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ADME vs. DBEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADME vs. DBEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Drawdown Managed Equity ETF (ADME) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). The values are adjusted to include any dividend payments, if applicable.

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ADME vs. DBEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADME
Aptus Drawdown Managed Equity ETF
-3.52%10.28%22.11%15.42%-21.80%20.24%18.21%9.31%-6.05%17.58%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
2.68%23.16%13.40%20.15%-5.13%19.60%2.03%24.94%-9.52%16.74%

Returns By Period

In the year-to-date period, ADME achieves a -3.52% return, which is significantly lower than DBEF's 2.68% return.


ADME

1D
2.21%
1M
-4.50%
YTD
-3.52%
6M
-2.99%
1Y
11.79%
3Y*
13.26%
5Y*
6.59%
10Y*

DBEF

1D
2.34%
1M
-5.60%
YTD
2.68%
6M
9.22%
1Y
20.92%
3Y*
16.41%
5Y*
12.35%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADME vs. DBEF - Expense Ratio Comparison

ADME has a 0.79% expense ratio, which is higher than DBEF's 0.36% expense ratio.


Return for Risk

ADME vs. DBEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADME
ADME Risk / Return Rank: 5252
Overall Rank
ADME Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ADME Sortino Ratio Rank: 4949
Sortino Ratio Rank
ADME Omega Ratio Rank: 4949
Omega Ratio Rank
ADME Calmar Ratio Rank: 5555
Calmar Ratio Rank
ADME Martin Ratio Rank: 5858
Martin Ratio Rank

DBEF
DBEF Risk / Return Rank: 7474
Overall Rank
DBEF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBEF Sortino Ratio Rank: 7474
Sortino Ratio Rank
DBEF Omega Ratio Rank: 7777
Omega Ratio Rank
DBEF Calmar Ratio Rank: 6969
Calmar Ratio Rank
DBEF Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADME vs. DBEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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.


ADMEDBEFDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.27

-0.42

Sortino ratio

Return per unit of downside risk

1.28

1.82

-0.54

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.35

1.68

-0.34

Martin ratio

Return relative to average drawdown

5.54

7.43

-1.89

ADME vs. DBEF - Sharpe Ratio Comparison

The current ADME Sharpe Ratio is 0.85, which is lower than the DBEF Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ADME and DBEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADMEDBEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.27

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.91

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Correlation

The correlation between ADME and DBEF is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ADME vs. DBEF - Dividend Comparison

ADME's dividend yield for the trailing twelve months is around 0.42%, less than DBEF's 5.40% yield.


TTM20252024202320222021202020192018201720162015
ADME
Aptus Drawdown Managed Equity ETF
0.42%0.38%0.47%0.78%0.73%0.26%0.41%0.70%0.86%0.32%0.69%0.00%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
5.40%5.55%1.29%4.46%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%

Drawdowns

ADME vs. DBEF - Drawdown Comparison

The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for ADME and DBEF.


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Drawdown Indicators


ADMEDBEFDifference

Max Drawdown

Largest peak-to-trough decline

-27.49%

-32.46%

+4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-11.93%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

-14.95%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.46%

Current Drawdown

Current decline from peak

-5.44%

-5.87%

+0.43%

Average Drawdown

Average peak-to-trough decline

-8.05%

-4.77%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.70%

-0.51%

Volatility

ADME vs. DBEF - Volatility Comparison

The current volatility for Aptus Drawdown Managed Equity ETF (ADME) is 4.03%, while Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a volatility of 6.23%. This indicates that ADME experiences smaller price fluctuations and is considered to be less risky than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADMEDBEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

6.23%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

9.33%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

16.55%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

13.62%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

15.82%

-1.37%