IDME vs. FAAR
IDME (Aptus International Drawdown Managed Equity ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past 5 years, IDME returned 6.08%/yr vs 7.00%/yr for FAAR. Their 0.06 correlation means their historical movements had little consistent relationship. IDME charges 0.65%/yr vs 0.95%/yr for FAAR.
Performance
IDME vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, IDME achieves a 15.77% return, which is significantly higher than FAAR's 14.32% 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%
FAAR
- 1D
- -1.43%
- 1M
- -2.21%
- 6M
- 6.89%
- YTD
- 14.32%
- 1Y
- 20.01%
- 3Y*
- 8.41%
- 5Y*
- 7.00%
- 10Y*
- 4.20%
- ALL TIME*
- 4.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39M | $1.09M | $1.71M | |
| $938.24K | $1.05M | $895.28K |
IDME vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 15.77% | 27.53% | 6.12% | 9.07% | -19.79% | -1.16% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 14.32% | 8.07% | 5.97% | -5.63% | 10.15% | 1.56% |
Correlation
The correlation between IDME and FAAR is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.06 |
The correlation between IDME and FAAR shifts across timeframes, from -0.09 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IDME vs. FAAR — Risk / Return Rank
IDME
FAAR
IDME vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.28 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.00 | +0.70 |
| Martin ratioReturn relative to average drawdown | 10.35 | 6.00 | +4.36 |
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Drawdowns
IDME vs. FAAR - Drawdown Comparison
The maximum IDME drawdown since its inception was -29.20%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for IDME and FAAR.
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Drawdown Indicators
| IDME | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -18.03% | -11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -10.08% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -11.54% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -18.03% | -11.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -1.47% | -10.08% | +8.61% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -7.83% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.35% | -0.37% |
Volatility
IDME vs. FAAR - Volatility Comparison
Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 4.85% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.52%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDME | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 2.52% | +2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.52% | 9.47% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 12.76% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 11.89% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 11.55% | +3.26% |
IDME vs. FAAR - Expense Ratio Comparison
IDME has a 0.65% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
IDME vs. FAAR - Dividend Comparison
IDME's dividend yield for the trailing twelve months is around 4.57%, less than FAAR's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 10.01% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
IDME Aptus International Drawdown Managed Equity ETF | 4.57% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDME and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDME has higher volatility (4.85%) compared to FAAR (2.52%). In terms of maximum drawdown, IDME dropped -29.20% vs FAAR's -18.03%.
On 5-year performance, FAAR leads with 7.00% vs 6.08% for IDME. On fees, IDME is cheaper at 0.65% per year. On volatility, FAAR has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FAAR has performed better with a 7.00% return vs 6.08%. 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 0.95% for FAAR.
FAAR has the higher dividend yield at 10.01%, compared with 4.57% for IDME.
IDME is categorized as Global Equities, while FAAR is Commodities. They also come from different issuers: Aptus and First Trust. Their fees differ too: 0.65% for IDME and 0.95% for FAAR.
IDME currently has the higher Sharpe Ratio (1.87 vs 1.58), 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.
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