ADME vs. PHDG
Compare and contrast key facts about Aptus Drawdown Managed Equity ETF (ADME) and Invesco S&P 500® Downside Hedged ETF (PHDG).
ADME and PHDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ADME is a passively managed fund by Aptus Capital Advisors that tracks the performance of the Aptus Behavioral Momentum Index. It was launched on Jun 8, 2016. PHDG is an actively managed fund by Invesco. It was launched on Dec 6, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADME or PHDG.
Correlation
The correlation between ADME and PHDG is 0.58, 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.
Performance
ADME vs. PHDG - Performance Comparison
Key characteristics
ADME:
2.25
PHDG:
1.23
ADME:
3.10
PHDG:
1.87
ADME:
1.41
PHDG:
1.24
ADME:
2.54
PHDG:
1.75
ADME:
14.35
PHDG:
5.40
ADME:
1.74%
PHDG:
2.47%
ADME:
11.04%
PHDG:
10.84%
ADME:
-27.49%
PHDG:
-17.70%
ADME:
-1.53%
PHDG:
-3.04%
Returns By Period
In the year-to-date period, ADME achieves a 1.96% return, which is significantly higher than PHDG's 1.66% return.
ADME
1.96%
0.80%
6.81%
22.67%
9.39%
N/A
PHDG
1.66%
0.01%
0.77%
11.07%
6.99%
4.85%
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ADME vs. PHDG - Expense Ratio Comparison
ADME has a 0.79% expense ratio, which is higher than PHDG's 0.40% expense ratio.
Risk-Adjusted Performance
ADME vs. PHDG — Risk-Adjusted Performance Rank
ADME
PHDG
ADME vs. PHDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and Invesco S&P 500® Downside Hedged ETF (PHDG). 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.
Dividends
ADME vs. PHDG - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.38%, less than PHDG's 1.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.39% | 0.78% | 0.74% | 0.26% | 0.41% | 0.69% | 0.86% | 0.32% | 0.69% | 0.00% | 0.00% |
PHDG Invesco S&P 500® Downside Hedged ETF | 1.91% | 1.94% | 1.93% | 1.35% | 0.44% | 0.63% | 1.80% | 1.56% | 1.83% | 2.29% | 1.65% | 5.45% |
Drawdowns
ADME vs. PHDG - Drawdown Comparison
The maximum ADME drawdown since its inception was -27.49%, which is greater than PHDG's maximum drawdown of -17.70%. Use the drawdown chart below to compare losses from any high point for ADME and PHDG. For additional features, visit the drawdowns tool.
Volatility
ADME vs. PHDG - Volatility Comparison
Aptus Drawdown Managed Equity ETF (ADME) has a higher volatility of 4.60% compared to Invesco S&P 500® Downside Hedged ETF (PHDG) at 3.57%. This indicates that ADME's price experiences larger fluctuations and is considered to be riskier than PHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.