IDME vs. VEU
Compare and contrast key facts about Aptus International Drawdown Managed Equity ETF (IDME) and Vanguard FTSE All-World ex-US ETF (VEU).
IDME and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDME is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 22, 2021. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
IDME vs. VEU - Performance Comparison
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IDME vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 2.69% | 27.53% | 6.12% | 9.07% | -19.79% | -1.25% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | -0.32% |
Returns By Period
In the year-to-date period, IDME achieves a 2.69% return, which is significantly higher than VEU's 2.25% return.
IDME
- 1D
- 3.44%
- 1M
- -7.91%
- YTD
- 2.69%
- 6M
- 7.43%
- 1Y
- 25.47%
- 3Y*
- 13.36%
- 5Y*
- —
- 10Y*
- —
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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IDME vs. VEU - Expense Ratio Comparison
IDME has a 0.65% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
IDME vs. VEU — Risk / Return Rank
IDME
VEU
IDME vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Vanguard FTSE All-World ex-US ETF (VEU). 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 | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.62 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.23 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.36 | -0.20 |
Martin ratioReturn relative to average drawdown | 8.34 | 9.13 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDME | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.62 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.23 | +0.05 |
Correlation
The correlation between IDME and VEU is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IDME vs. VEU - Dividend Comparison
IDME's dividend yield for the trailing twelve months is around 5.63%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 5.63% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
IDME vs. VEU - Drawdown Comparison
The maximum IDME drawdown since its inception was -29.20%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for IDME and VEU.
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Drawdown Indicators
| IDME | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -61.52% | +32.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -11.43% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -8.42% | -8.57% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -13.23% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.95% | +0.01% |
Volatility
IDME vs. VEU - Volatility Comparison
Aptus International Drawdown Managed Equity ETF (IDME) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 8.04% and 8.23%, 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.
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Volatility by Period
| IDME | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 8.23% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 11.54% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.22% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 15.83% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.13% | -2.68% |