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ADME vs. PUTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADME vs. PUTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus Drawdown Managed Equity ETF (ADME) and WisdomTree Equity Premium Income Fund (PUTW). The values are adjusted to include any dividend payments, if applicable.

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ADME vs. PUTW - 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%
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%15.53%-10.11%20.94%1.65%13.55%-7.16%10.09%

Returns By Period

In the year-to-date period, ADME achieves a -3.52% return, which is significantly lower than PUTW's -1.66% return.


ADME

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

PUTW

1D
2.60%
1M
-3.50%
YTD
-1.66%
6M
1.99%
1Y
15.64%
3Y*
13.04%
5Y*
9.37%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADME vs. PUTW - Expense Ratio Comparison

ADME has a 0.79% expense ratio, which is higher than PUTW's 0.44% expense ratio.


Return for Risk

ADME vs. PUTW — 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

PUTW
PUTW Risk / Return Rank: 7272
Overall Rank
PUTW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PUTW Sortino Ratio Rank: 6767
Sortino Ratio Rank
PUTW Omega Ratio Rank: 7474
Omega Ratio Rank
PUTW Calmar Ratio Rank: 7272
Calmar Ratio Rank
PUTW Martin Ratio Rank: 8585
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. PUTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and WisdomTree Equity Premium Income Fund (PUTW). 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.


ADMEPUTWDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.10

-0.25

Sortino ratio

Return per unit of downside risk

1.28

1.65

-0.37

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.35

1.62

-0.28

Martin ratio

Return relative to average drawdown

5.54

8.70

-3.17

ADME vs. PUTW - Sharpe Ratio Comparison

The current ADME Sharpe Ratio is 0.85, which is comparable to the PUTW Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ADME and PUTW, 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


ADMEPUTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.10

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.77

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.61

-0.07

Correlation

The correlation between ADME and PUTW is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ADME vs. PUTW - Dividend Comparison

ADME's dividend yield for the trailing twelve months is around 0.42%, less than PUTW's 12.37% yield.


TTM2025202420232022202120202019201820172016
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%
PUTW
WisdomTree Equity Premium Income Fund
12.37%13.18%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%

Drawdowns

ADME vs. PUTW - Drawdown Comparison

The maximum ADME drawdown since its inception was -27.49%, roughly equal to the maximum PUTW drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for ADME and PUTW.


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Drawdown Indicators


ADMEPUTWDifference

Max Drawdown

Largest peak-to-trough decline

-27.49%

-28.40%

+0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-9.90%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

-16.56%

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-5.44%

-4.73%

-0.71%

Average Drawdown

Average peak-to-trough decline

-8.05%

-3.48%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.85%

+0.34%

Volatility

ADME vs. PUTW - Volatility Comparison

The current volatility for Aptus Drawdown Managed Equity ETF (ADME) is 4.03%, while WisdomTree Equity Premium Income Fund (PUTW) has a volatility of 4.77%. This indicates that ADME experiences smaller price fluctuations and is considered to be less risky than PUTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADMEPUTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

4.77%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

7.82%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

14.33%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.88%

12.21%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

13.23%

+1.22%