DUKH vs. DUKQ

Last updated Jun 23, 2026

DUKH (Ocean Park High Income ETF) and DUKQ (Ocean Park Domestic ETF) are both exchange-traded funds - DUKH is a High Yield Bonds fund actively managed by Ocean Park, while DUKQ is a Large Cap Blend Equities fund actively managed by Ocean Park. Both are actively managed. Over the past year, DUKH returned 5.16% vs 27.38% for DUKQ. A 0.73 correlation means they provide meaningful diversification when combined. DUKH charges 1.07%/yr vs 0.98%/yr for DUKQ.

Performance

DUKH vs. DUKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park High Income ETF (DUKH) and Ocean Park Domestic ETF (DUKQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUKH achieves a 0.46% return, which is significantly lower than DUKQ's 13.40% return.

DUKH

• 1D: -0.21%
• 1M: 0.59%
• YTD: 0.46%
• 6M: 0.55%
• 1Y: 5.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DUKQ

• 1D: 0.08%
• 1M: 2.89%
• YTD: 13.40%
• 6M: 12.21%
• 1Y: 27.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUKH vs. DUKQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DUKH Ocean Park High Income ETF	0.46%	2.85%	2.81%
DUKQ Ocean Park Domestic ETF	13.40%	5.69%	4.80%

Correlation

The correlation between DUKH and DUKQ is 0.79, 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	0.79
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	0.73

The correlation between DUKH and DUKQ has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

Return for Risk

DUKH vs. DUKQ — Risk / Return Rank

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

DUKH

DUKH Risk / Return Rank: 41
DUKH Sharpe Ratio Rank: 44
DUKH Sortino Ratio Rank: 45
DUKH Omega Ratio Rank: 43
DUKH Calmar Ratio Rank: 35
DUKH Martin Ratio Rank: 38

DUKQ

DUKQ Risk / Return Rank: 69
DUKQ Sharpe Ratio Rank: 66
DUKQ Sortino Ratio Rank: 63
DUKQ Omega Ratio Rank: 64
DUKQ Calmar Ratio Rank: 72
DUKQ Martin Ratio Rank: 77

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.

DUKH vs. DUKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park High Income ETF (DUKH) and Ocean Park Domestic ETF (DUKQ). 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.

	DUKH	DUKQ	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.10	-0.62
Sortino ratio: Return per unit of downside risk	2.18	2.86	-0.68
Omega ratio: Gain probability vs. loss probability	1.27	1.37	-0.10
Calmar ratio: Return relative to maximum drawdown	1.69	3.51	-1.81
Martin ratio: Return relative to average drawdown	5.81	14.40	-8.59

DUKH vs. DUKQ - Sharpe Ratio Comparison

The current DUKH Sharpe Ratio is 1.48, which is comparable to the DUKQ Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DUKH and DUKQ, 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

DUKH vs. DUKQ - Drawdown Comparison

The maximum DUKH drawdown since its inception was -5.70%, smaller than the maximum DUKQ drawdown of -18.44%. Use the drawdown chart below to compare losses from any high point for DUKH and DUKQ.

Drawdown Indicators

	DUKH	DUKQ	Difference
Max Drawdown Largest peak-to-trough decline	-5.70%	-18.44%	+12.74%
Max Drawdown (1Y) Largest decline over 1 year	-3.06%	-7.84%	+4.78%
Current Drawdown Current decline from peak	-0.81%	-0.44%	-0.37%
Average Drawdown Average peak-to-trough decline	-1.12%	-3.84%	+2.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.89%	1.91%	-1.02%

Volatility

DUKH vs. DUKQ - Volatility Comparison

The current volatility for Ocean Park High Income ETF (DUKH) is 1.09%, while Ocean Park Domestic ETF (DUKQ) has a volatility of 5.19%. This indicates that DUKH experiences smaller price fluctuations and is considered to be less risky than DUKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUKH	DUKQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.09%	5.19%	-4.10%
Volatility (6M) Calculated over the trailing 6-month period	2.88%	10.24%	-7.36%
Volatility (1Y) Calculated over the trailing 1-year period	3.52%	13.15%	-9.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.79%	14.99%	-11.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.79%	14.99%	-11.20%

DUKH vs. DUKQ - Expense Ratio Comparison

DUKH has a 1.07% expense ratio, which is higher than DUKQ's 0.98% expense ratio.

Dividends

DUKH vs. DUKQ - Dividend Comparison

DUKH's dividend yield for the trailing twelve months is around 5.64%, more than DUKQ's 0.66% yield.

Position	TTM	2025	2024
DUKH Ocean Park High Income ETF	5.64%	6.12%	2.77%
DUKQ Ocean Park Domestic ETF	0.66%	0.68%	0.28%

Frequently Asked Questions

Can I hold both DUKH and DUKQ in my portfolio?

DUKH and DUKQ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUKH or DUKQ?

DUKQ has higher volatility (5.19%) compared to DUKH (1.09%). In terms of maximum drawdown, DUKH dropped -5.70% vs DUKQ's -18.44%.

Which ETF is better, DUKH or DUKQ?

On 1-year performance, DUKQ leads with 27.38% vs 5.16% for DUKH. On fees, DUKQ is cheaper at 0.98% per year. On volatility, DUKH has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUKH or DUKQ?

Over the 1-year period, DUKQ has performed better with a 27.38% return vs 5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUKH or DUKQ?

DUKQ is cheaper with a 0.98% expense ratio, compared with 1.07% for DUKH.

Which ETF pays a higher dividend yield, DUKH or DUKQ?

DUKH has the higher dividend yield at 5.64%, compared with 0.66% for DUKQ.

What is the main difference between DUKH and DUKQ?

DUKH is categorized as High Yield Bonds, while DUKQ is Large Cap Blend Equities. Their fees differ too: 1.07% for DUKH and 0.98% for DUKQ.

Which has better risk-adjusted returns?

DUKQ currently has the higher Sharpe Ratio (2.10 vs 1.48), 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.