DRSK vs. IEF
DRSK (Aptus Defined Risk ETF) and IEF (iShares 7-10 Year Treasury Bond ETF) are both exchange-traded funds - DRSK is a Diversified Portfolio fund actively managed by Aptus Capital Advisors, while IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. DRSK is actively managed, while IEF is passively managed. Over the past 5 years, DRSK returned 3.06%/yr vs -1.14%/yr for IEF. At a 0.37 correlation, their price movements are largely independent. DRSK charges 0.79%/yr vs 0.15%/yr for IEF.
Performance
DRSK vs. IEF - Performance Comparison
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Returns By Period
In the year-to-date period, DRSK achieves a 3.75% return, which is significantly higher than IEF's -0.66% return.
DRSK
- 1D
- -0.81%
- 1M
- 3.02%
- YTD
- 3.75%
- 6M
- 2.13%
- 1Y
- 8.36%
- 3Y*
- 9.03%
- 5Y*
- 3.06%
- 10Y*
- —
IEF
- 1D
- -0.25%
- 1M
- -0.08%
- YTD
- -0.66%
- 6M
- -1.17%
- 1Y
- 4.06%
- 3Y*
- 2.47%
- 5Y*
- -1.14%
- 10Y*
- 0.63%
DRSK vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.75% | 7.67% | 12.50% | 2.08% | -9.57% | 0.88% | 13.80% | 12.64% | 2.40% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.66% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 3.57% |
Correlation
The correlation between DRSK and IEF is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2018 | 0.37 |
The correlation between DRSK and IEF shifts across timeframes, from 0.37 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DRSK vs. IEF — Risk / Return Rank
DRSK
IEF
DRSK vs. IEF - Risk-Adjusted Trends 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.
| DRSK | IEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.85 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.29 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.00 | +0.16 |
Martin ratioReturn relative to average drawdown | 3.00 | 2.98 | +0.02 |
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 | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.85 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.15 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.50 | +0.30 |
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.
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Drawdown Indicators
| DRSK | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -23.93% | +4.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -4.07% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -7.74% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -21.40% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.93% | — |
Current DrawdownCurrent decline from peak | -1.25% | -11.35% | +10.10% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -5.34% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.37% | +1.42% |
Volatility
DRSK vs. IEF - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 3.00% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.54%. 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.
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Volatility by Period
| DRSK | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 1.54% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.19% | 3.34% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.26% | 4.78% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.39% | 7.71% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.06% | 6.62% | +0.44% |
DRSK vs. IEF - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than IEF's 0.15% expense ratio.
Dividends
DRSK vs. IEF - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.63%, less than IEF's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.63% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.90% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
Frequently Asked Questions
DRSK and IEF have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRSK has higher volatility (3.00%) compared to IEF (1.54%). In terms of maximum drawdown, DRSK dropped -19.87% vs IEF's -23.93%.
On 5-year performance, DRSK leads with 3.06% vs -1.14% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DRSK has performed better with a 3.06% return vs -1.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IEF is cheaper with a 0.15% expense ratio, compared with 0.79% for DRSK.
IEF has the higher dividend yield at 3.90%, compared with 3.63% for DRSK.
DRSK is categorized as Diversified Portfolio, while IEF is Government Bonds. They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.79% for DRSK and 0.15% for IEF.
DRSK currently has the higher Sharpe Ratio (1.02 vs 0.85), 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.
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