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IDME vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDME vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus International Drawdown Managed Equity ETF (IDME) and iShares Short Maturity Municipal Bond ETF (MEAR). 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 MEAR's 1.06% return.


IDME

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

MEAR

1D
0.00%
1M
0.32%
YTD
1.06%
6M
1.30%
1Y
3.29%
3Y*
3.58%
5Y*
2.43%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. MEAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDME
Aptus International Drawdown Managed Equity ETF
16.05%27.53%6.12%9.07%-19.79%-1.25%
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%-0.08%

Correlation

The correlation between IDME and MEAR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2021

0.14

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Return for Risk

IDME vs. MEAR — 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

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
Martin Ratio Rank
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. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and iShares Short Maturity Municipal Bond ETF (MEAR). 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.


IDMEMEARDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

1.40

1.91

-0.51

Calmar ratioReturn relative to maximum drawdown

2.98

7.07

-4.09

Martin ratioReturn relative to average drawdown

11.87

28.99

-17.12

IDME vs. MEAR - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 2.21, which is lower than the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of IDME and MEAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IDMEMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

3.86

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.11

-0.67

Drawdowns

IDME vs. MEAR - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for IDME and MEAR.


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Drawdown Indicators


IDMEMEARDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-2.68%

-26.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-0.47%

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-0.86%

-12.02%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-11.17%

-0.19%

-10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

0.11%

+2.76%

Volatility

IDME vs. MEAR - Volatility Comparison

Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 5.23% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that IDME's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDMEMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

0.24%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

0.61%

+12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

0.86%

+14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

0.98%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

1.52%

+13.12%

IDME vs. MEAR - Expense Ratio Comparison

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


Dividends

IDME vs. MEAR - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, more than MEAR's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IDME
Aptus International Drawdown Managed Equity ETF
4.98%4.90%5.64%3.71%2.62%1.38%0.00%0.00%0.00%0.00%0.00%0.00%
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%

Frequently Asked Questions


IDME and MEAR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDME has higher volatility (5.23%) compared to MEAR (0.24%). In terms of maximum drawdown, IDME dropped -29.20% vs MEAR's -2.68%.

On 3-year performance, IDME leads with 18.02% vs 3.58% for MEAR. On fees, MEAR is cheaper at 0.25% per year. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDME has performed better with a 18.02% return vs 3.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MEAR 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 2.84% for MEAR.

IDME is categorized as Global Equities, while MEAR is Municipal Bonds. They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.65% for IDME and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 2.21), 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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