ACIO vs. ADME
ACIO (Aptus Collared Income Opportunity ETF) and ADME (Aptus Drawdown Managed Equity ETF) are both exchange-traded funds - ACIO is a Diversified Portfolio fund actively managed by Aptus Capital Advisors, while ADME is a Hedge Fund fund tracking the Aptus Behavioral Momentum Index. ACIO is actively managed, while ADME is passively managed. Over the past 5 years, ACIO returned 9.65%/yr vs 7.44%/yr for ADME. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.79% expense ratio.
Performance
ACIO vs. ADME - Performance Comparison
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Returns By Period
In the year-to-date period, ACIO achieves a 5.06% return, which is significantly lower than ADME's 7.37% return.
ACIO
- 1D
- -0.93%
- 1M
- -1.38%
- YTD
- 5.06%
- 6M
- 4.31%
- 1Y
- 13.16%
- 3Y*
- 14.88%
- 5Y*
- 9.65%
- 10Y*
- —
ADME
- 1D
- -1.15%
- 1M
- -1.31%
- YTD
- 7.37%
- 6M
- 6.36%
- 1Y
- 17.42%
- 3Y*
- 16.12%
- 5Y*
- 7.44%
- 10Y*
- 8.73%
ACIO vs. ADME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ACIO Aptus Collared Income Opportunity ETF | 5.06% | 9.03% | 21.92% | 15.90% | -10.31% | 18.03% | 9.85% | 3.30% |
ADME Aptus Drawdown Managed Equity ETF | 7.37% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 0.03% |
Correlation
The correlation between ACIO and ADME is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2019 | 0.90 |
The correlation between ACIO and ADME has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.
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Return for Risk
ACIO vs. ADME — Risk / Return Rank
ACIO
ADME
ACIO vs. ADME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Collared Income Opportunity ETF (ACIO) and Aptus Drawdown Managed Equity ETF (ADME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ACIO | ADME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.34 | -0.51 |
| Martin ratioReturn relative to average drawdown | 7.11 | 9.68 | -2.58 |
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Drawdowns
ACIO vs. ADME - Drawdown Comparison
The maximum ACIO drawdown since its inception was -14.19%, smaller than the maximum ADME drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for ACIO and ADME.
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Drawdown Indicators
| ACIO | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.19% | -27.49% | +13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -7.49% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | -15.67% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -14.00% | -23.43% | +9.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.49% | — |
Current DrawdownCurrent decline from peak | -2.63% | -2.93% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -7.89% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.80% | +0.06% |
Volatility
ACIO vs. ADME - Volatility Comparison
The current volatility for Aptus Collared Income Opportunity ETF (ACIO) is 3.57%, while Aptus Drawdown Managed Equity ETF (ADME) has a volatility of 4.57%. This indicates that ACIO experiences smaller price fluctuations and is considered to be less risky than ADME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACIO | ADME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.57% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.83% | 8.63% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 10.73% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.13% | 13.00% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.67% | 14.45% | -2.78% |
ACIO vs. ADME - Expense Ratio Comparison
Both ACIO and ADME have an expense ratio of 0.79%.
Dividends
ACIO vs. ADME - Dividend Comparison
ACIO's dividend yield for the trailing twelve months is around 0.39%, more than ADME's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ACIO Aptus Collared Income Opportunity ETF | 0.39% | 0.37% | 0.44% | 0.72% | 1.51% | 0.61% | 1.02% | 1.32% | 0.00% | 0.00% | 0.00% |
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
Frequently Asked Questions
With a correlation of 0.96, ACIO and ADME move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ADME has higher volatility (4.57%) compared to ACIO (3.57%). In terms of maximum drawdown, ACIO dropped -14.19% vs ADME's -27.49%.
On 5-year performance, ACIO leads with 9.65% vs 7.44% for ADME. Both ETFs have the same 0.79% expense ratio. On volatility, ACIO has been the lower-risk option at 3.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ACIO has performed better with a 9.65% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ACIO and ADME have the same expense ratio: 0.79% per year.
ACIO and ADME have nearly identical dividend yields, around 0.39%.
ACIO is categorized as Diversified Portfolio, while ADME is Hedge Fund.
ADME currently has the higher Sharpe Ratio (1.64 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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