IDME vs. DUBS

Last updated Aug 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and DUBS (Aptus Large Cap Enhanced Yield ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus, while DUBS is a Derivative Income fund actively managed by Aptus. Both are actively managed. Over the past 3 years, IDME returned 16.93%/yr vs 21.04%/yr for DUBS. Their 0.70 correlation means they have sometimes moved together and sometimes differently. IDME charges 0.65%/yr vs 0.39%/yr for DUBS.

Performance

IDME vs. DUBS - Performance Comparison

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

Returns By Period

In the year-to-date period, IDME achieves a 15.77% return, which is significantly higher than DUBS's 13.77% return.

IDME

• 1D: 0.49%
• 1M: 0.49%
• 6M: 8.88%
• YTD: 15.77%
• 1Y: 30.76%
• 3Y*: 16.93%
• 5Y*: 6.08%
• 10Y*: —
• ALL TIME*: 6.22%

DUBS

• 1D: 1.35%
• 1M: 2.18%
• 6M: 12.14%
• YTD: 13.77%
• 1Y: 27.76%
• 3Y*: 21.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.96%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DUBS Aptus Large Cap Enhanced Yield ETF	$881.48K	$1.25M	$931.41K
IDME Aptus International Drawdown Managed Equity ETF	$938.24K	$1.05M	$895.28K

IDME vs. DUBS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDME Aptus International Drawdown Managed Equity ETF	15.77%	27.53%	6.12%	2.90%
DUBS Aptus Large Cap Enhanced Yield ETF	13.77%	19.28%	24.08%	7.89%

Correlation

The correlation between IDME and DUBS 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.	0.70
Correlation (All Time) Calculated using the full available price history since Jun 14, 2023	0.70

The correlation between IDME and DUBS has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

IDME vs. DUBS - Sectors Allocation Comparison

Sectors	IDME	DUBS
Financial Services	19.2%	11.5%
Industrials	13.8%	8.5%
Consumer Cyclical	11.1%	9.6%
Technology	9.9%	38.4%
Healthcare	9.6%	8.9%
Consumer Defensive	8.4%	4.5%
Basic Materials	8.1%	1.7%
Energy	5.6%	3.0%
Communication Services	5.4%	9.9%
Real Estate	3.2%	1.8%
Utilities	3.0%	2.2%

Return for Risk

IDME vs. DUBS — Risk / Return Rank

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

IDME

IDME Risk / Return Rank: 75
IDME Sharpe Ratio Rank: 76
IDME Sortino Ratio Rank: 75
IDME Omega Ratio Rank: 77
IDME Calmar Ratio Rank: 72
IDME Martin Ratio Rank: 76

DUBS

DUBS Risk / Return Rank: 83
DUBS Sharpe Ratio Rank: 81
DUBS Sortino Ratio Rank: 78
DUBS Omega Ratio Rank: 81
DUBS Calmar Ratio Rank: 83
DUBS Martin Ratio Rank: 89

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. DUBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Aptus Large Cap Enhanced Yield ETF (DUBS). 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	DUBS	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.02	-0.15
Sortino ratio: Return per unit of downside risk	2.60	2.73	-0.13
Omega ratio: Gain probability vs. loss probability	1.34	1.37	-0.02
Calmar ratio: Return relative to maximum drawdown	2.70	3.36	-0.67
Martin ratio: Return relative to average drawdown	10.35	14.49	-4.13

IDME vs. DUBS - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.87, which is comparable to the DUBS Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IDME and DUBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDME vs. DUBS - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than DUBS's maximum drawdown of -18.48%. Use the drawdown chart below to compare losses from any high point for IDME and DUBS.

Drawdown Indicators

	IDME	DUBS	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-18.48%	-10.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-8.29%	-3.17%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-18.48%	+5.60%
Max Drawdown (5Y) Largest decline over 5 years	-29.20%	—	—
Current Drawdown Current decline from peak	-1.47%	0.00%	-1.47%
Average Drawdown Average peak-to-trough decline	-10.87%	-1.93%	-8.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	1.92%	+1.06%

Volatility

IDME vs. DUBS - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 4.85% compared to Aptus Large Cap Enhanced Yield ETF (DUBS) at 3.96%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than DUBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	DUBS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	3.96%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	14.52%	10.83%	+3.69%
Volatility (1Y) Calculated over the trailing 1-year period	16.53%	13.81%	+2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	14.64%	+0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	14.64%	+0.17%

IDME vs. DUBS - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than DUBS's 0.39% expense ratio.

Dividends

IDME vs. DUBS - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.57%, more than DUBS's 1.97% yield.

Position	TTM	2025	2024	2023	2022	2021
DUBS Aptus Large Cap Enhanced Yield ETF	1.97%	2.06%	2.52%	1.14%	0.00%	0.00%
IDME Aptus International Drawdown Managed Equity ETF	4.57%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both IDME and DUBS in my portfolio?

IDME and DUBS 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.

Which is riskier, IDME or DUBS?

IDME has higher volatility (4.85%) compared to DUBS (3.96%). In terms of maximum drawdown, IDME dropped -29.20% vs DUBS's -18.48%.

Which ETF is better, IDME or DUBS?

On 3-year performance, DUBS leads with 21.04% vs 16.93% for IDME. On fees, DUBS is cheaper at 0.39% per year. On volatility, DUBS has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or DUBS?

Over the 3-year period, DUBS has performed better with a 21.04% return vs 16.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or DUBS?

DUBS is cheaper with a 0.39% expense ratio, compared with 0.65% for IDME.

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

IDME has the higher dividend yield at 4.57%, compared with 1.97% for DUBS.

What is the main difference between IDME and DUBS?

IDME is categorized as Global Equities, while DUBS is Derivative Income. Their fees differ too: 0.65% for IDME and 0.39% for DUBS.

Which has better risk-adjusted returns?

DUBS currently has the higher Sharpe Ratio (2.02 vs 1.87), 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.