Aptus Defined Risk ETF

10-Year Study

DRSK.US · · US · ETF

Executive Summary: Aptus Defined Risk ETF has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 18.8% and an annualized volatility of 7.8%.

1Y CAGR
+5.1%
3Y CAGR
+8.2%
5Y CAGR
+2.3%
10Y CAGR
+5.2%

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 →
18.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +13.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.4-0.2-3.44.2————————-0.0%
20251.11.4-2.30.42.33.6-0.91.21.02.5-0.7-2.07.7%
20242.01.52.8-3.73.42.71.12.71.6-2.61.2-0.512.5%
20231.9-2.12.2-0.8-2.80.21.7-2.3-4.7-2.67.14.92.1%
2022-1.6-0.6-0.8-3.50.5-2.94.0-2.8-3.9-0.73.1-0.5-9.6%
20210.10.5-0.70.30.60.40.9-1.0-3.02.7-0.20.40.9%
20203.22.2-2.15.11.70.90.53.5-1.6-1.82.0-0.313.8%
20193.20.91.11.4-0.23.70.61.9-1.9-0.31.00.712.6%
2018————————-0.01.41.6-1.31.7%

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 7.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.2% of variance. Idiosyncratic stock-specific factors contribute 17.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-019997.159252315209
2018-10-0110140.332935628658
2018-11-0110307.368899494348
2018-12-0110168.792062434468
2019-01-0110492.275748795264
2019-02-0110581.940075718838
2019-03-0110693.9688344154
2019-04-0110843.960312172345
2019-05-0110822.732179473272
2019-06-0111224.10400235524
2019-07-0111293.159996074603
2019-08-0111511.329418266523
2019-09-0111293.263295990413
2019-10-0111264.39096952136
2019-11-0111371.61628213273
2019-12-0111454.721064402333
2020-01-0111824.379813130452
2020-02-0112080.615254298566
2020-03-0111824.741362835788
2020-04-0112422.744575463172
2020-05-0112629.086157294782
2020-06-0112744.162263507755
2020-07-0112807.433461941728
2020-08-0113258.957393949724
2020-09-0113053.18396165507
2020-10-0112820.242651502238
2020-11-0113074.102194606712
2020-12-0113036.087825588424
2021-01-0113053.85541110784
2021-02-0113124.925753185511
2021-03-0113032.782228282485
2021-04-0113070.589997469153
2021-05-0113143.984587652561
2021-06-0113190.417899809412
2021-07-0113310.710651770818
2021-08-0113172.598664332087
2021-09-0112778.302885683148
2021-10-0113117.488159247148
2021-11-0113094.142378273962
2021-12-0113150.337532474912
2022-01-0112940.638703379456
2022-02-0112858.618570225866
2022-03-0112755.163704541581
2022-04-0112312.78181508282
2022-05-0112376.621163053751
2022-06-0112018.996854517563
2022-07-0112498.979913331372
2022-08-0112151.530646502524
2022-09-0111678.313732174309
2022-10-0111595.518849652137
2022-11-0111954.279457262242
2022-12-0111891.98960802847
2023-01-0112113.56792744214
2023-02-0111864.098630759614
2023-03-0112126.687016750082
2023-04-0112023.95525047647
2023-05-0111687.765674470973
2023-06-0111715.08850220287
2023-07-0111917.711287065302
2023-08-0111649.131505957821
2023-09-0111101.796902035523
2023-10-0110811.2658888183
2023-11-0111577.596314259004
2023-12-0112139.702806142212
2024-01-0112380.598209812459
2024-02-0112568.449106713977
2024-03-0112922.974417775848
2024-04-0112443.094658877853
2024-05-0112859.961469131402
2024-06-0113210.922933097809
2024-07-0113357.557163590911
2024-08-0113714.355072800614
2024-09-0113936.139992045906
2024-10-0113571.69788906622
2024-11-0113729.281910635242
2024-12-0113657.075269483656
2025-01-0113806.446947745737
2025-02-0113995.640743552794
2025-03-0113677.477002856242
2025-04-0113732.639157899086
2025-05-0114043.623554446802
2025-06-0114553.770188677297
2025-07-0114422.114445976726
2025-08-0114589.202059800322
2025-09-0114733.821941935117
2025-10-0115106.889587884987
2025-11-0114999.560975357805
2025-12-0114704.74301563444
2026-01-0114653.093057729158
2026-02-0114616.93808719546
2026-03-0114115.933495514199
2026-04-0114704.74301563444
Annual Return Matrix
YearAnnual Return
20190.1264583830677728
20200.13805371185340154
20210.008764109939657594
2022-0.09568940122935521
20230.020830256860173035
20240.12499255439545953
20250.07671245310419939
20260
Total Factor Risk
0.07848810245712219
VTI.US Exposure
0.5020475830049682
VEA.US Exposure
0.025505656753175412
VWO.US Exposure
0.00052871046439717
QQQ.US Exposure
-0.1629296233790126
VTV.US Exposure
-0.05076908295811719
IJR.US Exposure
-0.01079421421383264
QUAL.US Exposure
0.12467156825744886
SHV.US Exposure
0.1140251613270115
TLT.US Exposure
-0.0015060122983451179
LQD.US Exposure
0.2596594329185506
HYG.US Exposure
-0.04942751276389551
GLD.US Exposure
0.0049693260468807576
USO.US Exposure
0.004512958192935265
VNQ.US Exposure
-0.06585779218659726
BTC-USD.CC Exposure
-0.0003420865217444458
CPER.US Exposure
-0.012039406347002676
VIX.INDX Exposure
-0.015706611199674855
UUP.US Exposure
0.02197713467373742
TIP.US Exposure
0.13517172391903584
Idiosyncratic Exposure
0.1763030863100813
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

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 →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.69%
Market Cap$422.3B
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
$113
Avg Yield on Cost
1.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$113.111.13%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 →
+2.3%
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 →
+0.4%
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 →
3.2% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aptus Defined Risk ETF a high-risk investment?

Aptus Defined Risk ETF (DRSK.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 18.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DRSK.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. It has had a positive return in 75% 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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