DRSK vs. SDSI
Compare and contrast key facts about Aptus Defined Risk ETF (DRSK) and American Century Short Duration Strategic Income ETF (SDSI).
DRSK and SDSI 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. SDSI is a passively managed fund by American Century that tracks the performance of the Bloomberg U.S. 1-3 Year Government/Credit Bond Index. It was launched on Oct 11, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRSK or SDSI.
Key characteristics
| DRSK | SDSI | |
|---|---|---|
| YTD Return | 14.76% | 5.22% |
| 1Y Return | 26.19% | 7.67% |
| Sharpe Ratio | 3.37 | 3.64 |
| Sortino Ratio | 5.22 | 6.00 |
| Omega Ratio | 1.67 | 1.79 |
| Calmar Ratio | 1.38 | 8.38 |
| Martin Ratio | 24.46 | 27.36 |
| Ulcer Index | 1.03% | 0.28% |
| Daily Std Dev | 7.45% | 2.14% |
| Max Drawdown | -19.87% | -1.29% |
| Current Drawdown | -0.21% | -0.68% |
Correlation
The correlation between DRSK and SDSI is 0.63, 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.
Performance
DRSK vs. SDSI - Performance Comparison
In the year-to-date period, DRSK achieves a 14.76% return, which is significantly higher than SDSI's 5.22% 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. SDSI - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than SDSI's 0.33% expense ratio.
Risk-Adjusted Performance
DRSK vs. SDSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and American Century Short Duration Strategic Income ETF (SDSI). 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. SDSI - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.15%, less than SDSI's 5.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.15% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% |
SDSI American Century Short Duration Strategic Income ETF | 5.60% | 5.37% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DRSK vs. SDSI - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, which is greater than SDSI's maximum drawdown of -1.29%. Use the drawdown chart below to compare losses from any high point for DRSK and SDSI. For additional features, visit the drawdowns tool.
Volatility
DRSK vs. SDSI - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 2.36% compared to American Century Short Duration Strategic Income ETF (SDSI) at 0.60%. This indicates that DRSK's price experiences larger fluctuations and is considered to be riskier than SDSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.