DRSK vs. VRP
DRSK (Aptus Defined Risk ETF) and VRP (Invesco Variable Rate Preferred ETF) are both exchange-traded funds - DRSK is a Diversified Portfolio fund actively managed by Aptus, while VRP is a Preferred Stock fund tracking the Wells Fargo Hybrid and Preferred Securities Floating and Variable Rate Index. DRSK is actively managed, while VRP is passively managed. Over the past 5 years, DRSK returned 2.33%/yr vs 4.06%/yr for VRP. Their 0.32 correlation means their historical movements had little consistent relationship. DRSK charges 0.79%/yr vs 0.50%/yr for VRP.
Performance
DRSK vs. VRP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DRSK achieves a 1.59% return, which is significantly lower than VRP's 1.98% return.
DRSK
- 1D
- 0.28%
- 1M
- -1.04%
- 6M
- 1.95%
- YTD
- 1.59%
- 1Y
- 3.00%
- 3Y*
- 7.99%
- 5Y*
- 2.33%
- 10Y*
- —
- ALL TIME*
- 5.25%
VRP
- 1D
- 0.17%
- 1M
- -0.74%
- 6M
- 1.09%
- YTD
- 1.98%
- 1Y
- 5.08%
- 3Y*
- 8.37%
- 5Y*
- 4.06%
- 10Y*
- 4.86%
- ALL TIME*
- 5.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.84M | $3.85M | $3.25M | |
| $11.39M | $12.80M | $16.85M |
DRSK vs. VRP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 1.59% | 7.67% | 12.50% | 2.08% | -9.57% | 0.88% | 13.80% | 12.64% | 2.36% |
VRP Invesco Variable Rate Preferred ETF | 1.98% | 7.34% | 11.10% | 10.35% | -9.00% | 4.20% | 5.11% | 18.84% | -7.00% |
Correlation
The correlation between DRSK and VRP is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2018 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DRSK vs. VRP — Risk / Return Rank
DRSK
VRP
DRSK vs. VRP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Defined Risk ETF (DRSK) and Invesco Variable Rate Preferred ETF (VRP). 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 | VRP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.71 | -1.21 |
| Martin ratioReturn relative to average drawdown | 1.22 | 8.89 | -7.67 |
Loading charts...
Drawdowns
DRSK vs. VRP - Drawdown Comparison
The maximum DRSK drawdown since its inception was -19.87%, smaller than the maximum VRP drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for DRSK and VRP.
Loading charts...
Drawdown Indicators
| DRSK | VRP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.87% | -46.04% | +26.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -2.89% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -8.81% | -4.26% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -13.76% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -3.30% | -0.78% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -2.28% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.55% | +2.39% |
Volatility
DRSK vs. VRP - Volatility Comparison
Aptus Defined Risk ETF (DRSK) has a higher volatility of 1.80% compared to Invesco Variable Rate Preferred ETF (VRP) at 0.69%. This indicates that DRSK's price experiences larger fluctuations and is considered to be riskier than VRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DRSK | VRP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 0.69% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.25% | 2.38% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 2.94% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.45% | 6.55% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 14.53% | -7.48% |
DRSK vs. VRP - Expense Ratio Comparison
DRSK has a 0.79% expense ratio, which is higher than VRP's 0.50% expense ratio.
Dividends
DRSK vs. VRP - Dividend Comparison
DRSK's dividend yield for the trailing twelve months is around 3.74%, less than VRP's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.74% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% | 0.00% | 0.00% | 0.00% |
VRP Invesco Variable Rate Preferred ETF | 6.19% | 6.53% | 5.78% | 6.61% | 5.38% | 4.25% | 4.17% | 4.71% | 5.28% | 4.69% | 5.10% | 5.02% |
Frequently Asked Questions
DRSK and VRP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRSK has higher volatility (1.80%) compared to VRP (0.69%). In terms of maximum drawdown, DRSK dropped -19.87% vs VRP's -46.04%.
On 5-year performance, VRP leads with 4.06% vs 2.33% for DRSK. On fees, VRP is cheaper at 0.50% per year. On volatility, VRP has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VRP has performed better with a 4.06% return vs 2.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VRP is cheaper with a 0.50% expense ratio, compared with 0.79% for DRSK.
VRP has the higher dividend yield at 6.19%, compared with 3.74% for DRSK.
DRSK is categorized as Diversified Portfolio, while VRP is Preferred Stock. They also come from different issuers: Aptus and Invesco. Their fees differ too: 0.79% for DRSK and 0.50% for VRP.
VRP currently has the higher Sharpe Ratio (1.68 vs 0.46), 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.
Find the right allocation for DRSK and VRP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer