IDME vs. JUCY

Last updated Aug 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and JUCY (Aptus Enhanced Yield ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus, while JUCY is a Intermediate Core Bond fund actively managed by Aptus. Both are actively managed. Over the past 3 years, IDME returned 16.93%/yr vs 4.69%/yr for JUCY. Their 0.14 correlation means their historical movements had little consistent relationship. IDME charges 0.65%/yr vs 0.60%/yr for JUCY.

Performance

IDME vs. JUCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Drawdown Managed Equity ETF (IDME) and Aptus Enhanced Yield ETF (JUCY). 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 JUCY's 3.73% 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%

JUCY

• 1D: 0.25%
• 1M: 0.61%
• 6M: 3.22%
• YTD: 3.73%
• 1Y: 7.27%
• 3Y*: 4.69%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.52%

*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
JUCY Aptus Enhanced Yield ETF	$1.59M	$3.45M	$2.07M

IDME vs. JUCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDME Aptus International Drawdown Managed Equity ETF	15.77%	27.53%	6.12%	9.07%	6.57%
JUCY Aptus Enhanced Yield ETF	3.73%	5.50%	3.89%	3.27%	0.54%

Correlation

The correlation between IDME and JUCY is 0.39, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.39
Correlation (3Y) Balances recent behavior with more history.	0.21
Correlation (All Time) Calculated using the full available price history since Nov 1, 2022	0.14

Over the past year, IDME and JUCY have become more correlated (0.39) than their long-term average of 0.14, meaning their price movements have been converging.

Return for Risk

IDME vs. JUCY — 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

JUCY

JUCY Risk / Return Rank: 91
JUCY Sharpe Ratio Rank: 85
JUCY Sortino Ratio Rank: 88
JUCY Omega Ratio Rank: 89
JUCY Calmar Ratio Rank: 97
JUCY Martin Ratio Rank: 97

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. JUCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Aptus Enhanced Yield ETF (JUCY). 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	JUCY	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.10	-0.23
Sortino ratio: Return per unit of downside risk	2.60	3.12	-0.51
Omega ratio: Gain probability vs. loss probability	1.34	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	2.70	7.79	-5.09
Martin ratio: Return relative to average drawdown	10.35	30.48	-20.13

IDME vs. JUCY - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 1.87, which is comparable to the JUCY Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IDME and JUCY, 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. JUCY - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than JUCY's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for IDME and JUCY.

Drawdown Indicators

	IDME	JUCY	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-1.56%	-27.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-0.94%	-10.52%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-1.56%	-11.32%
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%	-0.32%	-10.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	0.24%	+2.74%

Volatility

IDME vs. JUCY - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 4.85% compared to Aptus Enhanced Yield ETF (JUCY) at 0.70%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than JUCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	JUCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.85%	0.70%	+4.15%
Volatility (6M) Calculated over the trailing 6-month period	14.52%	2.26%	+12.26%
Volatility (1Y) Calculated over the trailing 1-year period	16.53%	3.48%	+13.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	3.33%	+11.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	3.33%	+11.48%

IDME vs. JUCY - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than JUCY's 0.60% expense ratio.

Dividends

IDME vs. JUCY - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.57%, less than JUCY's 8.15% 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%
JUCY Aptus Enhanced Yield ETF	8.15%	7.98%	7.83%	9.31%	0.58%	0.00%

Frequently Asked Questions

Can I hold both IDME and JUCY in my portfolio?

IDME and JUCY have a correlation of 0.39, 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 JUCY?

IDME has higher volatility (4.85%) compared to JUCY (0.70%). In terms of maximum drawdown, IDME dropped -29.20% vs JUCY's -1.56%.

Which ETF is better, IDME or JUCY?

On 3-year performance, IDME leads with 16.93% vs 4.69% for JUCY. On fees, JUCY is cheaper at 0.60% per year. On volatility, JUCY has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or JUCY?

Over the 3-year period, IDME has performed better with a 16.93% return vs 4.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or JUCY?

JUCY is cheaper with a 0.60% expense ratio, compared with 0.65% for IDME.

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

JUCY has the higher dividend yield at 8.15%, compared with 4.57% for IDME.

What is the main difference between IDME and JUCY?

IDME is categorized as Global Equities, while JUCY is Intermediate Core Bond. Their fees differ too: 0.65% for IDME and 0.60% for JUCY.

Which has better risk-adjusted returns?

JUCY currently has the higher Sharpe Ratio (2.10 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.