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IDME vs. JULB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDME vs. JULB - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDME achieves a 16.05% return, which is significantly higher than JULB's 6.35% return.


IDME

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

JULB

1D
-0.07%
1M
2.40%
YTD
6.35%
6M
6.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. JULB - Yearly Performance Comparison


Correlation

The correlation between IDME and JULB is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.78

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Return for Risk

IDME vs. JULB — Risk / Return Rank

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

IDME
IDME Risk / Return Rank: 6565
Overall Rank
IDME Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IDME Sortino Ratio Rank: 6767
Sortino Ratio Rank
IDME Omega Ratio Rank: 6767
Omega Ratio Rank
IDME Calmar Ratio Rank: 6060
Calmar Ratio Rank
IDME Martin Ratio Rank: 6666
Martin Ratio Rank

JULB
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. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Aptus July Buffer ETF (JULB). 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.


IDMEJULBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.98

Martin ratioReturn relative to average drawdown

11.87

IDME vs. JULB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IDMEJULBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

2.17

-1.73

Drawdowns

IDME vs. JULB - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for IDME and JULB.


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Drawdown Indicators


IDMEJULBDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-5.24%

-23.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

Current Drawdown

Current decline from peak

-0.99%

-0.07%

-0.92%

Average Drawdown

Average peak-to-trough decline

-11.17%

-0.87%

-10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

IDME vs. JULB - Volatility Comparison


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Volatility by Period


IDMEJULBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

6.81%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

6.81%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

6.81%

+7.83%

IDME vs. JULB - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than JULB's 0.25% expense ratio.


Dividends

IDME vs. JULB - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, while JULB has not paid dividends to shareholders.


PositionTTM20252024202320222021
IDME
Aptus International Drawdown Managed Equity ETF
4.98%4.90%5.64%3.71%2.62%1.38%
JULB
Aptus July Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IDME and JULB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULB is cheaper with a 0.25% expense ratio, compared with 0.65% for IDME.

IDME has the higher dividend yield at 4.98%, compared with 0.00% for JULB.

IDME is categorized as Global Equities, while JULB is Defined Outcome. Their fees differ too: 0.65% for IDME and 0.25% for JULB.

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