DUBS vs. BLCR

Last updated Jun 26, 2026

DUBS (Aptus Large Cap Enhanced Yield ETF) and BLCR (Blackrock Large Cap Core ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, DUBS returned 25.96% vs 38.94% for BLCR. Their correlation of 0.91 suggests significant overlap in exposure. DUBS charges 0.39%/yr vs 0.36%/yr for BLCR.

Performance

DUBS vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Large Cap Enhanced Yield ETF (DUBS) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUBS achieves a 9.42% return, which is significantly lower than BLCR's 17.17% return.

DUBS

• 1D: 0.13%
• 1M: -2.16%
• YTD: 9.42%
• 6M: 8.51%
• 1Y: 25.96%
• 3Y*: 20.85%
• 5Y*: —
• 10Y*: —

BLCR

• 1D: 0.53%
• 1M: -1.80%
• YTD: 17.17%
• 6M: 15.73%
• 1Y: 38.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUBS vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUBS Aptus Large Cap Enhanced Yield ETF	9.42%	19.28%	24.08%	11.37%
BLCR Blackrock Large Cap Core ETF	17.17%	30.93%	17.07%	13.54%

Correlation

The correlation between DUBS and BLCR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.91

The correlation between DUBS and BLCR has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

DUBS vs. BLCR - Sectors Allocation Comparison

Sectors	DUBS	BLCR
Technology	38.8%	34.3%
Financial Services	11.0%	12.5%
Communication Services	10.8%	14.6%
Consumer Cyclical	10.0%	11.1%
Healthcare	8.3%	7.6%
Industrials	7.9%	13.7%
Consumer Defensive	4.5%	-
Energy	3.2%	2.2%
Utilities	2.1%	1.6%
Real Estate	1.8%	-
Basic Materials	1.7%	2.2%

Return for Risk

DUBS vs. BLCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUBS

DUBS Risk / Return Rank: 70
DUBS Sharpe Ratio Rank: 68
DUBS Sortino Ratio Rank: 64
DUBS Omega Ratio Rank: 68
DUBS Calmar Ratio Rank: 71
DUBS Martin Ratio Rank: 81

BLCR

BLCR Risk / Return Rank: 84
BLCR Sharpe Ratio Rank: 85
BLCR Sortino Ratio Rank: 82
BLCR Omega Ratio Rank: 80
BLCR Calmar Ratio Rank: 82
BLCR Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUBS vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Large Cap Enhanced Yield ETF (DUBS) and Blackrock Large Cap Core ETF (BLCR). 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.

	DUBS	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.40	-0.46
Sortino ratio: Return per unit of downside risk	2.61	3.19	-0.59
Omega ratio: Gain probability vs. loss probability	1.36	1.41	-0.06
Calmar ratio: Return relative to maximum drawdown	3.14	3.82	-0.67
Martin ratio: Return relative to average drawdown	13.99	17.16	-3.16

DUBS vs. BLCR - Sharpe Ratio Comparison

The current DUBS Sharpe Ratio is 1.94, which is comparable to the BLCR Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DUBS and BLCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUBS vs. BLCR - Drawdown Comparison

The maximum DUBS drawdown since its inception was -18.48%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for DUBS and BLCR.

Drawdown Indicators

	DUBS	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-18.48%	-21.29%	+2.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-10.26%	+1.97%
Max Drawdown (3Y) Largest decline over 3 years	-18.48%	—	—
Current Drawdown Current decline from peak	-3.34%	-2.36%	-0.98%
Average Drawdown Average peak-to-trough decline	-1.95%	-2.20%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.28%	-0.42%

Volatility

DUBS vs. BLCR - Volatility Comparison

The current volatility for Aptus Large Cap Enhanced Yield ETF (DUBS) is 5.31%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 6.07%. This indicates that DUBS experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUBS	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	6.07%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	13.09%	-2.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	16.32%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	17.65%	-2.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.70%	17.65%	-2.95%

DUBS vs. BLCR - Expense Ratio Comparison

DUBS has a 0.39% expense ratio, which is higher than BLCR's 0.36% expense ratio.

Dividends

DUBS vs. BLCR - Dividend Comparison

DUBS's dividend yield for the trailing twelve months is around 1.99%, more than BLCR's 0.29% yield.

Position	TTM	2025	2024	2023
BLCR Blackrock Large Cap Core ETF	0.29%	0.33%	0.75%	0.13%
DUBS Aptus Large Cap Enhanced Yield ETF	1.99%	2.06%	2.52%	1.14%

Frequently Asked Questions

Can I hold both DUBS and BLCR in my portfolio?

DUBS and BLCR have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUBS or BLCR?

BLCR has higher volatility (6.07%) compared to DUBS (5.31%). In terms of maximum drawdown, DUBS dropped -18.48% vs BLCR's -21.29%.

Which ETF is better, DUBS or BLCR?

On 1-year performance, BLCR leads with 38.94% vs 25.96% for DUBS. On fees, BLCR is cheaper at 0.36% per year. On volatility, DUBS has been the lower-risk option at 5.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUBS or BLCR?

Over the 1-year period, BLCR has performed better with a 38.94% return vs 25.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUBS or BLCR?

BLCR is cheaper with a 0.36% expense ratio, compared with 0.39% for DUBS.

Which ETF pays a higher dividend yield, DUBS or BLCR?

DUBS has the higher dividend yield at 1.99%, compared with 0.29% for BLCR.

What is the main difference between DUBS and BLCR?

They also come from different issuers: Aptus and BlackRock. Their fees differ too: 0.39% for DUBS and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (2.40 vs 1.94), 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.