DUBS vs. IDUB

Last updated Jun 23, 2026

DUBS (Aptus Large Cap Enhanced Yield ETF) and IDUB (Aptus International Enhanced Yield ETF) are both exchange-traded funds - DUBS is a Large Cap Blend Equities fund actively managed by Aptus, while IDUB is a Long-Short fund actively managed by Aptus. Both are actively managed. Over the past 3 years, DUBS returned 21.30%/yr vs 17.49%/yr for IDUB. A 0.69 correlation means they provide meaningful diversification when combined. DUBS charges 0.39%/yr vs 0.45%/yr for IDUB.

Performance

DUBS vs. IDUB - Performance Comparison

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

Returns By Period

In the year-to-date period, DUBS achieves a 11.21% return, which is significantly lower than IDUB's 14.34% return.

DUBS

• 1D: -0.37%
• 1M: 0.05%
• YTD: 11.21%
• 6M: 11.02%
• 1Y: 30.66%
• 3Y*: 21.30%
• 5Y*: —
• 10Y*: —

IDUB

• 1D: -2.69%
• 1M: 0.48%
• YTD: 14.34%
• 6M: 14.11%
• 1Y: 31.78%
• 3Y*: 17.49%
• 5Y*: —
• 10Y*: —

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

DUBS vs. IDUB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUBS Aptus Large Cap Enhanced Yield ETF	11.21%	19.28%	24.08%	7.89%
IDUB Aptus International Enhanced Yield ETF	14.34%	27.53%	6.12%	2.90%

Correlation

The correlation between DUBS and IDUB is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jun 14, 2023	0.69

The correlation between DUBS and IDUB has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

DUBS vs. IDUB - Sectors Allocation Comparison

Sectors	DUBS	IDUB
Technology	38.8%	18.1%
Financial Services	11.0%	22.3%
Communication Services	10.8%	4.4%
Consumer Cyclical	10.0%	8.4%
Healthcare	8.3%	7.1%
Industrials	7.9%	16.1%
Consumer Defensive	4.5%	5.0%
Energy	3.2%	5.2%
Utilities	2.1%	3.2%
Real Estate	1.8%	2.6%
Basic Materials	1.7%	7.6%

Return for Risk

DUBS vs. IDUB — Risk / Return Rank

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

DUBS

DUBS Risk / Return Rank: 76
DUBS Sharpe Ratio Rank: 75
DUBS Sortino Ratio Rank: 70
DUBS Omega Ratio Rank: 75
DUBS Calmar Ratio Rank: 75
DUBS Martin Ratio Rank: 84

IDUB

IDUB Risk / Return Rank: 63
IDUB Sharpe Ratio Rank: 63
IDUB Sortino Ratio Rank: 62
IDUB Omega Ratio Rank: 65
IDUB Calmar Ratio Rank: 60
IDUB Martin Ratio Rank: 64

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. IDUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Large Cap Enhanced Yield ETF (DUBS) and Aptus International Enhanced Yield ETF (IDUB). 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	IDUB	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.94	+0.35
Sortino ratio: Return per unit of downside risk	3.05	2.67	+0.38
Omega ratio: Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio: Return relative to maximum drawdown	3.71	2.79	+0.93
Martin ratio: Return relative to average drawdown	16.87	10.92	+5.95

DUBS vs. IDUB - Sharpe Ratio Comparison

The current DUBS Sharpe Ratio is 2.29, which is comparable to the IDUB Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of DUBS and IDUB, 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. IDUB - Drawdown Comparison

The maximum DUBS drawdown since its inception was -18.48%, smaller than the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for DUBS and IDUB.

Drawdown Indicators

	DUBS	IDUB	Difference
Max Drawdown Largest peak-to-trough decline	-18.48%	-29.20%	+10.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-11.46%	+3.17%
Max Drawdown (3Y) Largest decline over 3 years	-18.48%	-12.88%	-5.60%
Current Drawdown Current decline from peak	-1.77%	-2.69%	+0.92%
Average Drawdown Average peak-to-trough decline	-1.95%	-11.06%	+9.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	2.92%	-1.10%

Volatility

DUBS vs. IDUB - Volatility Comparison

The current volatility for Aptus Large Cap Enhanced Yield ETF (DUBS) is 5.13%, while Aptus International Enhanced Yield ETF (IDUB) has a volatility of 6.55%. This indicates that DUBS experiences smaller price fluctuations and is considered to be less risky than IDUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUBS	IDUB	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	6.55%	-1.42%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	14.22%	-3.71%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	16.44%	-2.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	14.80%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.70%	14.80%	-0.10%

DUBS vs. IDUB - Expense Ratio Comparison

DUBS has a 0.39% expense ratio, which is lower than IDUB's 0.45% expense ratio.

Dividends

DUBS vs. IDUB - Dividend Comparison

DUBS's dividend yield for the trailing twelve months is around 1.96%, less than IDUB's 5.06% yield.

Position	TTM	2025	2024	2023	2022	2021
DUBS Aptus Large Cap Enhanced Yield ETF	1.96%	2.06%	2.52%	1.14%	0.00%	0.00%
IDUB Aptus International Enhanced Yield ETF	5.06%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both DUBS and IDUB in my portfolio?

DUBS and IDUB have a correlation of 0.76, 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 IDUB?

IDUB has higher volatility (6.55%) compared to DUBS (5.13%). In terms of maximum drawdown, DUBS dropped -18.48% vs IDUB's -29.20%.

Which ETF is better, DUBS or IDUB?

On 3-year performance, DUBS leads with 21.30% vs 17.49% for IDUB. On fees, DUBS is cheaper at 0.39% per year. On volatility, DUBS has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUBS or IDUB?

Over the 3-year period, DUBS has performed better with a 21.30% return vs 17.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUBS or IDUB?

DUBS is cheaper with a 0.39% expense ratio, compared with 0.45% for IDUB.

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

IDUB has the higher dividend yield at 5.06%, compared with 1.96% for DUBS.

What is the main difference between DUBS and IDUB?

DUBS is categorized as Large Cap Blend Equities, while IDUB is Long-Short. Their fees differ too: 0.39% for DUBS and 0.45% for IDUB.

Which has better risk-adjusted returns?

DUBS currently has the higher Sharpe Ratio (2.29 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.