DRSK vs. UMI
DRSK (Aptus Defined Risk ETF) and UMI (USCF Midstream Energy Income Fund ETF) are both exchange-traded funds - DRSK is a Diversified Portfolio fund actively managed by Aptus Capital Advisors, while UMI is a Energy Equities fund actively managed by Wainwright, Inc.. Both are actively managed. Over the past 5 years, DRSK returned 2.92%/yr vs 20.20%/yr for UMI. At a 0.18 correlation, their price movements are largely independent. DRSK charges 0.79%/yr vs 0.85%/yr for UMI.
Performance
DRSK vs. UMI - Performance Comparison
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Returns By Period
In the year-to-date period, DRSK achieves a 2.61% return, which is significantly lower than UMI's 21.76% return.
DRSK
- 1D
- -0.38%
- 1M
- -0.62%
- YTD
- 2.61%
- 6M
- 2.13%
- 1Y
- 7.44%
- 3Y*
- 9.05%
- 5Y*
- 2.92%
- 10Y*
- —
UMI
- 1D
- 0.96%
- 1M
- -5.27%
- YTD
- 21.76%
- 6M
- 23.01%
- 1Y
- 24.46%
- 3Y*
- 27.84%
- 5Y*
- 20.20%
- 10Y*
- —
DRSK vs. UMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 2.61% | 7.67% | 12.50% | 2.08% | -9.57% | 0.88% | 13.80% | 12.64% | 2.36% |
UMI USCF Midstream Energy Income Fund ETF | 21.76% | 5.11% | 42.97% | 14.60% | 20.78% | 20.97% | -8.25% | 21.06% | -14.39% |
Correlation
The correlation between DRSK and UMI is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2018 | 0.18 |
The correlation between DRSK and UMI shifts across timeframes, from -0.10 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DRSK vs. UMI — Risk / Return Rank
DRSK
UMI
DRSK vs. UMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and USCF Midstream Energy Income Fund ETF (UMI). 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.
| DRSK | UMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 3.28 | -2.24 |
| Martin ratioReturn relative to average drawdown | 2.65 | 8.47 | -5.82 |
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Drawdowns
DRSK vs. UMI - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, smaller than the maximum UMI drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for DRSK and UMI.
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Drawdown Indicators
| DRSK | UMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -48.08% | +28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -7.50% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -17.08% | +7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -20.05% | +0.18% |
Current DrawdownCurrent decline from peak | -2.33% | -5.35% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -6.59% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.90% | -0.08% |
Volatility
DRSK vs. UMI - Volatility Comparison
The current volatility for Aptus Defined Risk ETF (DRSK) is 2.37%, while USCF Midstream Energy Income Fund ETF (UMI) has a volatility of 5.33%. This indicates that DRSK experiences smaller price fluctuations and is considered to be less risky than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRSK | UMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 5.33% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 5.28% | 11.05% | -5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.37% | 14.23% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.43% | 19.45% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.07% | 23.16% | -16.09% |
DRSK vs. UMI - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is lower than UMI's 0.85% expense ratio.
Dividends
DRSK vs. UMI - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.67%, less than UMI's 6.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.67% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 6.02% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% |
Frequently Asked Questions
DRSK and UMI have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UMI has higher volatility (5.33%) compared to DRSK (2.37%). In terms of maximum drawdown, DRSK dropped -19.87% vs UMI's -48.08%.
On 5-year performance, UMI leads with 20.20% vs 2.92% for DRSK. On fees, DRSK is cheaper at 0.79% per year. On volatility, DRSK has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, UMI has performed better with a 20.20% return vs 2.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DRSK is cheaper with a 0.79% expense ratio, compared with 0.85% for UMI.
UMI has the higher dividend yield at 6.02%, compared with 3.67% for DRSK.
DRSK is categorized as Diversified Portfolio, while UMI is Energy Equities. They also come from different issuers: Aptus Capital Advisors and Wainwright, Inc.. Their fees differ too: 0.79% for DRSK and 0.85% for UMI.
UMI currently has the higher Sharpe Ratio (1.73 vs 0.89), 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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