IDUB vs. JULB
IDUB (Aptus International Enhanced Yield ETF) and JULB (Aptus July Buffer ETF) are both exchange-traded funds - IDUB is a Long-Short fund actively managed by Aptus, while JULB is a Defined Outcome fund actively managed by Aptus. Both are actively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. IDUB charges 0.45%/yr vs 0.25%/yr for JULB.
Performance
IDUB vs. JULB - Performance Comparison
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Returns By Period
In the year-to-date period, IDUB achieves a 15.21% return, which is significantly higher than JULB's 8.08% return.
IDUB
- 1D
- -0.01%
- 1M
- 0.00%
- 6M
- 9.16%
- YTD
- 15.21%
- 1Y
- 30.13%
- 3Y*
- 16.22%
- 5Y*
- 6.15%
- 10Y*
- —
- ALL TIME*
- 6.13%
JULB
- 1D
- 0.54%
- 1M
- 0.57%
- 6M
- 7.15%
- YTD
- 8.08%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $907.21K | $1.03M | $881.50K | |
| $122.17K | $181.25K | $221.75K |
IDUB vs. JULB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDUB Aptus International Enhanced Yield ETF | 15.21% | 5.31% |
JULB Aptus July Buffer ETF | 8.08% | 2.44% |
Correlation
The correlation between IDUB and JULB is 0.79, 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 Oct 14, 2025 | 0.79 |
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Return for Risk
IDUB vs. JULB — Risk / Return Rank
IDUB
JULB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDUB vs. JULB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) and Aptus July Buffer ETF (JULB). 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.
| IDUB | JULB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | — | — |
| Martin ratioReturn relative to average drawdown | 9.99 | — | — |
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Drawdowns
IDUB vs. JULB - Drawdown Comparison
The maximum IDUB drawdown since its inception was -29.20%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for IDUB and JULB.
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Drawdown Indicators
| IDUB | JULB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -5.24% | -23.96% |
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 | -1.95% | -0.20% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -0.78% | -10.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | — | — |
Volatility
IDUB vs. JULB - Volatility Comparison
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Volatility by Period
| IDUB | JULB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 6.81% | +9.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 6.81% | +8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 6.81% | +8.01% |
IDUB vs. JULB - Expense Ratio Comparison
IDUB has a 0.45% expense ratio, which is higher than JULB's 0.25% expense ratio.
Dividends
IDUB vs. JULB - Dividend Comparison
IDUB's dividend yield for the trailing twelve months is around 4.59%, while JULB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IDUB Aptus International Enhanced Yield ETF | 4.59% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% |
JULB Aptus July Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDUB and JULB have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JULB is cheaper with a 0.25% expense ratio, compared with 0.45% for IDUB.
IDUB has the higher dividend yield at 4.59%, compared with 0.00% for JULB.
IDUB is categorized as Long-Short, while JULB is Defined Outcome. Their fees differ too: 0.45% for IDUB and 0.25% for JULB.
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