DUBS vs. ITOT

Last updated Jun 5, 2026

DUBS (Aptus Large Cap Enhanced Yield ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. DUBS is actively managed, while ITOT is passively managed. Over the past year, DUBS returned 32.48% vs 28.81% for ITOT. With a 0.97 correlation, they move nearly in lockstep. DUBS charges 0.39%/yr vs 0.03%/yr for ITOT.

Performance

DUBS vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Large Cap Enhanced Yield ETF (DUBS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUBS achieves a 13.00% return, which is significantly higher than ITOT's 11.78% return.

DUBS

• 1D: 0.34%
• 1M: 5.12%
• YTD: 13.00%
• 6M: 13.09%
• 1Y: 32.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: 0.48%
• 1M: 4.64%
• YTD: 11.78%
• 6M: 11.52%
• 1Y: 28.81%
• 3Y*: 22.39%
• 5Y*: 12.80%
• 10Y*: 15.01%

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

DUBS vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUBS Aptus Large Cap Enhanced Yield ETF	13.00%	19.28%	24.08%	8.10%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.78%	17.00%	23.80%	10.39%

Correlation

The correlation between DUBS and ITOT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023	0.97

The correlation between DUBS and ITOT has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

DUBS vs. ITOT - Sectors Allocation Comparison

Sectors	DUBS	ITOT
Technology	36.2%	33.8%
Financial Services	11.8%	12.1%
Communication Services	11.0%	10.3%
Consumer Cyclical	10.1%	10.1%
Healthcare	8.4%	9.0%
Industrials	8.2%	9.5%
Consumer Defensive	4.8%	4.7%
Energy	3.5%	3.7%
Utilities	2.3%	2.3%
Real Estate	1.9%	2.4%
Basic Materials	1.8%	2.1%

Return for Risk

DUBS vs. ITOT — Risk / Return Rank

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

DUBS

DUBS Risk / Return Rank: 81
DUBS Sharpe Ratio Rank: 80
DUBS Sortino Ratio Rank: 79
DUBS Omega Ratio Rank: 80
DUBS Calmar Ratio Rank: 78
DUBS Martin Ratio Rank: 88

ITOT

ITOT Risk / Return Rank: 73
ITOT Sharpe Ratio Rank: 74
ITOT Sortino Ratio Rank: 73
ITOT Omega Ratio Rank: 72
ITOT Calmar Ratio Rank: 66
ITOT Martin Ratio Rank: 78

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Large Cap Enhanced Yield ETF (DUBS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

	DUBS	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.57	2.37	+0.19
Sortino ratio: Return per unit of downside risk	3.47	3.24	+0.23
Omega ratio: Gain probability vs. loss probability	1.47	1.43	+0.05
Calmar ratio: Return relative to maximum drawdown	3.94	3.25	+0.68
Martin ratio: Return relative to average drawdown	18.74	14.92	+3.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUBS vs. ITOT - Sharpe Ratio Comparison

The current DUBS Sharpe Ratio is 2.57, which is comparable to the ITOT Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of DUBS and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUBS	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	2.37	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.53	0.57	+0.95

Drawdowns

DUBS vs. ITOT - Drawdown Comparison

The maximum DUBS drawdown since its inception was -18.48%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DUBS and ITOT.

Drawdown Indicators

	DUBS	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-18.48%	-55.20%	+36.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-8.90%	+0.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.19%	-0.25%	+0.06%
Average Drawdown Average peak-to-trough decline	-1.94%	-6.97%	+5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.94%	-0.20%

Volatility

DUBS vs. ITOT - Volatility Comparison

The current volatility for Aptus Large Cap Enhanced Yield ETF (DUBS) is 2.69%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 2.94%. This indicates that DUBS experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUBS	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	2.94%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	9.14%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.72%	12.19%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	17.35%	-2.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.54%	18.26%	-3.72%

DUBS vs. ITOT - Expense Ratio Comparison

DUBS has a 0.39% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

DUBS vs. ITOT - Dividend Comparison

DUBS's dividend yield for the trailing twelve months is around 1.93%, more than ITOT's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUBS Aptus Large Cap Enhanced Yield ETF	1.93%	2.06%	2.52%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.97%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Frequently Asked Questions

Can I hold both DUBS and ITOT in my portfolio?

With a correlation of 0.97, DUBS and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DUBS or ITOT?

ITOT has higher volatility (2.94%) compared to DUBS (2.69%). In terms of maximum drawdown, DUBS dropped -18.48% vs ITOT's -55.20%.

Which ETF is better, DUBS or ITOT?

On 1-year performance, DUBS leads with 32.48% vs 28.81% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, DUBS has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUBS or ITOT?

Over the 1-year period, DUBS has performed better with a 32.48% return vs 28.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUBS or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.39% for DUBS.

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

DUBS has the higher dividend yield at 1.93%, compared with 0.97% for ITOT.

What is the main difference between DUBS and ITOT?

They also come from different issuers: Aptus and iShares. Their fees differ too: 0.39% for DUBS and 0.03% for ITOT.

Which has better risk-adjusted returns?

DUBS currently has the higher Sharpe Ratio (2.57 vs 2.37), 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.