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IDUB vs. FTLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDUB and FTLS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IDUB vs. FTLS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
2.09%
7.90%
IDUB
FTLS

Key characteristics

Sharpe Ratio

IDUB:

0.92

FTLS:

1.55

Sortino Ratio

IDUB:

1.34

FTLS:

2.14

Omega Ratio

IDUB:

1.17

FTLS:

1.29

Calmar Ratio

IDUB:

0.66

FTLS:

3.52

Martin Ratio

IDUB:

3.29

FTLS:

11.05

Ulcer Index

IDUB:

3.10%

FTLS:

1.41%

Daily Std Dev

IDUB:

11.12%

FTLS:

10.04%

Max Drawdown

IDUB:

-29.21%

FTLS:

-20.53%

Current Drawdown

IDUB:

-6.72%

FTLS:

-0.26%

Returns By Period

In the year-to-date period, IDUB achieves a 4.63% return, which is significantly higher than FTLS's 3.31% return.


IDUB

YTD

4.63%

1M

3.96%

6M

2.09%

1Y

9.65%

5Y*

N/A

10Y*

N/A

FTLS

YTD

3.31%

1M

1.18%

6M

7.90%

1Y

16.94%

5Y*

10.18%

10Y*

8.54%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDUB vs. FTLS - Expense Ratio Comparison

IDUB has a 0.45% expense ratio, which is lower than FTLS's 1.60% expense ratio.


FTLS
First Trust Long/Short Equity ETF
Expense ratio chart for FTLS: current value at 1.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.60%
Expense ratio chart for IDUB: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

IDUB vs. FTLS — Risk-Adjusted Performance Rank

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

IDUB
The Risk-Adjusted Performance Rank of IDUB is 3333
Overall Rank
The Sharpe Ratio Rank of IDUB is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of IDUB is 3333
Sortino Ratio Rank
The Omega Ratio Rank of IDUB is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IDUB is 3030
Calmar Ratio Rank
The Martin Ratio Rank of IDUB is 3434
Martin Ratio Rank

FTLS
The Risk-Adjusted Performance Rank of FTLS is 7171
Overall Rank
The Sharpe Ratio Rank of FTLS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FTLS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FTLS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FTLS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FTLS is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDUB vs. FTLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and First Trust Long/Short Equity ETF (FTLS). 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.


Sharpe ratio
The chart of Sharpe ratio for IDUB, currently valued at 0.92, compared to the broader market0.002.004.000.921.55
The chart of Sortino ratio for IDUB, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.0010.0012.001.342.14
The chart of Omega ratio for IDUB, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.29
The chart of Calmar ratio for IDUB, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.663.52
The chart of Martin ratio for IDUB, currently valued at 3.29, compared to the broader market0.0020.0040.0060.0080.00100.003.2911.05
IDUB
FTLS

The current IDUB Sharpe Ratio is 0.92, which is lower than the FTLS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IDUB and FTLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.92
1.55
IDUB
FTLS

Dividends

IDUB vs. FTLS - Dividend Comparison

IDUB's dividend yield for the trailing twelve months is around 5.39%, more than FTLS's 1.46% yield.


TTM20242023202220212020201920182017201620152014
IDUB
Aptus International Enhanced Yield ETF
5.39%5.63%3.71%2.62%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTLS
First Trust Long/Short Equity ETF
1.46%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%0.51%

Drawdowns

IDUB vs. FTLS - Drawdown Comparison

The maximum IDUB drawdown since its inception was -29.21%, which is greater than FTLS's maximum drawdown of -20.53%. Use the drawdown chart below to compare losses from any high point for IDUB and FTLS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.72%
-0.26%
IDUB
FTLS

Volatility

IDUB vs. FTLS - Volatility Comparison

Aptus International Enhanced Yield ETF (IDUB) has a higher volatility of 3.38% compared to First Trust Long/Short Equity ETF (FTLS) at 2.41%. This indicates that IDUB's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.38%
2.41%
IDUB
FTLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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