PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JUCY vs. GBIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JUCY and GBIL is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

JUCY vs. GBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Enhanced Yield ETF (JUCY) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%13.00%NovemberDecember2025FebruaryMarchApril
9.55%
12.51%
JUCY
GBIL

Key characteristics

Sharpe Ratio

JUCY:

1.40

GBIL:

16.19

Sortino Ratio

JUCY:

2.13

GBIL:

56.35

Omega Ratio

JUCY:

1.27

GBIL:

20.52

Calmar Ratio

JUCY:

3.83

GBIL:

9.32

Martin Ratio

JUCY:

13.04

GBIL:

721.59

Ulcer Index

JUCY:

0.40%

GBIL:

0.01%

Daily Std Dev

JUCY:

3.72%

GBIL:

0.31%

Max Drawdown

JUCY:

-1.53%

GBIL:

-0.76%

Current Drawdown

JUCY:

-0.57%

GBIL:

0.00%

Returns By Period

In the year-to-date period, JUCY achieves a 1.39% return, which is significantly higher than GBIL's 1.17% return.


JUCY

YTD

1.39%

1M

-0.23%

6M

1.72%

1Y

5.15%

5Y*

N/A

10Y*

N/A

GBIL

YTD

1.17%

1M

0.29%

6M

2.17%

1Y

4.94%

5Y*

2.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JUCY vs. GBIL - Expense Ratio Comparison

JUCY has a 0.60% expense ratio, which is higher than GBIL's 0.12% expense ratio.


JUCY
Aptus Enhanced Yield ETF
Expense ratio chart for JUCY: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JUCY: 0.60%
Expense ratio chart for GBIL: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GBIL: 0.12%

Risk-Adjusted Performance

JUCY vs. GBIL — Risk-Adjusted Performance Rank

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

JUCY
The Risk-Adjusted Performance Rank of JUCY is 9292
Overall Rank
The Sharpe Ratio Rank of JUCY is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JUCY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of JUCY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of JUCY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of JUCY is 9595
Martin Ratio Rank

GBIL
The Risk-Adjusted Performance Rank of GBIL is 100100
Overall Rank
The Sharpe Ratio Rank of GBIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of GBIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of GBIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of GBIL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of GBIL is 100100
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.

JUCY vs. GBIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Enhanced Yield ETF (JUCY) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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 JUCY, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.00
JUCY: 1.40
GBIL: 16.19
The chart of Sortino ratio for JUCY, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.00
JUCY: 2.13
GBIL: 56.35
The chart of Omega ratio for JUCY, currently valued at 1.27, compared to the broader market0.501.001.502.00
JUCY: 1.27
GBIL: 20.52
The chart of Calmar ratio for JUCY, currently valued at 3.83, compared to the broader market0.002.004.006.008.0010.0012.00
JUCY: 3.83
GBIL: 9.32
The chart of Martin ratio for JUCY, currently valued at 13.04, compared to the broader market0.0020.0040.0060.00
JUCY: 13.04
GBIL: 721.59

The current JUCY Sharpe Ratio is 1.40, which is lower than the GBIL Sharpe Ratio of 16.19. The chart below compares the historical Sharpe Ratios of JUCY and GBIL, 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 Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
1.40
16.19
JUCY
GBIL

Dividends

JUCY vs. GBIL - Dividend Comparison

JUCY's dividend yield for the trailing twelve months is around 7.57%, more than GBIL's 4.73% yield.


TTM202420232022202120202019201820172016
JUCY
Aptus Enhanced Yield ETF
7.57%7.83%9.30%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
4.73%4.93%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Drawdowns

JUCY vs. GBIL - Drawdown Comparison

The maximum JUCY drawdown since its inception was -1.53%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for JUCY and GBIL. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.57%
0
JUCY
GBIL

Volatility

JUCY vs. GBIL - Volatility Comparison

Aptus Enhanced Yield ETF (JUCY) has a higher volatility of 1.46% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.11%. This indicates that JUCY's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
1.46%
0.11%
JUCY
GBIL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab