ADME vs. WTMF
ADME (Aptus Drawdown Managed Equity ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both Hedge Fund funds - ADME tracks the Aptus Behavioral Momentum Index while WTMF tracks the WisdomTree Managed Futures Index. Both are passively managed. Over the past 10 years, ADME returned 8.73%/yr vs 3.17%/yr for WTMF. At a 0.24 correlation, their price movements are largely independent. ADME charges 0.79%/yr vs 0.65%/yr for WTMF.
Performance
ADME vs. WTMF - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ADME having a 7.37% return and WTMF slightly lower at 7.35%. Over the past 10 years, ADME has outperformed WTMF with an annualized return of 8.73%, while WTMF has yielded a comparatively lower 3.17% annualized return.
ADME
- 1D
- -1.15%
- 1M
- -1.31%
- YTD
- 7.37%
- 6M
- 6.36%
- 1Y
- 17.42%
- 3Y*
- 16.12%
- 5Y*
- 7.44%
- 10Y*
- 8.73%
WTMF
- 1D
- -1.56%
- 1M
- -0.67%
- YTD
- 7.35%
- 6M
- 6.60%
- 1Y
- 20.66%
- 3Y*
- 9.95%
- 5Y*
- 6.12%
- 10Y*
- 3.17%
ADME vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 7.37% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 9.31% | -6.05% | 17.58% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.35% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -2.75% | 0.24% | -3.40% |
Correlation
The correlation between ADME and WTMF is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2016 | 0.25 |
Over the past year, ADME and WTMF have become more correlated (0.50) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
ADME vs. WTMF — Risk / Return Rank
ADME
WTMF
ADME vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus Drawdown Managed Equity ETF (ADME) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADME | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 5.14 | -2.81 |
| Martin ratioReturn relative to average drawdown | 9.68 | 21.97 | -12.29 |
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Drawdowns
ADME vs. WTMF - Drawdown Comparison
The maximum ADME drawdown since its inception was -27.49%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for ADME and WTMF.
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Drawdown Indicators
| ADME | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.49% | -30.79% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -4.04% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.67% | -9.93% | -5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -13.21% | -10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -15.26% | -12.23% |
Current DrawdownCurrent decline from peak | -2.93% | -1.56% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -17.65% | +9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 0.94% | +0.86% |
Volatility
ADME vs. WTMF - Volatility Comparison
Aptus Drawdown Managed Equity ETF (ADME) has a higher volatility of 4.57% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.11%. This indicates that ADME's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADME | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 3.11% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 7.30% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 9.04% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 9.53% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 8.11% | +6.34% |
ADME vs. WTMF - Expense Ratio Comparison
ADME has a 0.79% expense ratio, which is higher than WTMF's 0.65% expense ratio.
Dividends
ADME vs. WTMF - Dividend Comparison
ADME's dividend yield for the trailing twelve months is around 0.38%, less than WTMF's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% | 0.00% | 0.00% |
Frequently Asked Questions
ADME and WTMF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADME has higher volatility (4.57%) compared to WTMF (3.11%). In terms of maximum drawdown, ADME dropped -27.49% vs WTMF's -30.79%.
On 10-year performance, ADME leads with 8.73% vs 3.17% for WTMF. On fees, WTMF is cheaper at 0.65% per year. On volatility, WTMF has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ADME has performed better with a 8.73% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTMF is cheaper with a 0.65% expense ratio, compared with 0.79% for ADME.
WTMF has the higher dividend yield at 2.83%, compared with 0.38% for ADME.
ADME tracks Aptus Behavioral Momentum Index, while WTMF tracks WisdomTree Managed Futures Index. They also come from different issuers: Aptus Capital Advisors and WisdomTree. Their fees differ too: 0.79% for ADME and 0.65% for WTMF.
WTMF currently has the higher Sharpe Ratio (2.30 vs 1.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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