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IDME vs. ADME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDME vs. ADME - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDME achieves a 15.21% return, which is significantly higher than ADME's 7.79% return.


IDME

1D
-0.01%
1M
0.00%
6M
9.16%
YTD
15.21%
1Y
30.13%
3Y*
16.22%
5Y*
6.15%
10Y*
ALL TIME*
6.13%

ADME

1D
0.63%
1M
-0.36%
6M
6.23%
YTD
7.79%
1Y
14.94%
3Y*
14.51%
5Y*
6.93%
10Y*
8.52%
ALL TIME*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$772.09K$556.48K$715.52K
$907.21K$1.03M$881.50K

IDME vs. ADME - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDME
Aptus International Drawdown Managed Equity ETF
15.21%27.53%6.12%9.07%-19.79%-1.16%
ADME
Aptus Drawdown Managed Equity ETF
7.79%10.28%22.11%15.42%-21.80%6.59%

Correlation

The correlation between IDME and ADME is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2021

0.69

The correlation between IDME and ADME shifts across timeframes, from 0.69 (3 years) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDME vs. ADME — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDME
IDME Risk / Return Rank: 7878
Overall Rank
IDME Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDME Sortino Ratio Rank: 7878
Sortino Ratio Rank
IDME Omega Ratio Rank: 7979
Omega Ratio Rank
IDME Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDME Martin Ratio Rank: 7878
Martin Ratio Rank

ADME
ADME Risk / Return Rank: 5151
Overall Rank
ADME Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ADME Sortino Ratio Rank: 4949
Sortino Ratio Rank
ADME Omega Ratio Rank: 4747
Omega Ratio Rank
ADME Calmar Ratio Rank: 5050
Calmar Ratio Rank
ADME Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IDME vs. ADME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Aptus Drawdown Managed Equity ETF (ADME). 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.


IDMEADMEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.60

1.79

+0.81

Martin ratioReturn relative to average drawdown

9.99

6.77

+3.22

IDME vs. ADME - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.81, which is higher than the ADME Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IDME and ADME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IDME vs. ADME - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than ADME's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for IDME and ADME.


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Drawdown Indicators


IDMEADMEDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-27.49%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-7.49%

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-15.67%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-23.43%

-5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.49%

Current Drawdown

Current decline from peak

-1.95%

-2.55%

+0.60%

Average Drawdown

Average peak-to-trough decline

-10.88%

-7.83%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.98%

+1.00%

Volatility

IDME vs. ADME - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 4.84% compared to Aptus Drawdown Managed Equity ETF (ADME) at 3.24%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than ADME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDMEADMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

3.24%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

8.87%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

11.07%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

13.03%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.45%

+0.37%

IDME vs. ADME - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is lower than ADME's 0.79% expense ratio.


Dividends

IDME vs. ADME - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.59%, more than ADME's 0.36% yield.


PositionTTM2025202420232022202120202019201820172016
ADME
Aptus Drawdown Managed Equity ETF
0.36%0.38%0.47%0.78%0.73%0.26%0.41%0.70%0.86%0.32%0.69%
IDME
Aptus International Drawdown Managed Equity ETF
4.59%4.90%5.64%3.71%2.62%1.38%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDME and ADME have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDME has higher volatility (4.84%) compared to ADME (3.24%). In terms of maximum drawdown, IDME dropped -29.20% vs ADME's -27.49%.

On 5-year performance, ADME leads with 6.93% vs 6.15% for IDME. On fees, IDME is cheaper at 0.65% per year. On volatility, ADME has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ADME has performed better with a 6.93% return vs 6.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDME is cheaper with a 0.65% expense ratio, compared with 0.79% for ADME.

IDME has the higher dividend yield at 4.59%, compared with 0.36% for ADME.

IDME is categorized as Global Equities, while ADME is Equity Hedged. Their fees differ too: 0.65% for IDME and 0.79% for ADME.

IDME currently has the higher Sharpe Ratio (1.81 vs 1.21), 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.

Portfolio Optimizer

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