JPUS vs. ADME
Compare and contrast key facts about JPMorgan Diversified Return US Equity ETF (JPUS) and Aptus Drawdown Managed Equity ETF (ADME).
JPUS and ADME are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPUS is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. ADME is a passively managed fund by Aptus Capital Advisors that tracks the performance of the Aptus Behavioral Momentum Index. It was launched on Jun 8, 2016. Both JPUS and ADME are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JPUS vs. ADME - Performance Comparison
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JPUS vs. ADME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 5.49% | 11.18% | 13.48% | 10.98% | -8.47% | 29.09% | 7.54% | 25.50% | -6.14% | 20.58% |
ADME Aptus Drawdown Managed Equity ETF | -3.52% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 9.31% | -6.05% | 17.58% |
Returns By Period
In the year-to-date period, JPUS achieves a 5.49% return, which is significantly higher than ADME's -3.52% return.
JPUS
- 1D
- 1.68%
- 1M
- -4.62%
- YTD
- 5.49%
- 6M
- 6.29%
- 1Y
- 15.64%
- 3Y*
- 13.41%
- 5Y*
- 9.55%
- 10Y*
- 11.08%
ADME
- 1D
- 2.21%
- 1M
- -4.50%
- YTD
- -3.52%
- 6M
- -2.99%
- 1Y
- 11.79%
- 3Y*
- 13.26%
- 5Y*
- 6.59%
- 10Y*
- —
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JPUS vs. ADME - Expense Ratio Comparison
JPUS has a 0.18% expense ratio, which is lower than ADME's 0.79% expense ratio.
Return for Risk
JPUS vs. ADME — Risk / Return Rank
JPUS
ADME
JPUS vs. ADME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and Aptus Drawdown Managed Equity ETF (ADME). 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.
| JPUS | ADME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.85 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.28 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.35 | +0.10 |
Martin ratioReturn relative to average drawdown | 6.85 | 5.54 | +1.31 |
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
| JPUS | ADME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.85 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.54 | +0.16 |
Correlation
The correlation between JPUS and ADME is 0.75, 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
JPUS vs. ADME - Dividend Comparison
JPUS's dividend yield for the trailing twelve months is around 2.16%, more than ADME's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPUS JPMorgan Diversified Return US Equity ETF | 2.16% | 2.27% | 2.12% | 2.26% | 2.35% | 1.67% | 1.94% | 2.09% | 2.16% | 1.25% | 0.77% | 0.48% |
ADME Aptus Drawdown Managed Equity ETF | 0.42% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% | 0.00% |
Drawdowns
JPUS vs. ADME - Drawdown Comparison
The maximum JPUS drawdown since its inception was -38.69%, which is greater than ADME's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for JPUS and ADME.
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Drawdown Indicators
| JPUS | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -27.49% | -11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.99% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -23.43% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -38.69% | — | — |
Current DrawdownCurrent decline from peak | -4.68% | -5.44% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -8.05% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.19% | +0.26% |
Volatility
JPUS vs. ADME - Volatility Comparison
JPMorgan Diversified Return US Equity ETF (JPUS) and Aptus Drawdown Managed Equity ETF (ADME) have volatilities of 4.12% and 4.03%, 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
| JPUS | ADME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.03% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 7.59% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 13.91% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 12.88% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 14.45% | +2.29% |