IDUB vs. CLIX

Last updated Jun 4, 2026

IDUB (Aptus International Enhanced Yield ETF) and CLIX (ProShares Long Online/Short Stores ETF) are both Long-Short funds. IDUB is actively managed, while CLIX is passively managed. Over the past 3 years, IDUB returned 18.02%/yr vs 18.92%/yr for CLIX. A 0.58 correlation means they provide meaningful diversification when combined. IDUB charges 0.45%/yr vs 0.65%/yr for CLIX.

Performance

IDUB vs. CLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Enhanced Yield ETF (IDUB) and ProShares Long Online/Short Stores ETF (CLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDUB achieves a 16.05% return, which is significantly higher than CLIX's -6.21% return.

IDUB

• 1D: -0.99%
• 1M: 4.97%
• YTD: 16.05%
• 6M: 18.64%
• 1Y: 33.98%
• 3Y*: 18.02%
• 5Y*: —
• 10Y*: —

CLIX

• 1D: -2.35%
• 1M: -6.73%
• YTD: -6.21%
• 6M: -6.37%
• 1Y: 12.94%
• 3Y*: 18.92%
• 5Y*: -6.40%
• 10Y*: —

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

IDUB vs. CLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDUB Aptus International Enhanced Yield ETF	16.05%	27.53%	6.12%	9.07%	-19.79%	-1.25%
CLIX ProShares Long Online/Short Stores ETF	-6.21%	32.81%	20.73%	28.97%	-46.73%	-31.16%

Correlation

The correlation between IDUB and CLIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.58

The correlation between IDUB and CLIX shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

IDUB vs. CLIX - Sectors Allocation Comparison

Sectors	IDUB	CLIX
Financial Services	22.5%	-
Industrials	15.9%	-
Technology	15.9%	3.6%
Consumer Cyclical	8.8%	94.8%
Basic Materials	7.9%	-
Healthcare	7.7%	-
Energy	5.4%	-
Consumer Defensive	5.3%	1.6%
Communication Services	4.7%	-
Utilities	3.3%	-
Real Estate	2.6%	-

Return for Risk

IDUB vs. CLIX — Risk / Return Rank

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

IDUB

IDUB Risk / Return Rank: 65
IDUB Sharpe Ratio Rank: 67
IDUB Sortino Ratio Rank: 66
IDUB Omega Ratio Rank: 67
IDUB Calmar Ratio Rank: 61
IDUB Martin Ratio Rank: 65

CLIX

CLIX Risk / Return Rank: 18
CLIX Sharpe Ratio Rank: 19
CLIX Sortino Ratio Rank: 18
CLIX Omega Ratio Rank: 18
CLIX Calmar Ratio Rank: 17
CLIX Martin Ratio Rank: 18

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.

IDUB vs. CLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and ProShares Long Online/Short Stores ETF (CLIX). 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.

	IDUB	CLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.62	+1.58
Sortino ratio: Return per unit of downside risk	3.08	0.97	+2.11
Omega ratio: Gain probability vs. loss probability	1.40	1.12	+0.29
Calmar ratio: Return relative to maximum drawdown	2.98	0.66	+2.31
Martin ratio: Return relative to average drawdown	11.87	1.81	+10.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDUB vs. CLIX - Sharpe Ratio Comparison

The current IDUB Sharpe Ratio is 2.21, which is higher than the CLIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IDUB and CLIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDUB	CLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.62	+1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.17	+0.27

Drawdowns

IDUB vs. CLIX - Drawdown Comparison

The maximum IDUB drawdown since its inception was -29.20%, smaller than the maximum CLIX drawdown of -73.21%. Use the drawdown chart below to compare losses from any high point for IDUB and CLIX.

Drawdown Indicators

	IDUB	CLIX	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-73.21%	+44.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-19.57%	+8.11%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-21.18%	+8.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-68.22%	—
Current Drawdown Current decline from peak	-0.99%	-44.59%	+43.60%
Average Drawdown Average peak-to-trough decline	-11.17%	-34.70%	+23.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	7.15%	-4.28%

Volatility

IDUB vs. CLIX - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) and ProShares Long Online/Short Stores ETF (CLIX) have volatilities of 5.23% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDUB	CLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	5.08%	+0.15%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	15.59%	-2.64%
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	20.89%	-5.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	26.94%	-12.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	25.92%	-11.28%

IDUB vs. CLIX - Expense Ratio Comparison

IDUB has a 0.45% expense ratio, which is lower than CLIX's 0.65% expense ratio.

Dividends

IDUB vs. CLIX - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 4.98%, more than CLIX's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CLIX ProShares Long Online/Short Stores ETF	0.57%	0.46%	0.46%	0.00%	0.00%	0.00%	1.33%
IDUB Aptus International Enhanced Yield ETF	4.98%	4.90%	5.64%	3.71%	2.62%	1.38%	0.00%

Frequently Asked Questions

Can I hold both IDUB and CLIX in my portfolio?

IDUB and CLIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDUB or CLIX?

IDUB has higher volatility (5.23%) compared to CLIX (5.08%). In terms of maximum drawdown, IDUB dropped -29.20% vs CLIX's -73.21%.

Which ETF is better, IDUB or CLIX?

On 3-year performance, CLIX leads with 18.92% vs 18.02% for IDUB. On fees, IDUB is cheaper at 0.45% per year. On volatility, CLIX has been the lower-risk option at 5.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDUB or CLIX?

Over the 3-year period, CLIX has performed better with a 18.92% return vs 18.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDUB or CLIX?

IDUB is cheaper with a 0.45% expense ratio, compared with 0.65% for CLIX.

Which ETF pays a higher dividend yield, IDUB or CLIX?

IDUB has the higher dividend yield at 4.98%, compared with 0.57% for CLIX.

What is the main difference between IDUB and CLIX?

They also come from different issuers: Aptus and ProShares. Their fees differ too: 0.45% for IDUB and 0.65% for CLIX.

Which has better risk-adjusted returns?

IDUB currently has the higher Sharpe Ratio (2.21 vs 0.62), 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.