- ISIN
- US26922A7845
- CUSIP
- 26922A784
- Issuer
- Aptus Capital Advisors
- Inception Date
- Jun 8, 2016
- Region
- North America (U.S.)
- Category
- Hedge Fund
- Leveraged
- 1x (No leverage)
- Index Tracked
- Aptus Behavioral Momentum Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $243M
Share Price Chart
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Performance
ADME Performance Chart
Aptus Drawdown Managed Equity ETF (ADME) is up 8.9% since the beginning of the year. ADME is currently trading at $56 per share. Investors who bought $1,000 worth of ADME shares 5 years ago would now be looking at an investment worth $1,466.
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Returns By Period
Aptus Drawdown Managed Equity ETF (ADME) has returned 8.85% so far this year and 18.88% over the past 12 months. Over the last ten years, ADME has returned 8.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Aptus Drawdown Managed Equity ETF
- 1D
- -0.69%
- 1M
- 0.67%
- YTD
- 8.85%
- 6M
- 9.06%
- 1Y
- 18.88%
- 3Y*
- 16.19%
- 5Y*
- 7.95%
- 10Y*
- 8.91%
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
ADME Monthly Returns History
Based on dividend-adjusted daily data since Jun 9, 2016, ADME's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +9.3%, while the worst month was Oct 2018 at -15.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ADME closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Oct 10, 2018 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.46% | -0.43% | -4.50% | 9.27% | 4.35% | -1.05% | 8.85% | ||||||
| 2025 | 2.35% | -1.50% | -5.60% | -0.78% | 5.33% | 4.00% | 1.39% | 1.29% | 3.23% | 1.43% | -0.03% | -0.84% | 10.28% |
| 2024 | 1.79% | 4.65% | 2.71% | -3.76% | 4.36% | 3.85% | 1.21% | 3.09% | 1.34% | -0.87% | 4.83% | -2.61% | 22.11% |
| 2023 | 2.60% | -2.26% | 2.93% | 1.30% | -0.94% | 5.13% | 2.59% | -1.45% | -4.62% | -1.80% | 7.87% | 3.77% | 15.42% |
| 2022 | -3.86% | -3.49% | 2.08% | -6.64% | -1.86% | -7.80% | 6.26% | -3.60% | -5.59% | 4.35% | 1.93% | -4.97% | -21.80% |
| 2021 | -1.69% | 0.94% | 1.92% | 6.24% | 0.07% | 2.64% | 2.14% | 1.82% | -4.55% | 6.19% | -0.91% | 4.31% | 20.24% |
Benchmark Metrics
Aptus Drawdown Managed Equity ETF has an annualized alpha of 0.01%, beta of 0.67, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 09, 2016.
- This ETF participated in 86.20% of S&P 500 Index downside but only 72.37% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.67 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.01%
- Beta
- 0.67
- R²
- 0.71
- Upside Capture
- 72.37%
- Downside Capture
- 86.20%
Expense Ratio
ADME has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ADME ranks 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADME | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.71 | -0.17 |
| Martin ratioReturn relative to average drawdown | 10.63 | 12.15 | -1.52 |
Dividends
Dividend History
Aptus Drawdown Managed Equity ETF provided a 0.38% dividend yield over the last twelve months, with an annual payout of $0.21 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.21 | $0.19 | $0.22 | $0.30 | $0.25 | $0.11 | $0.15 | $0.21 | $0.24 | $0.10 | $0.18 |
Dividend yield | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Aptus Drawdown Managed Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.19 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.22 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.30 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.11 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Aptus Drawdown Managed Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Aptus Drawdown Managed Equity ETF was 27.49%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
The current Aptus Drawdown Managed Equity ETF drawdown is 1.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -27.49%Mar 2020 | 1y 5mo | 9mo 21d | 2y 3moOct 2018 - Jan 2021 |
Bear market2022 | -23.43%Oct 2022 | 9mo 16d | 1y 7mo | 2y 5moDec 2021 - Jun 2024 |
2025 selloff2025 | -15.67%Apr 2025 | 2mo 14d | 2mo 26d | 5mo 10dJan 2025 - Jul 2025 |
2018 pullback2018 | -9.66%Feb 2018 | 10d | 3mo | 3mo 10dJan 2018 - May 2018 |
2016 pullback2016 | -9.37%Nov 2016 | 3mo 25d | 1mo 4d | 4mo 29dJul 2016 - Dec 2016 |
Drawdown Indicators
| ADME | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -56.78% | +29.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -9.10% | +1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -18.90% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -25.43% | +2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -33.92% | +6.43% |
Current DrawdownCurrent decline from peak | -1.59% | -1.29% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -10.72% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.02% | -0.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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