IDME vs. ADME
IDME (Aptus International Drawdown Managed Equity ETF) and ADME (Aptus Drawdown Managed Equity ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus, while ADME is a Equity Hedged fund tracking the Aptus Behavioral Momentum Index. IDME is actively managed, while ADME is passively managed. Over the past 5 years, IDME returned 6.15%/yr vs 6.93%/yr for ADME. Their 0.69 correlation means they have sometimes moved together and sometimes differently. IDME charges 0.65%/yr vs 0.79%/yr for ADME.
Performance
IDME vs. ADME - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDME vs. ADME — Risk / Return Rank
IDME
ADME
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.
| IDME | ADME | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| IDME | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.95% | -2.55% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -7.83% | -3.05% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IDME | ADME | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IDME and ADME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer