Aptus Collared Income Opportunity ETF

10-Year Study

ACIO.US · · US · ETF

Executive Summary: Aptus Collared Income Opportunity ETF has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 13.4% and an annualized volatility of 8.6%.

1Y CAGR
+12.0%
3Y CAGR
+14.9%
5Y CAGR
+9.3%
10Y CAGR
+9.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +21.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.5-0.9-3.76.0————————1.8%
20251.8-1.2-4.3-0.54.43.10.81.72.41.40.1-0.89.0%
20241.74.32.6-2.94.13.51.42.91.4-0.64.1-2.021.9%
20233.4-1.22.70.4-0.83.62.4-1.1-3.3-1.07.22.815.9%
2022-3.2-1.41.3-4.5-0.3-3.76.2-2.4-5.75.12.8-4.2-10.3%
2021-2.41.03.54.80.31.32.31.0-3.75.7-0.94.118.0%
2020-2.1-3.5-0.30.32.52.43.44.9-2.3-1.94.71.89.9%
2019———————-1.81.50.81.81.84.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 8.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 102.2% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-08-019815.089767219604
2019-09-019960.364188681822
2019-10-0110036.563929278449
2019-11-0110220.535531435593
2019-12-0110407.365690490817
2020-01-0110191.139326916511
2020-02-019832.241108608096
2020-03-019799.559696907638
2020-04-019827.291965321863
2020-05-0110073.81049901017
2020-06-0110314.441258788995
2020-07-0110659.985323230254
2020-08-0111184.253191344118
2020-09-0110925.0204792136
2020-10-0110720.0576831183
2020-11-0111228.368830636904
2020-12-0111432.691651307254
2021-01-0111157.374223496483
2021-02-0111272.441804901358
2021-03-0111670.20786401802
2021-04-0112234.580858761688
2021-05-0112275.752611099733
2021-06-0112434.807836712404
2021-07-0112723.436753362002
2021-08-0112847.122670489453
2021-09-0112371.876919926272
2021-10-0113082.42030172708
2021-11-0112958.478394429654
2021-12-0113493.79650488088
2022-01-0113067.700866953373
2022-02-0112881.553348351423
2022-03-0113044.83241176872
2022-04-0112460.577513823468
2022-05-0112423.288279063418
2022-06-0111967.881766673492
2022-07-0112710.125264523176
2022-08-0112403.747696088469
2022-09-0111691.71103829613
2022-10-0112282.536350604136
2022-11-0112627.867089903746
2022-12-0112102.191275855008
2023-01-0112513.567479008805
2023-02-0112357.413475322548
2023-03-0112695.832480032766
2023-04-0112750.486381322957
2023-05-0112649.540924295174
2023-06-0113109.896579971328
2023-07-0113421.73527203222
2023-08-0113278.466106901495
2023-09-0112845.24540924295
2023-10-0112722.83944296539
2023-11-0113643.081439006075
2023-12-0114026.768038773978
2024-01-0114263.68694108813
2024-02-0114872.815550549523
2024-03-0115264.22452044508
2024-04-0114814.321796709673
2024-05-0115420.12253396136
2024-06-0115961.029763123763
2024-07-0116181.138644276058
2024-08-0116643.926206566997
2024-09-0116874.274694518397
2024-10-0116772.347941839034
2024-11-0117455.969690763875
2024-12-0117100.86865997679
2025-01-0117411.086080961155
2025-02-0117196.480988463372
2025-03-0116463.239811591237
2025-04-0116386.61342071131
2025-05-0117101.508635401733
2025-06-0117638.66134207113
2025-07-0117781.4185268619
2025-08-0118077.513823469177
2025-09-0118515.129019045668
2025-10-0118775.17236671445
2025-11-0118787.971875213327
2025-12-0118644.617380025942
2026-01-0118747.013448016925
2026-02-0118584.88634036453
2026-03-0117902.245887091267
2026-04-0118971.00484674722
Annual Return Matrix
YearAnnual Return
20200.09851925946575268
20210.18028167962860686
2022-0.10312925858356548
20230.1590271314550018
20240.2191595820723009
20250.09027311715820452
20260.017505720823798532
Total Factor Risk
0.08647276889348862
VTI.US Exposure
1.022401199757668
VEA.US Exposure
-0.1036084574909249
VWO.US Exposure
0.03718512491485314
QQQ.US Exposure
-0.08432939634105209
VTV.US Exposure
0.015038785822861216
IJR.US Exposure
-0.09053484494014291
QUAL.US Exposure
0.16979570782892167
SHV.US Exposure
0.02519928486017085
TLT.US Exposure
0.007637593394126198
LQD.US Exposure
-0.024867382223675263
HYG.US Exposure
-0.003377423928151776
GLD.US Exposure
0.0028117051136984893
USO.US Exposure
-0.00018070090293521417
VNQ.US Exposure
-0.03903666796005189
BTC-USD.CC Exposure
-0.015191834759966417
CPER.US Exposure
-0.004217019097782355
VIX.INDX Exposure
0.010541865281717393
UUP.US Exposure
0.007939529649287696
TIP.US Exposure
0.022703057445911758
Idiosyncratic Exposure
0.04408987357546642
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$28
Avg Yield on Cost
0.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$27.730.28%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aptus Collared Income Opportunity ETF a high-risk investment?

Aptus Collared Income Opportunity ETF (ACIO.US) has an annualized volatility of 8.6% and experienced a maximum drawdown of 13.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ACIO.US?

Over the past 10 years, ACIO.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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