IDUB vs. DUBS

Last updated Jun 5, 2026

IDUB (Aptus International Enhanced Yield ETF) and DUBS (Aptus Large Cap Enhanced Yield ETF) are both exchange-traded funds - IDUB is a Long-Short fund actively managed by Aptus, while DUBS is a Large Cap Blend Equities fund actively managed by Aptus. Both are actively managed. Over the past year, IDUB returned 33.03% vs 32.48% for DUBS. A 0.69 correlation means they provide meaningful diversification when combined. IDUB charges 0.45%/yr vs 0.39%/yr for DUBS.

Performance

IDUB vs. DUBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Enhanced Yield ETF (IDUB) and Aptus Large Cap Enhanced Yield ETF (DUBS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDUB achieves a 16.17% return, which is significantly higher than DUBS's 13.00% return.

IDUB

• 1D: 0.11%
• 1M: 3.83%
• YTD: 16.17%
• 6M: 18.42%
• 1Y: 33.03%
• 3Y*: 18.17%
• 5Y*: —
• 10Y*: —

DUBS

• 1D: 0.34%
• 1M: 5.12%
• YTD: 13.00%
• 6M: 13.09%
• 1Y: 32.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDUB vs. DUBS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDUB Aptus International Enhanced Yield ETF	16.17%	27.53%	6.12%	2.50%
DUBS Aptus Large Cap Enhanced Yield ETF	13.00%	19.28%	24.08%	8.10%

Correlation

The correlation between IDUB and DUBS is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023	0.69

The correlation between IDUB and DUBS has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

IDUB vs. DUBS - Sectors Allocation Comparison

Sectors	IDUB	DUBS
Financial Services	22.5%	11.8%
Industrials	15.9%	8.2%
Technology	15.9%	36.2%
Consumer Cyclical	8.8%	10.1%
Basic Materials	7.9%	1.8%
Healthcare	7.7%	8.4%
Energy	5.4%	3.5%
Consumer Defensive	5.3%	4.8%
Communication Services	4.7%	11.0%
Utilities	3.3%	2.3%
Real Estate	2.6%	1.9%

Return for Risk

IDUB vs. DUBS — 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: 66
IDUB Sortino Ratio Rank: 67
IDUB Omega Ratio Rank: 67
IDUB Calmar Ratio Rank: 59
IDUB Martin Ratio Rank: 65

DUBS

DUBS Risk / Return Rank: 81
DUBS Sharpe Ratio Rank: 80
DUBS Sortino Ratio Rank: 79
DUBS Omega Ratio Rank: 80
DUBS Calmar Ratio Rank: 78
DUBS Martin Ratio Rank: 88

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. DUBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and Aptus Large Cap Enhanced Yield ETF (DUBS). 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	DUBS	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.57	-0.42
Sortino ratio: Return per unit of downside risk	3.01	3.47	-0.46
Omega ratio: Gain probability vs. loss probability	1.39	1.47	-0.08
Calmar ratio: Return relative to maximum drawdown	2.90	3.94	-1.04
Martin ratio: Return relative to average drawdown	11.54	18.74	-7.20
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. DUBS - Sharpe Ratio Comparison

The current IDUB Sharpe Ratio is 2.15, which is comparable to the DUBS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of IDUB and DUBS, 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	DUBS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	2.57	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.53	-1.08

Drawdowns

IDUB vs. DUBS - Drawdown Comparison

The maximum IDUB drawdown since its inception was -29.20%, which is greater than DUBS's maximum drawdown of -18.48%. Use the drawdown chart below to compare losses from any high point for IDUB and DUBS.

Drawdown Indicators

	IDUB	DUBS	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-18.48%	-10.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-8.29%	-3.17%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	—	—
Current Drawdown Current decline from peak	-0.89%	-0.19%	-0.70%
Average Drawdown Average peak-to-trough decline	-11.16%	-1.94%	-9.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	1.74%	+1.13%

Volatility

IDUB vs. DUBS - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) has a higher volatility of 5.13% compared to Aptus Large Cap Enhanced Yield ETF (DUBS) at 2.69%. This indicates that IDUB's price experiences larger fluctuations and is considered to be riskier than DUBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDUB	DUBS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.13%	2.69%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	9.47%	+3.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.47%	12.72%	+2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	14.54%	+0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	14.54%	+0.10%

IDUB vs. DUBS - Expense Ratio Comparison

IDUB has a 0.45% expense ratio, which is higher than DUBS's 0.39% expense ratio.

Dividends

IDUB vs. DUBS - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 4.98%, more than DUBS's 1.93% yield.

Position	TTM	2025	2024	2023	2022	2021
DUBS Aptus Large Cap Enhanced Yield ETF	1.93%	2.06%	2.52%	1.14%	0.00%	0.00%
IDUB Aptus International Enhanced Yield ETF	4.98%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both IDUB and DUBS in my portfolio?

IDUB and DUBS have a correlation of 0.74, 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 DUBS?

IDUB has higher volatility (5.13%) compared to DUBS (2.69%). In terms of maximum drawdown, IDUB dropped -29.20% vs DUBS's -18.48%.

Which ETF is better, IDUB or DUBS?

On 1-year performance, IDUB leads with 33.03% vs 32.48% for DUBS. On fees, DUBS is cheaper at 0.39% per year. On volatility, DUBS has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDUB or DUBS?

Over the 1-year period, IDUB has performed better with a 33.03% return vs 32.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDUB or DUBS?

DUBS is cheaper with a 0.39% expense ratio, compared with 0.45% for IDUB.

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

IDUB has the higher dividend yield at 4.98%, compared with 1.93% for DUBS.

What is the main difference between IDUB and DUBS?

IDUB is categorized as Long-Short, while DUBS is Large Cap Blend Equities. Their fees differ too: 0.45% for IDUB and 0.39% for DUBS.

Which has better risk-adjusted returns?

DUBS currently has the higher Sharpe Ratio (2.57 vs 2.15), 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.