IDME vs. BDVL

Last updated Jun 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. IDME is actively managed, while BDVL is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. IDME charges 0.65%/yr vs 0.40%/yr for BDVL.

Performance

IDME vs. BDVL - Performance Comparison

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

Returns By Period

In the year-to-date period, IDME achieves a 16.05% return, which is significantly higher than BDVL's 4.71% return.

IDME

• 1D: -0.99%
• 1M: 4.97%
• YTD: 16.05%
• 6M: 18.64%
• 1Y: 33.98%
• 3Y*: 18.02%
• 5Y*: —
• 10Y*: —

BDVL

• 1D: -0.44%
• 1M: 0.91%
• YTD: 4.71%
• 6M: 5.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
IDME Aptus International Drawdown Managed Equity ETF	16.05%	4.65%
BDVL iShares Disciplined Volatility Equity Active ETF	4.71%	1.97%

Correlation

The correlation between IDME and BDVL is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.78

IDME vs. BDVL - Sectors Allocation Comparison

Sectors	IDME	BDVL
Financial Services	19.2%	13.9%
Industrials	13.8%	15.4%
Consumer Cyclical	11.1%	8.5%
Technology	9.9%	23.0%
Healthcare	9.6%	11.1%
Consumer Defensive	8.4%	6.3%
Basic Materials	8.1%	2.6%
Energy	5.6%	2.8%
Communication Services	5.4%	10.7%
Real Estate	3.2%	1.0%
Utilities	3.0%	4.8%

Return for Risk

IDME vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDME

IDME Risk / Return Rank: 65
IDME Sharpe Ratio Rank: 67
IDME Sortino Ratio Rank: 67
IDME Omega Ratio Rank: 67
IDME Calmar Ratio Rank: 60
IDME Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDME vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

	IDME	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	2.21	—	—
Sortino ratio: Return per unit of downside risk	3.08	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.98	—	—
Martin ratio: Return relative to average drawdown	11.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDME	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	1.01	-0.57

Drawdowns

IDME vs. BDVL - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for IDME and BDVL.

Drawdown Indicators

	IDME	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-7.71%	-21.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	—	—
Current Drawdown Current decline from peak	-0.99%	-0.95%	-0.04%
Average Drawdown Average peak-to-trough decline	-11.17%	-1.19%	-9.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	—	—

Volatility

Volatility by Period

	IDME	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	9.49%	+5.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	9.49%	+5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	9.49%	+5.15%

IDME vs. BDVL - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

IDME vs. BDVL - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, more than BDVL's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021
BDVL iShares Disciplined Volatility Equity Active ETF	2.66%	2.79%	0.00%	0.00%	0.00%	0.00%
IDME Aptus International Drawdown Managed Equity ETF	4.98%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both IDME and BDVL in my portfolio?

IDME and BDVL have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDME or BDVL?

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDME or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.65% for IDME.

Which ETF pays a higher dividend yield, IDME or BDVL?

IDME has the higher dividend yield at 4.98%, compared with 2.66% for BDVL.

What is the main difference between IDME and BDVL?

They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.65% for IDME and 0.40% for BDVL.