HDG vs. IDUB
Compare and contrast key facts about ProShares Hedge Replication (HDG) and Aptus International Enhanced Yield ETF (IDUB).
HDG and IDUB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDG is a passively managed fund by ProShares that tracks the performance of the Merrill Lynch Factor Model - Exchange Series. It was launched on Jul 12, 2011. IDUB is an actively managed fund by Aptus. It was launched on Jul 22, 2021.
Performance
HDG vs. IDUB - Performance Comparison
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HDG vs. IDUB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HDG ProShares Hedge Replication | 0.49% | 7.18% | 5.12% | 7.14% | -8.48% | 0.02% |
IDUB Aptus International Enhanced Yield ETF | 2.69% | 27.53% | 6.12% | 9.07% | -19.79% | -1.25% |
Returns By Period
In the year-to-date period, HDG achieves a 0.49% return, which is significantly lower than IDUB's 2.69% return.
HDG
- 1D
- 1.28%
- 1M
- -1.94%
- YTD
- 0.49%
- 6M
- 2.17%
- 1Y
- 8.41%
- 3Y*
- 5.75%
- 5Y*
- 1.97%
- 10Y*
- 3.41%
IDUB
- 1D
- 3.44%
- 1M
- -7.91%
- YTD
- 2.69%
- 6M
- 7.43%
- 1Y
- 25.47%
- 3Y*
- 13.36%
- 5Y*
- —
- 10Y*
- —
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HDG vs. IDUB - Expense Ratio Comparison
HDG has a 0.95% expense ratio, which is higher than IDUB's 0.45% expense ratio.
Return for Risk
HDG vs. IDUB — Risk / Return Rank
HDG
IDUB
HDG vs. IDUB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Hedge Replication (HDG) and Aptus International Enhanced Yield ETF (IDUB). 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.
| HDG | IDUB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.51 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.10 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.16 | -0.46 |
Martin ratioReturn relative to average drawdown | 6.95 | 8.34 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HDG | IDUB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.51 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.28 | +0.10 |
Correlation
The correlation between HDG and IDUB is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HDG vs. IDUB - Dividend Comparison
HDG's dividend yield for the trailing twelve months is around 2.49%, less than IDUB's 5.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDG ProShares Hedge Replication | 2.49% | 2.55% | 3.50% | 3.48% | 0.39% | 0.00% | 0.08% | 1.09% | 0.51% | 0.00% | 0.00% | 0.00% |
IDUB Aptus International Enhanced Yield ETF | 5.63% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HDG vs. IDUB - Drawdown Comparison
The maximum HDG drawdown since its inception was -15.31%, smaller than the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for HDG and IDUB.
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Drawdown Indicators
| HDG | IDUB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.31% | -29.20% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -4.85% | -11.46% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.31% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -8.42% | +5.68% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -11.52% | +8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 2.96% | -1.77% |
Volatility
HDG vs. IDUB - Volatility Comparison
The current volatility for ProShares Hedge Replication (HDG) is 2.61%, while Aptus International Enhanced Yield ETF (IDUB) has a volatility of 8.04%. This indicates that HDG experiences smaller price fluctuations and is considered to be less risky than IDUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDG | IDUB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 8.04% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.43% | 11.46% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.90% | 16.97% | -10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 14.45% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.08% | 14.45% | -7.37% |