IDME vs. IDUB

Last updated Aug 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and IDUB (Aptus International Enhanced Yield ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus, while IDUB is a Long-Short fund actively managed by Aptus. Both are actively managed. Over the past 5 years, IDME returned 6.08%/yr vs 6.08%/yr for IDUB. Their 1.00 correlation means they have historically moved very closely together. IDME charges 0.65%/yr vs 0.45%/yr for IDUB.

Performance

IDME vs. IDUB - Performance Comparison

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

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IDME at 15.77% and IDUB at 15.77%.

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%

IDUB

• 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%

*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)
IDME Aptus International Drawdown Managed Equity ETF	$938.24K	$1.05M	$895.28K
IDUB Aptus International Enhanced Yield ETF	$938.24K	$1.05M	$895.28K

IDME vs. IDUB - 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%
IDUB Aptus International Enhanced Yield ETF	15.77%	27.53%	6.12%	9.07%	-19.79%	-1.16%

Correlation

The correlation between IDME and IDUB is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	1.00
Correlation (3Y) Balances recent behavior with more history.	1.00
Correlation (5Y) Shows whether the relationship held over a longer period.	1.00
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021	1.00

The correlation between IDME and IDUB has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

IDME vs. IDUB - Sectors Allocation Comparison

Sectors	IDME	IDUB
Financial Services	19.2%	21.7%
Industrials	13.8%	15.6%
Consumer Cyclical	11.1%	8.2%
Technology	9.9%	21.0%
Healthcare	9.6%	6.8%
Consumer Defensive	8.4%	4.8%
Basic Materials	8.1%	7.6%
Energy	5.6%	4.7%
Communication Services	5.4%	4.4%
Real Estate	3.2%	2.4%
Utilities	3.0%	3.0%

Return for Risk

IDME vs. IDUB — 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

IDUB

IDUB Risk / Return Rank: 76
IDUB Sharpe Ratio Rank: 77
IDUB Sortino Ratio Rank: 76
IDUB Omega Ratio Rank: 78
IDUB Calmar Ratio Rank: 72
IDUB Martin Ratio Rank: 77

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. IDUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Aptus International Enhanced Yield ETF (IDUB). 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	IDUB	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.87	0.00
Sortino ratio: Return per unit of downside risk	2.60	2.60	0.00
Omega ratio: Gain probability vs. loss probability	1.34	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.70	2.70	0.00
Martin ratio: Return relative to average drawdown	10.35	10.35	0.00

IDME vs. IDUB - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.87, which is comparable to the IDUB Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IDME and IDUB, 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. IDUB - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, roughly equal to the maximum IDUB drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for IDME and IDUB.

Drawdown Indicators

	IDME	IDUB	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-29.20%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-11.46%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-12.88%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-29.20%	-29.20%	0.00%
Current Drawdown Current decline from peak	-1.47%	-1.47%	0.00%
Average Drawdown Average peak-to-trough decline	-10.87%	-10.87%	0.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	2.98%	0.00%

Volatility

IDME vs. IDUB - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) and Aptus International Enhanced Yield ETF (IDUB) have volatilities of 4.85% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	IDUB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	4.85%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	14.52%	14.52%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.53%	16.53%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	14.84%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	14.81%	0.00%

IDME vs. IDUB - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than IDUB's 0.45% expense ratio.

Dividends

IDME vs. IDUB - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.57%, which matches IDUB's 4.57% yield.

Position	TTM	2025	2024	2023	2022	2021
IDME Aptus International Drawdown Managed Equity ETF	4.57%	4.90%	5.64%	3.71%	2.62%	1.38%
IDUB Aptus International Enhanced Yield ETF	4.57%	4.90%	5.64%	3.71%	2.62%	1.38%

Frequently Asked Questions

Can I hold both IDME and IDUB in my portfolio?

With a correlation of 1.00, IDME and IDUB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IDME or IDUB?

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

Which ETF is better, IDME or IDUB?

On 5-year performance, IDUB leads with 6.08% vs 6.08% for IDME. On fees, IDUB is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or IDUB?

Over the 5-year period, IDUB has performed better with a 6.08% return vs 6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or IDUB?

IDUB is cheaper with a 0.45% expense ratio, compared with 0.65% for IDME.

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

IDME and IDUB have nearly identical dividend yields, around 4.57%.

What is the main difference between IDME and IDUB?

IDME is categorized as Global Equities, while IDUB is Long-Short. Their fees differ too: 0.65% for IDME and 0.45% for IDUB.

Which has better risk-adjusted returns?

IDUB currently has the higher Sharpe Ratio (1.87 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.