IDME vs. DFUS

Last updated Jun 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and DFUS (Dimensional U.S. Equity Market ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus Capital Advisors, while DFUS is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, IDME returned 18.02%/yr vs 22.42%/yr for DFUS. A 0.72 correlation means they provide meaningful diversification when combined. IDME charges 0.65%/yr vs 0.09%/yr for DFUS.

Performance

IDME vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Drawdown Managed Equity ETF (IDME) and Dimensional U.S. Equity Market ETF (DFUS). 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 DFUS's 11.25% return.

IDME

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

DFUS

• 1D: -0.66%
• 1M: 5.24%
• YTD: 11.25%
• 6M: 11.19%
• 1Y: 28.63%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

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

IDME vs. DFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDME Aptus International Drawdown Managed Equity ETF	16.05%	27.53%	6.12%	9.07%	-19.79%	-1.25%
DFUS Dimensional U.S. Equity Market ETF	11.25%	17.46%	24.34%	26.36%	-18.34%	7.81%

Correlation

The correlation between IDME and DFUS is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.72

The correlation between IDME and DFUS has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

IDME vs. DFUS - Sectors Allocation Comparison

Sectors	IDME	DFUS
Financial Services	19.2%	20.2%
Industrials	13.8%	9.5%
Consumer Cyclical	11.1%	13.0%
Technology	9.9%	17.4%
Healthcare	9.6%	4.1%
Consumer Defensive	8.4%	2.6%
Basic Materials	8.1%	1.1%
Energy	5.6%	5.3%
Communication Services	5.4%	23.5%
Real Estate	3.2%	0.0%
Utilities	3.0%	3.0%

Return for Risk

IDME vs. DFUS — 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

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 70
DFUS Sortino Ratio Rank: 69
DFUS Omega Ratio Rank: 69
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

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. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Dimensional U.S. Equity Market ETF (DFUS). 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	DFUS	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.35	-0.15
Sortino ratio: Return per unit of downside risk	3.08	3.22	-0.14
Omega ratio: Gain probability vs. loss probability	1.40	1.42	-0.02
Calmar ratio: Return relative to maximum drawdown	2.98	3.21	-0.23
Martin ratio: Return relative to average drawdown	11.87	14.70	-2.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDME vs. DFUS - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 2.21, which is comparable to the DFUS Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of IDME and DFUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDME	DFUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.35	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.79	-0.34

Drawdowns

IDME vs. DFUS - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than DFUS's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for IDME and DFUS.

Drawdown Indicators

	IDME	DFUS	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-24.62%	-4.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-8.96%	-2.50%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-19.44%	+6.56%
Current Drawdown Current decline from peak	-0.99%	-0.66%	-0.33%
Average Drawdown Average peak-to-trough decline	-11.17%	-5.82%	-5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	1.95%	+0.92%

Volatility

IDME vs. DFUS - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 5.23% compared to Dimensional U.S. Equity Market ETF (DFUS) at 3.07%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	DFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	3.07%	+2.16%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	9.18%	+3.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	12.23%	+3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	17.21%	-2.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	17.21%	-2.57%

IDME vs. DFUS - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than DFUS's 0.09% expense ratio.

Dividends

IDME vs. DFUS - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, more than DFUS's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.83%	0.88%	1.04%	1.33%	1.48%	0.85%
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 DFUS in my portfolio?

IDME and DFUS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDME or DFUS?

IDME has higher volatility (5.23%) compared to DFUS (3.07%). In terms of maximum drawdown, IDME dropped -29.20% vs DFUS's -24.62%.

Which ETF is better, IDME or DFUS?

On 3-year performance, DFUS leads with 22.42% vs 18.02% for IDME. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or DFUS?

Over the 3-year period, DFUS has performed better with a 22.42% return vs 18.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or DFUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.65% for IDME.

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

IDME has the higher dividend yield at 4.98%, compared with 0.83% for DFUS.

What is the main difference between IDME and DFUS?

IDME is categorized as Global Equities, while DFUS is Large Cap Blend Equities. They also come from different issuers: Aptus Capital Advisors and Dimensional. Their fees differ too: 0.65% for IDME and 0.09% for DFUS.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (2.35 vs 2.21), 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.