DRSK vs. IEF
Compare and contrast key facts about Aptus Defined Risk ETF (DRSK) and iShares 7-10 Year Treasury Bond ETF (IEF).
DRSK and IEF 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. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRSK or IEF.
Key characteristics
| DRSK | IEF | |
|---|---|---|
| YTD Return | 14.31% | 0.33% |
| 1Y Return | 24.78% | 6.66% |
| 3Y Return (Ann) | 1.58% | -3.95% |
| 5Y Return (Ann) | 4.30% | -1.30% |
| Sharpe Ratio | 3.47 | 0.94 |
| Sortino Ratio | 5.41 | 1.40 |
| Omega Ratio | 1.69 | 1.16 |
| Calmar Ratio | 1.46 | 0.31 |
| Martin Ratio | 25.02 | 2.79 |
| Ulcer Index | 1.03% | 2.43% |
| Daily Std Dev | 7.39% | 7.20% |
| Max Drawdown | -19.87% | -23.93% |
| Current Drawdown | -0.60% | -16.59% |
Correlation
The correlation between DRSK and IEF is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DRSK vs. IEF - Performance Comparison
In the year-to-date period, DRSK achieves a 14.31% return, which is significantly higher than IEF's 0.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DRSK vs. IEF - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than IEF's 0.15% expense ratio.
Risk-Adjusted Performance
DRSK vs. IEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.
Dividends
DRSK vs. IEF - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.16%, less than IEF's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.16% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.49% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
DRSK vs. IEF - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for DRSK and IEF. For additional features, visit the drawdowns tool.
Volatility
DRSK vs. IEF - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 2.39% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.99%. This indicates that DRSK's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.