IDUB vs. EQLS

Last updated Apr 1, 2026

Compare and contrast key facts about Aptus International Enhanced Yield ETF (IDUB) and Simplify Market Neutral Equity Long/Short ETF (EQLS).

IDUB and EQLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDUB is an actively managed fund by Aptus. It was launched on Jul 22, 2021. EQLS is an actively managed fund by Simplify. It was launched on Jun 13, 2023.

Performance

IDUB vs. EQLS - Performance Comparison

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

IDUB vs. EQLS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDUB Aptus International Enhanced Yield ETF	2.69%	27.53%	6.12%	2.50%
EQLS Simplify Market Neutral Equity Long/Short ETF	0.00%	6.82%	-4.82%	-3.63%

Returns By Period

IDUB

• 1D: 3.44%
• 1M: -7.91%
• YTD: 2.69%
• 6M: 7.43%
• 1Y: 25.47%
• 3Y*: 13.36%
• 5Y*: —
• 10Y*: —

EQLS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDUB vs. EQLS - Expense Ratio Comparison

IDUB has a 0.45% expense ratio, which is lower than EQLS's 1.00% expense ratio.

EQLS

Simplify Market Neutral Equity Long/Short ETF

IDUB

Aptus International Enhanced Yield ETF

Return for Risk

IDUB vs. EQLS — Risk / Return Rank

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

IDUB

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

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. EQLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and Simplify Market Neutral Equity Long/Short ETF (EQLS). 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	EQLS	Difference
Sharpe ratio Return per unit of total volatility	1.51	—	—
Sortino ratio Return per unit of downside risk	2.10	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.16	—	—
Martin ratio Return relative to average drawdown	8.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDUB	EQLS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	—	—

Correlation

The correlation between IDUB and EQLS is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

IDUB vs. EQLS - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 5.63%, while EQLS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
IDUB Aptus International Enhanced Yield ETF	5.63%	4.90%	5.64%	3.71%	2.62%	1.38%
EQLS Simplify Market Neutral Equity Long/Short ETF	0.00%	0.45%	0.95%	8.50%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	IDUB	EQLS	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	—	—
Current Drawdown Current decline from peak	-8.42%	—	—
Average Drawdown Average peak-to-trough decline	-11.52%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	—	—

Volatility

Volatility by Period

	IDUB	EQLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.97%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	—	—