IDME vs. DWAT

Last updated Apr 1, 2026

Compare and contrast key facts about Aptus International Drawdown Managed Equity ETF (IDME) and Arrow DWA Tactical ETF (DWAT).

IDME and DWAT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDME is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 22, 2021. DWAT is an actively managed fund by Arrow Funds. It was launched on Oct 1, 2014.

Performance

IDME vs. DWAT - Performance Comparison

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

IDME vs. DWAT - Yearly Performance Comparison

	2026 (YTD)
IDME Aptus International Drawdown Managed Equity ETF	-4.32%
DWAT Arrow DWA Tactical ETF	0.00%

Returns By Period

IDME

• 1D: 3.44%
• 1M: -7.91%
• YTD: 2.69%
• 6M: 7.43%
• 1Y: 25.47%
• 3Y*: 13.36%
• 5Y*: —
• 10Y*: —

DWAT

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDME vs. DWAT - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is lower than DWAT's 1.66% expense ratio.

DWAT

Arrow DWA Tactical ETF

IDME

Aptus International Drawdown Managed Equity ETF

Return for Risk

IDME vs. DWAT — Risk / Return Rank

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

IDME

IDME Risk / Return Rank: 79
IDME Sharpe Ratio Rank: 80
IDME Sortino Ratio Rank: 81
IDME Omega Ratio Rank: 80
IDME Calmar Ratio Rank: 79
IDME Martin Ratio Rank: 77

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. DWAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Arrow DWA Tactical ETF (DWAT). 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	DWAT	Difference
Sharpe ratio Return per unit of total volatility	1.51	—	—
Sortino ratio Return per unit of downside risk	2.10	—	—
Omega ratio Gain probability vs. loss probability	1.31	—	—
Calmar ratio Return relative to maximum drawdown	2.16	—	—
Martin ratio Return relative to average drawdown	8.34	—	—
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	DWAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	—	—

Dividends

IDME vs. DWAT - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 5.63%, while DWAT has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
IDME Aptus International Drawdown Managed Equity ETF	5.63%	4.90%	5.64%	3.71%	2.62%	1.38%
DWAT Arrow DWA Tactical ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IDME vs. DWAT - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than DWAT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IDME and DWAT.

Drawdown Indicators

	IDME	DWAT	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	0.00%	-29.20%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	—	—
Current Drawdown Current decline from peak	-8.42%	0.00%	-8.42%
Average Drawdown Average peak-to-trough decline	-11.52%	0.00%	-11.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	—	—

Volatility

Volatility by Period

	IDME	DWAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.97%	0.00%	+16.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	0.00%	+14.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	0.00%	+14.45%