IDME vs. VXUS

Last updated Jun 4, 2026

IDME (Aptus International Drawdown Managed Equity ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. IDME is actively managed, while VXUS is passively managed. Over the past 3 years, IDME returned 18.02%/yr vs 19.30%/yr for VXUS. Their correlation of 0.95 suggests significant overlap in exposure. IDME charges 0.65%/yr vs 0.05%/yr for VXUS.

Performance

IDME vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, IDME achieves a 16.05% return, which is significantly higher than VXUS's 14.25% return.

IDME

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

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDME vs. VXUS - 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%
VXUS Vanguard Total International Stock ETF	14.25%	32.35%	5.08%	15.86%	-16.08%	-0.28%

Correlation

The correlation between IDME and VXUS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.95

The correlation between IDME and VXUS has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

IDME vs. VXUS - Sectors Allocation Comparison

Sectors	IDME	VXUS
Financial Services	19.2%	22.3%
Industrials	13.8%	16.1%
Consumer Cyclical	11.1%	8.4%
Technology	9.9%	18.1%
Healthcare	9.6%	7.1%
Consumer Defensive	8.4%	5.0%
Basic Materials	8.1%	7.6%
Energy	5.6%	5.2%
Communication Services	5.4%	4.4%
Real Estate	3.2%	2.6%
Utilities	3.0%	3.2%

Return for Risk

IDME vs. VXUS — Risk / Return Rank

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

IDME

IDME Risk / Return Rank: 65
IDME Sharpe Ratio Rank: 67
IDME Sortino Ratio Rank: 67
IDME Omega Ratio Rank: 67
IDME Calmar Ratio Rank: 60
IDME Martin Ratio Rank: 66

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) and Vanguard Total International Stock ETF (VXUS). 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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.12	+0.09
Sortino ratio: Return per unit of downside risk	3.08	2.90	+0.18
Omega ratio: Gain probability vs. loss probability	1.40	1.39	+0.02
Calmar ratio: Return relative to maximum drawdown	2.98	2.85	+0.13
Martin ratio: Return relative to average drawdown	11.87	11.14	+0.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDME vs. VXUS - Sharpe Ratio Comparison

The current IDME Sharpe Ratio is 2.21, which is comparable to the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IDME and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDME	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.12	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.39	+0.06

Drawdowns

IDME vs. VXUS - Drawdown Comparison

The maximum IDME drawdown since its inception was -29.20%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IDME and VXUS.

Drawdown Indicators

	IDME	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-35.97%	+6.77%
Max Drawdown (1Y) Largest decline over 1 year	-11.46%	-11.27%	-0.19%
Max Drawdown (3Y) Largest decline over 3 years	-12.88%	-13.58%	+0.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.99%	-0.99%	0.00%
Average Drawdown Average peak-to-trough decline	-11.17%	-8.22%	-2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.88%	-0.01%

Volatility

IDME vs. VXUS - Volatility Comparison

The current volatility for Aptus International Drawdown Managed Equity ETF (IDME) is 5.23%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that IDME experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDME	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	5.60%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	13.00%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	15.48%	15.21%	+0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	16.05%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	17.16%	-2.52%

IDME vs. VXUS - Expense Ratio Comparison

IDME has a 0.65% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

IDME vs. VXUS - Dividend Comparison

IDME's dividend yield for the trailing twelve months is around 4.98%, more than VXUS's 2.66% 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%
VXUS Vanguard Total International Stock ETF	2.66%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both IDME and VXUS in my portfolio?

With a correlation of 0.94, IDME and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IDME or VXUS?

VXUS has higher volatility (5.60%) compared to IDME (5.23%). In terms of maximum drawdown, IDME dropped -29.20% vs VXUS's -35.97%.

Which ETF is better, IDME or VXUS?

On 3-year performance, VXUS leads with 19.30% vs 18.02% for IDME. On fees, VXUS is cheaper at 0.05% per year. On volatility, IDME has been the lower-risk option at 5.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDME or VXUS?

Over the 3-year period, VXUS has performed better with a 19.30% return vs 18.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDME or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.65% for IDME.

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

IDME has the higher dividend yield at 4.98%, compared with 2.66% for VXUS.

What is the main difference between IDME and VXUS?

They also come from different issuers: Aptus Capital Advisors and Vanguard. Their fees differ too: 0.65% for IDME and 0.05% for VXUS.

Which has better risk-adjusted returns?

IDME currently has the higher Sharpe Ratio (2.21 vs 2.12), 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.