IDME vs. FLGV

Last updated Jun 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and FLGV (Franklin Liberty U.S. Treasury Bond ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus Capital Advisors, while FLGV is a Government Bonds fund actively managed by Franklin Templeton. Both are actively managed. Over the past 3 years, IDME returned 18.02%/yr vs 2.91%/yr for FLGV. At a 0.14 correlation, their price movements are largely independent. IDME charges 0.65%/yr vs 0.09%/yr for FLGV.

Performance

IDME vs. FLGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Drawdown Managed Equity ETF (IDME) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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 FLGV's 0.06% return.

IDME

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

FLGV

• 1D: -0.17%
• 1M: 0.12%
• YTD: 0.06%
• 6M: -0.23%
• 1Y: 3.99%
• 3Y*: 2.91%
• 5Y*: -0.17%
• 10Y*: —

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

IDME vs. FLGV - 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%
FLGV Franklin Liberty U.S. Treasury Bond ETF	0.06%	6.22%	0.62%	4.18%	-11.53%	-0.83%

Correlation

The correlation between IDME and FLGV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.14

The correlation between IDME and FLGV shifts across timeframes, from 0.14 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

IDME vs. FLGV - Sectors Allocation Comparison

Sectors	IDME	FLGV
Financial Services	19.2%	-
Industrials	13.8%	-
Consumer Cyclical	11.1%	-
Technology	9.9%	-
Healthcare	9.6%	-
Consumer Defensive	8.4%	-
Basic Materials	8.1%	-
Energy	5.6%	-
Communication Services	5.4%	0.9%
Real Estate	3.2%	-
Utilities	3.0%	-

Return for Risk

IDME vs. FLGV — 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

FLGV

FLGV Risk / Return Rank: 29
FLGV Sharpe Ratio Rank: 30
FLGV Sortino Ratio Rank: 29
FLGV Omega Ratio Rank: 28
FLGV Calmar Ratio Rank: 29
FLGV Martin Ratio Rank: 29

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. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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	FLGV	Difference
Sharpe ratio: Return per unit of total volatility	2.21	1.07	+1.13
Sortino ratio: Return per unit of downside risk	3.08	1.63	+1.45
Omega ratio: Gain probability vs. loss probability	1.40	1.19	+0.22
Calmar ratio: Return relative to maximum drawdown	2.98	1.42	+1.56
Martin ratio: Return relative to average drawdown	11.87	4.20	+7.67
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. FLGV - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 2.21, which is higher than the FLGV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IDME and FLGV, 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	FLGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	1.07	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	-0.13	+0.58

Drawdowns

IDME vs. FLGV - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than FLGV's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for IDME and FLGV.

Drawdown Indicators

	IDME	FLGV	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-17.63%	-11.57%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-2.82%	-8.64%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-5.23%	-7.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-15.26%	—
Current Drawdown Current decline from peak	-0.99%	-5.54%	+4.55%
Average Drawdown Average peak-to-trough decline	-11.17%	-8.73%	-2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	0.95%	+1.92%

Volatility

IDME vs. FLGV - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 5.23% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.20%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	FLGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	1.20%	+4.03%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	2.49%	+10.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	3.73%	+11.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	5.43%	+9.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	5.15%	+9.49%

IDME vs. FLGV - Expense Ratio Comparison

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

Dividends

IDME vs. FLGV - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, more than FLGV's 4.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FLGV Franklin Liberty U.S. Treasury Bond ETF	4.15%	4.07%	4.13%	3.46%	2.21%	1.92%	0.97%
IDME Aptus International Drawdown Managed Equity ETF	4.98%	4.90%	5.64%	3.71%	2.62%	1.38%	0.00%

Frequently Asked Questions

Can I hold both IDME and FLGV in my portfolio?

IDME and FLGV have a correlation of 0.31, 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 FLGV?

IDME has higher volatility (5.23%) compared to FLGV (1.20%). In terms of maximum drawdown, IDME dropped -29.20% vs FLGV's -17.63%.

Which ETF is better, IDME or FLGV?

On 3-year performance, IDME leads with 18.02% vs 2.91% for FLGV. On fees, FLGV is cheaper at 0.09% per year. On volatility, FLGV has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or FLGV?

Over the 3-year period, IDME has performed better with a 18.02% return vs 2.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or FLGV?

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

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

IDME has the higher dividend yield at 4.98%, compared with 4.15% for FLGV.

What is the main difference between IDME and FLGV?

IDME is categorized as Global Equities, while FLGV is Government Bonds. They also come from different issuers: Aptus Capital Advisors and Franklin Templeton. Their fees differ too: 0.65% for IDME and 0.09% for FLGV.

Which has better risk-adjusted returns?

IDME currently has the higher Sharpe Ratio (2.21 vs 1.07), 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.