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.
Performance
ADME vs. VOO - Performance Comparison
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ADME vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ADME achieves a -3.52% return, which is significantly higher than VOO's -4.42% return.
ADME
- 1D
- 2.21%
- 1M
- -4.50%
- YTD
- -3.52%
- 6M
- -2.99%
- 1Y
- 11.79%
- 3Y*
- 13.26%
- 5Y*
- 6.59%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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.
Return for Risk
ADME vs. VOO — Risk / Return Rank
ADME
VOO
ADME vs. VOO - Risk-Adjusted Trends 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.
| ADME | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.98 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.50 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.53 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.54 | 7.29 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADME | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.98 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.70 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.83 | -0.29 |
Correlation
The correlation between ADME and VOO is 0.87, 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. VOO - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.42%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| ADME | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -33.99% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -11.98% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -24.52% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -5.44% | -6.29% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -3.72% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.52% | -0.33% |
Volatility
ADME vs. VOO - Volatility Comparison
The current volatility for Aptus Drawdown Managed Equity ETF (ADME) is 4.03%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. 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.
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Volatility by Period
| ADME | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 5.29% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 9.44% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 18.10% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 16.82% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.99% | -3.54% |