IDME vs. MEAR
IDME (Aptus International Drawdown Managed Equity ETF) and MEAR (iShares Short Maturity Municipal Bond ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus Capital Advisors, while MEAR is a Municipal Bonds fund actively managed by iShares. Both are actively managed. Over the past 3 years, IDME returned 18.02%/yr vs 3.58%/yr for MEAR. At a 0.14 correlation, their price movements are largely independent. IDME charges 0.65%/yr vs 0.25%/yr for MEAR.
Performance
IDME vs. MEAR - Performance Comparison
Loading charts...
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%
IDME vs. MEAR - 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% |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IDME vs. MEAR — Risk / Return Rank
IDME
MEAR
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.
| IDME | MEAR | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDME | MEAR | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IDME | MEAR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.99% | 0.00% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -0.19% | -10.98% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IDME | MEAR | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for IDME and MEAR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer