DUKZ vs. CSHP
DUKZ (Ocean Park Diversified Income ETF) and CSHP (iShares Enhanced Short-Term Bond Active ETF) are both exchange-traded funds - DUKZ is a Nontraditional Bonds fund actively managed by Ocean Park, while CSHP is a Ultrashort Bond fund actively managed by iShares. Both are actively managed. Over the past year, DUKZ returned 4.99% vs 4.19% for CSHP. Their -0.03 correlation means they have often moved in opposite directions in the past. DUKZ charges 1.03%/yr vs 0.20%/yr for CSHP.
Performance
DUKZ vs. CSHP - Performance Comparison
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Returns By Period
In the year-to-date period, DUKZ achieves a 1.77% return, which is significantly lower than CSHP's 2.53% return.
DUKZ
- 1D
- 0.39%
- 1M
- -0.72%
- 6M
- 0.81%
- YTD
- 1.77%
- 1Y
- 4.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.18%
CSHP
- 1D
- 0.15%
- 1M
- 0.50%
- 6M
- 2.23%
- YTD
- 2.53%
- 1Y
- 4.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.42M | $7.30M | $2.63M | |
| $208.39K | $469.42K | $590.33K |
DUKZ vs. CSHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DUKZ Ocean Park Diversified Income ETF | 1.77% | 4.24% | 2.23% |
CSHP iShares Enhanced Short-Term Bond Active ETF | 2.53% | 4.10% | 2.24% |
Correlation
The correlation between DUKZ and CSHP is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2024 | -0.03 |
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Return for Risk
DUKZ vs. CSHP — Risk / Return Rank
DUKZ
CSHP
DUKZ vs. CSHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ocean Park Diversified Income ETF (DUKZ) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.
| DUKZ | CSHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -5.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 2.79 | -1.59 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 10.90 | -9.42 |
| Martin ratioReturn relative to average drawdown | 4.95 | 68.37 | -63.41 |
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Drawdowns
DUKZ vs. CSHP - Drawdown Comparison
The maximum DUKZ drawdown since its inception was -4.70%, which is greater than CSHP's maximum drawdown of -0.39%. Use the drawdown chart below to compare losses from any high point for DUKZ and CSHP.
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Drawdown Indicators
| DUKZ | CSHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.70% | -0.39% | -4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -0.39% | -3.00% |
Current DrawdownCurrent decline from peak | -1.38% | -0.12% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -1.12% | -0.01% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.06% | +0.95% |
Volatility
DUKZ vs. CSHP - Volatility Comparison
The current volatility for Ocean Park Diversified Income ETF (DUKZ) is 1.05%, while iShares Enhanced Short-Term Bond Active ETF (CSHP) has a volatility of 1.11%. This indicates that DUKZ experiences smaller price fluctuations and is considered to be less risky than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUKZ | CSHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 1.11% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 4.08% | 1.12% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 1.15% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.38% | 0.86% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 0.86% | +3.52% |
DUKZ vs. CSHP - Expense Ratio Comparison
DUKZ has a 1.03% expense ratio, which is higher than CSHP's 0.20% expense ratio.
Dividends
DUKZ vs. CSHP - Dividend Comparison
DUKZ's dividend yield for the trailing twelve months is around 3.89%, less than CSHP's 4.10% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CSHP iShares Enhanced Short-Term Bond Active ETF | 4.10% | 5.39% | 1.96% |
DUKZ Ocean Park Diversified Income ETF | 3.89% | 4.05% | 2.44% |
Frequently Asked Questions
DUKZ and CSHP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSHP has higher volatility (1.11%) compared to DUKZ (1.05%). In terms of maximum drawdown, DUKZ dropped -4.70% vs CSHP's -0.39%.
On 1-year performance, DUKZ leads with 4.99% vs 4.19% for CSHP. On fees, CSHP is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DUKZ has performed better with a 4.99% return vs 4.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CSHP is cheaper with a 0.20% expense ratio, compared with 1.03% for DUKZ.
CSHP has the higher dividend yield at 4.10%, compared with 3.89% for DUKZ.
DUKZ is categorized as Nontraditional Bonds, while CSHP is Ultrashort Bond. They also come from different issuers: Ocean Park and iShares. Their fees differ too: 1.03% for DUKZ and 0.20% for CSHP.
CSHP currently has the higher Sharpe Ratio (3.67 vs 1.08), 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.
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