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Aptus Drawdown Managed Equity ETF (ADME) Sharpe Ratio: 1.64

ETF · Currency in USD · Last updated Jun 24, 2026

ADME is a passive ETF by Aptus Capital Advisors tracking the investment results of the Aptus Behavioral Momentum Index. ADME launched on Jun 8, 2016 and has a 0.79% expense ratio.

ADME's Sharpe Ratio of 1.64 indicates that for each unit of volatility, it generates 1.64 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ADME Sharpe Ratio Rank

ADME Sharpe Ratio Rank: 50.050
Average

ADME ranks above 50.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

ADME Sharpe Ratio Market Positioning

The chart shows ADME's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 6.94+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Aptus Drawdown Managed Equity ETF's Sharpe Ratio with other ETFs in the Hedge Fund category across multiple time periods, showing how ADME's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MRGRProshares Merger ETF2.65
WTMFWisdomTree Managed Futures Strategy Fund2.30
RLYSPDR SSgA Multi-Asset Real Return ETF2.20
GDMAGadsden Dynamic Multi-Asset ETF2.00
FMFFirst Trust Managed Futures Strategy Fund1.90
QTRGlobal X NASDAQ 100 Tail Risk ETF1.81
SHUSSyntax Stratified U.S. Total Market Hedged ETF1.66
ADMEAptus Drawdown Managed Equity ETF1.64
ARBAltShares Merger Arbitrage ETF1.61
GMOMCambria Global Momentum ETF1.60

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ADME's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ADME consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ADME fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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