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DUKZ vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUKZ vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Diversified Income ETF (DUKZ) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)20252024
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

Compare historical risk-adjusted metric ranks over the past 12 months.

DUKZ
DUKZ Risk / Return Rank: 3939
Overall Rank
DUKZ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DUKZ Sortino Ratio Rank: 3737
Sortino Ratio Rank
DUKZ Omega Ratio Rank: 3939
Omega Ratio Rank
DUKZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
DUKZ Martin Ratio Rank: 4242
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9898
Overall Rank
CSHP Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSHP Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


DUKZCSHPDifference
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

DUKZ vs. CSHP - Sharpe Ratio Comparison

The current DUKZ Sharpe Ratio is 1.08, which is lower than the CSHP Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of DUKZ and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DUKZCSHPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.38%

-0.12%

-1.26%

Average Drawdown

Average peak-to-trough decline

-1.12%

-0.01%

-1.11%

Ulcer Index

Depth 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


DUKZCSHPDifference

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.


PositionTTM20252024
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.

Portfolio Optimizer

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