DUKX vs. LLII

Last updated Jun 23, 2026

DUKX (Ocean Park International ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - DUKX is a Foreign Large Cap Equities fund actively managed by Ocean Park, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.08 correlation, their price movements are largely independent. DUKX charges 1.03%/yr vs 0.99%/yr for LLII.

Performance

DUKX vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park International ETF (DUKX) and REX LLY Growth & Income ETF (LLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUKX achieves a 12.39% return, which is significantly higher than LLII's 2.07% return.

DUKX

• 1D: 0.39%
• 1M: 3.88%
• YTD: 12.39%
• 6M: 13.12%
• 1Y: 28.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLII

• 1D: 0.00%
• 1M: 6.03%
• YTD: 2.07%
• 6M: 2.78%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUKX vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
DUKX Ocean Park International ETF	12.39%	1.27%
LLII REX LLY Growth & Income ETF	2.07%	19.74%

Correlation

The correlation between DUKX and LLII is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.08

Return for Risk

DUKX vs. LLII — Risk / Return Rank

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

DUKX

DUKX Risk / Return Rank: 59
DUKX Sharpe Ratio Rank: 62
DUKX Sortino Ratio Rank: 57
DUKX Omega Ratio Rank: 64
DUKX Calmar Ratio Rank: 63
DUKX Martin Ratio Rank: 50

LLII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DUKX vs. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park International ETF (DUKX) and REX LLY Growth & Income ETF (LLII). 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.

	DUKX	LLII	Difference
Sharpe ratio: Return per unit of total volatility	2.00	—	—
Sortino ratio: Return per unit of downside risk	2.64	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	3.06	—	—
Martin ratio: Return relative to average drawdown	8.27	—	—

Drawdowns

DUKX vs. LLII - Drawdown Comparison

The maximum DUKX drawdown since its inception was -19.52%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for DUKX and LLII.

Drawdown Indicators

	DUKX	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-19.52%	-23.96%	+4.44%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.71%	+0.32%
Average Drawdown Average peak-to-trough decline	-5.40%	-8.63%	+3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	—	—

Volatility

Volatility by Period

	DUKX	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.54%	35.58%	-21.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.59%	35.58%	-20.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	35.58%	-20.99%

DUKX vs. LLII - Expense Ratio Comparison

DUKX has a 1.03% expense ratio, which is higher than LLII's 0.99% expense ratio.

Dividends

DUKX vs. LLII - Dividend Comparison

DUKX's dividend yield for the trailing twelve months is around 2.21%, less than LLII's 25.62% yield.

Position	TTM	2025	2024
DUKX Ocean Park International ETF	2.21%	2.65%	1.93%
LLII REX LLY Growth & Income ETF	25.62%	5.13%	0.00%

Frequently Asked Questions

Can I hold both DUKX and LLII in my portfolio?

DUKX and LLII have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DUKX or LLII?

On fees, LLII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUKX or LLII?

LLII is cheaper with a 0.99% expense ratio, compared with 1.03% for DUKX.

Which ETF pays a higher dividend yield, DUKX or LLII?

LLII has the higher dividend yield at 25.62%, compared with 2.21% for DUKX.

What is the main difference between DUKX and LLII?

DUKX is categorized as Foreign Large Cap Equities, while LLII is Derivative Income. They also come from different issuers: Ocean Park and REX. Their fees differ too: 1.03% for DUKX and 0.99% for LLII.