Defined Risk ETF (DRSK) is 1.80%, while Aptus International Enhanced Yield ETF (IDUB) has a volatility of 4.84%. This indicates that DRSK experiences smaller price fluctuations and is considered to be less risky than IDUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRSKIDUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

4.84%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

14.62%

-9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

7.86%

16.52%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

14.84%

-7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

14.82%

-7.77%

DRSK vs. IDUB - Expense Ratio Comparison

DRSK has a 0.79% expense ratio, which is higher than IDUB's 0.45% expense ratio.


Dividends

DRSK vs. IDUB - Dividend Comparison

DRSK's dividend yield for the trailing twelve months is around 3.74%, less than IDUB's 4.59% yield.


PositionTTM20252024202320222021202020192018
DRSK
Aptus Defined Risk ETF
3.74%3.67%3.31%3.57%1.93%2.64%5.69%3.04%2.62%
IDUB
Aptus International Enhanced Yield ETF
4.59%4.90%5.64%3.71%2.62%1.38%0.00%0.00%0.00%

Frequently Asked Questions


DRSK and IDUB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDUB has higher volatility (4.84%) compared to DRSK (1.80%). In terms of maximum drawdown, DRSK dropped -19.87% vs IDUB's -29.20%.

On 5-year performance, IDUB leads with 6.15% vs 2.33% for DRSK. On fees, IDUB is cheaper at 0.45% per year. On volatility, DRSK has been the lower-risk option at 1.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDUB has performed better with a 6.15% return vs 2.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDUB is cheaper with a 0.45% expense ratio, compared with 0.79% for DRSK.

IDUB has the higher dividend yield at 4.59%, compared with 3.74% for DRSK.

DRSK is categorized as Diversified Portfolio, while IDUB is Long-Short. Their fees differ too: 0.79% for DRSK and 0.45% for IDUB.

IDUB currently has the higher Sharpe Ratio (1.81 vs 0.46), 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

Find the right allocation for DRSK and IDUB

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