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JULB vs. ADME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULB vs. ADME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus July Buffer ETF (JULB) and Aptus Drawdown Managed Equity ETF (ADME). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with JULB having a 8.08% return and ADME slightly lower at 7.79%.


JULB

1D
0.54%
1M
0.57%
6M
7.15%
YTD
8.08%
1Y
3Y*
5Y*
10Y*
ALL TIME*

ADME

1D
0.63%
1M
-0.36%
6M
6.23%
YTD
7.79%
1Y
14.94%
3Y*
14.51%
5Y*
6.93%
10Y*
8.52%
ALL TIME*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$772.09K$556.48K$715.52K
$122.17K$181.25K$221.75K

JULB vs. ADME - Yearly Performance Comparison


2026 (YTD)2025
JULB
Aptus July Buffer ETF
8.08%2.44%
ADME
Aptus Drawdown Managed Equity ETF
7.79%1.03%

Correlation

The correlation between JULB and ADME is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 14, 2025

0.93

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Return for Risk

JULB vs. ADME — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JULB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ADME
ADME Risk / Return Rank: 5151
Overall Rank
ADME Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ADME Sortino Ratio Rank: 4949
Sortino Ratio Rank
ADME Omega Ratio Rank: 4747
Omega Ratio Rank
ADME Calmar Ratio Rank: 5050
Calmar Ratio Rank
ADME Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JULB vs. ADME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus July Buffer ETF (JULB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JULBADMEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.79

Martin ratioReturn relative to average drawdown

6.77

JULB vs. ADME - Sharpe Ratio Comparison


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Drawdowns

JULB vs. ADME - Drawdown Comparison

The maximum JULB drawdown since its inception was -5.24%, smaller than the maximum ADME drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for JULB and ADME.


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Drawdown Indicators


JULBADMEDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-27.49%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

Max Drawdown (10Y)

Largest decline over 10 years

-27.49%

Current Drawdown

Current decline from peak

-0.20%

-2.55%

+2.35%

Average Drawdown

Average peak-to-trough decline

-0.78%

-7.83%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

JULB vs. ADME - Volatility Comparison


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Volatility by Period


JULBADMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.81%

11.07%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

13.03%

-6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

14.45%

-7.64%

JULB vs. ADME - Expense Ratio Comparison

JULB has a 0.25% expense ratio, which is lower than ADME's 0.79% expense ratio.


Dividends

JULB vs. ADME - Dividend Comparison

JULB has not paid dividends to shareholders, while ADME's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM2025202420232022202120202019201820172016
ADME
Aptus Drawdown Managed Equity ETF
0.36%0.38%0.47%0.78%0.73%0.26%0.41%0.70%0.86%0.32%0.69%
JULB
Aptus July Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, JULB and ADME 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.

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULB is cheaper with a 0.25% expense ratio, compared with 0.79% for ADME.

ADME has the higher dividend yield at 0.36%, compared with 0.00% for JULB.

JULB is categorized as Defined Outcome, while ADME is Equity Hedged. Their fees differ too: 0.25% for JULB and 0.79% for ADME.

Portfolio Optimizer

Find the right allocation for JULB and ADME

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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