DRSK vs. TAIL
Compare and contrast key facts about Aptus Defined Risk ETF (DRSK) and Cambria Tail Risk ETF (TAIL).
DRSK and TAIL 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. TAIL is an actively managed fund by Cambria. It was launched on Apr 6, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRSK or TAIL.
Key characteristics
| DRSK | TAIL | |
|---|---|---|
| YTD Return | 14.31% | -9.61% |
| 1Y Return | 24.78% | -7.52% |
| 3Y Return (Ann) | 1.58% | -12.26% |
| 5Y Return (Ann) | 4.30% | -9.05% |
| Sharpe Ratio | 3.47 | -0.68 |
| Sortino Ratio | 5.41 | -0.96 |
| Omega Ratio | 1.69 | 0.89 |
| Calmar Ratio | 1.46 | -0.16 |
| Martin Ratio | 25.02 | -1.21 |
| Ulcer Index | 1.03% | 6.75% |
| Daily Std Dev | 7.39% | 11.98% |
| Max Drawdown | -19.87% | -51.07% |
| Current Drawdown | -0.60% | -51.05% |
Correlation
The correlation between DRSK and TAIL is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DRSK vs. TAIL - Performance Comparison
In the year-to-date period, DRSK achieves a 14.31% return, which is significantly higher than TAIL's -9.61% 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. TAIL - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than TAIL's 0.59% expense ratio.
Risk-Adjusted Performance
DRSK vs. TAIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and Cambria Tail Risk ETF (TAIL). 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. TAIL - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.16%, less than TAIL's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.16% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% |
TAIL Cambria Tail Risk ETF | 3.57% | 3.73% | 1.50% | 0.49% | 0.36% | 1.58% | 1.52% | 0.91% |
Drawdowns
DRSK vs. TAIL - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, smaller than the maximum TAIL drawdown of -51.07%. Use the drawdown chart below to compare losses from any high point for DRSK and TAIL. For additional features, visit the drawdowns tool.
Volatility
DRSK vs. TAIL - Volatility Comparison
The current volatility for Aptus Defined Risk ETF (DRSK) is 2.39%, while Cambria Tail Risk ETF (TAIL) has a volatility of 4.07%. This indicates that DRSK experiences smaller price fluctuations and is considered to be less risky than TAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.