ADME vs. VOO
Compare and contrast key facts about Aptus Drawdown Managed Equity ETF (ADME) and Vanguard S&P 500 ETF (VOO).
ADME and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ADME and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADME or VOO.
Key characteristics
| ADME | VOO | |
|---|---|---|
| YTD Return | 10.25% | 11.78% |
| 1Y Return | 21.71% | 28.27% |
| 3Y Return (Ann) | 4.18% | 10.42% |
| 5Y Return (Ann) | 8.45% | 15.03% |
| Sharpe Ratio | 2.24 | 2.56 |
| Daily Std Dev | 10.07% | 11.55% |
| Max Drawdown | -27.49% | -33.99% |
| Current Drawdown | -0.99% | -0.04% |
Correlation
The correlation between ADME and VOO is 0.85, 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.
Performance
ADME vs. VOO - Performance Comparison
In the year-to-date period, ADME achieves a 10.25% return, which is significantly lower than VOO's 11.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADME vs. VOO - Expense Ratio Comparison
ADME has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ADME vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.72%, less than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.72% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ADME vs. VOO - Drawdown Comparison
The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ADME and VOO. For additional features, visit the drawdowns tool.
Volatility
ADME vs. VOO - Volatility Comparison
The current volatility for Aptus Drawdown Managed Equity ETF (ADME) is 3.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.37%. This indicates that ADME experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.