JULB vs. ADME
JULB (Aptus July Buffer ETF) and ADME (Aptus Drawdown Managed Equity ETF) are both exchange-traded funds - JULB is a Defined Outcome fund actively managed by Aptus, while ADME is a Equity Hedged fund tracking the Aptus Behavioral Momentum Index. JULB is actively managed, while ADME is passively managed. Their correlation of 0.93 means they have usually moved in the same direction. JULB charges 0.25%/yr vs 0.79%/yr for ADME.
Performance
JULB vs. ADME - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
JULB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ADME
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.
| JULB | ADME | Difference | |
|---|---|---|---|
| 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 | — |
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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
| JULB | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.20% | -2.55% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -7.83% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.98% | — |
Volatility
JULB vs. ADME - Volatility Comparison
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Volatility by Period
| JULB | ADME | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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