APTUS LARGE CAP ENHANCED YIELD ETF
Symbol: DUBS
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 13/06/2023
Latest date: 15/10/2026
Current price: $43.37
Expense ratio: 0.40%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.40%
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
3.53%
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
12.59%
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
21.93%
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
40.87%
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
84.57%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.083%
Best day
3.055%
Worst day
-3.189%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.92 | $43.42 | $42.91 | $43.37 | 16,600 |
| 14/10/2026 | $43.55 | $43.55 | $43.05 | $43.16 | 26,300 |
| 13/10/2026 | $43.67 | $43.77 | $43.61 | $43.71 | 37,300 |
| 12/10/2026 | $43.70 | $43.77 | $43.63 | $43.68 | 9,300 |
| 09/10/2026 | $43.52 | $43.77 | $43.52 | $43.72 | 28,900 |
| 08/10/2026 | $43.52 | $43.59 | $43.34 | $43.42 | 7,800 |
| 07/10/2026 | $43.46 | $43.69 | $43.46 | $43.64 | 27,800 |
| 06/10/2026 | $43.55 | $43.86 | $43.55 | $43.74 | 21,300 |
| 05/10/2026 | $43.33 | $43.55 | $43.32 | $43.46 | 6,500 |
| 02/10/2026 | $43.27 | $43.48 | $43.10 | $43.20 | 26,300 |