HELS vs. IDUB
HELS (Hedgeye 130/30 Equity ETF) and IDUB (Aptus International Enhanced Yield ETF) are both Long-Short funds. Both are actively managed. Their 0.51 correlation means they have sometimes moved together and sometimes differently. HELS charges 0.70%/yr vs 0.45%/yr for IDUB.
Performance
HELS vs. IDUB - Performance Comparison
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Returns By Period
In the year-to-date period, HELS achieves a -1.75% return, which is significantly lower than IDUB's 18.04% return.
HELS
- 1D
- -0.35%
- 1M
- -2.12%
- 6M
- -6.15%
- YTD
- -1.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IDUB
- 1D
- 0.50%
- 1M
- 1.15%
- 6M
- 10.79%
- YTD
- 18.04%
- 1Y
- 31.41%
- 3Y*
- 17.68%
- 5Y*
- 6.56%
- 10Y*
- —
- ALL TIME*
- 6.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $184.77K | $173.29K | $282.83K | |
| $990.79K | $1.04M | $900.80K |
HELS vs. IDUB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HELS Hedgeye 130/30 Equity ETF | -1.75% | -2.37% |
IDUB Aptus International Enhanced Yield ETF | 18.04% | 1.18% |
Correlation
The correlation between HELS and IDUB is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.51 |
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Return for Risk
HELS vs. IDUB — Risk / Return Rank
HELS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDUB
HELS vs. IDUB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hedgeye 130/30 Equity ETF (HELS) 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.
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.
| HELS | IDUB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.75 | — |
| Martin ratioReturn relative to average drawdown | — | 10.57 | — |
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Drawdowns
HELS vs. IDUB - Drawdown Comparison
The maximum HELS drawdown since its inception was -13.60%, smaller than the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for HELS and IDUB.
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Drawdown Indicators
| HELS | IDUB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.60% | -29.20% | +15.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.46% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.88% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.20% | — |
Current DrawdownCurrent decline from peak | -7.94% | 0.00% | -7.94% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -10.85% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.98% | — |
Volatility
HELS vs. IDUB - Volatility Comparison
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Volatility by Period
| HELS | IDUB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.57% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 16.53% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 14.86% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 14.82% | +0.65% |
HELS vs. IDUB - Expense Ratio Comparison
HELS has a 0.70% expense ratio, which is higher than IDUB's 0.45% expense ratio.
Dividends
HELS vs. IDUB - Dividend Comparison
HELS's dividend yield for the trailing twelve months is around 0.02%, less than IDUB's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
HELS Hedgeye 130/30 Equity ETF | 0.02% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
IDUB Aptus International Enhanced Yield ETF | 4.48% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% |
Frequently Asked Questions
HELS and IDUB have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDUB is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDUB is cheaper with a 0.45% expense ratio, compared with 0.70% for HELS.
IDUB has the higher dividend yield at 4.48%, compared with 0.02% for HELS.
They also come from different issuers: Hedgeye and Aptus. Their fees differ too: 0.70% for HELS and 0.45% for IDUB.
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