APTUS LARGE CAP ENHANCED YIELD ETF
Symbol: DUBS
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 13/06/2023
Latest date: 20/07/2026
Current price: $41.44
Expense ratio: 0.41%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.02%
Ann. -37.98% (Sharpe / Sortino numerator)
Volatility
20.22%
Sharpe ratio
-2.058
VaR 95%
-1.76%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.81%
Ann. -13.29% (Sharpe / Sortino numerator)
Volatility
15.87%
Sharpe ratio
-1.067
VaR 95%
-1.68%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.77%
Ann. -0.63% (Sharpe / Sortino numerator)
Volatility
14.88%
Sharpe ratio
-0.287
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
23.56%
Ann. 18.64% (Sharpe / Sortino numerator)
Volatility
18.42%
Sharpe ratio
0.815
VaR 95%
-1.59%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
40.91%
Ann. 14.30% (Sharpe / Sortino numerator)
Volatility
16.08%
Sharpe ratio
0.664
VaR 95%
-1.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
70.17%
Ann. 21.16% (Sharpe / Sortino numerator)
Volatility
14.82%
Sharpe ratio
1.186
VaR 95%
-1.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.088%
Best day
3.055%
Worst day
-3.284%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $41.74 | $41.74 | $41.38 | $41.44 | 18,300 |
| 17/07/2026 | $41.38 | $41.66 | $41.38 | $41.54 | 30,500 |
| 16/07/2026 | $42.04 | $42.05 | $41.68 | $41.80 | 19,200 |
| 15/07/2026 | $42.00 | $42.12 | $41.90 | $42.12 | 17,100 |
| 14/07/2026 | $41.80 | $41.99 | $41.80 | $41.95 | 85,400 |
| 13/07/2026 | $41.93 | $42.02 | $41.67 | $41.76 | 65,000 |
| 10/07/2026 | $41.98 | $42.12 | $41.82 | $42.09 | 86,000 |
| 09/07/2026 | $41.60 | $41.99 | $41.60 | $41.89 | 49,300 |
| 08/07/2026 | $41.52 | $41.61 | $41.23 | $41.55 | 13,400 |
| 07/07/2026 | $41.88 | $41.88 | $41.54 | $41.67 | 15,400 |