OSCV vs. IDME

Last updated Jun 3, 2026

OSCV (Opus Small Cap Value Plus ETF) and IDME (Aptus International Drawdown Managed Equity ETF) are both exchange-traded funds - OSCV is a Small Cap Blend Equities fund actively managed by Aptus Capital Advisors, while IDME is a Global Equities fund actively managed by Aptus Capital Advisors. Both are actively managed. Over the past 3 years, OSCV returned 10.33%/yr vs 18.42%/yr for IDME. A 0.63 correlation means they provide meaningful diversification when combined. OSCV charges 0.79%/yr vs 0.65%/yr for IDME.

Performance

OSCV vs. IDME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opus Small Cap Value Plus ETF (OSCV) and Aptus International Drawdown Managed Equity ETF (IDME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OSCV achieves a 9.18% return, which is significantly lower than IDME's 17.21% return.

OSCV

• 1D: 0.45%
• 1M: -2.06%
• YTD: 9.18%
• 6M: 8.64%
• 1Y: 15.66%
• 3Y*: 10.33%
• 5Y*: 5.36%
• 10Y*: —

IDME

• 1D: 0.82%
• 1M: 5.30%
• YTD: 17.21%
• 6M: 20.28%
• 1Y: 34.65%
• 3Y*: 18.42%
• 5Y*: —
• 10Y*: —

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

OSCV vs. IDME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OSCV Opus Small Cap Value Plus ETF	9.18%	1.35%	11.66%	10.14%	-11.41%	10.98%
IDME Aptus International Drawdown Managed Equity ETF	17.21%	27.53%	6.12%	9.07%	-19.79%	-1.25%

Correlation

The correlation between OSCV and IDME is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.63

The correlation between OSCV and IDME has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

OSCV vs. IDME - Sectors Allocation Comparison

Sectors	OSCV	IDME
Financial Services	27.6%	19.2%
Industrials	17.0%	13.8%
Energy	11.3%	5.6%
Consumer Cyclical	9.9%	11.1%
Real Estate	8.5%	3.2%
Healthcare	8.3%	9.6%
Basic Materials	5.6%	8.1%
Utilities	3.1%	3.0%
Consumer Defensive	2.0%	8.4%
Technology	2.0%	9.9%
Communication Services	-	5.4%

Return for Risk

OSCV vs. IDME — Risk / Return Rank

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

OSCV

OSCV Risk / Return Rank: 35
OSCV Sharpe Ratio Rank: 33
OSCV Sortino Ratio Rank: 35
OSCV Omega Ratio Rank: 31
OSCV Calmar Ratio Rank: 40
OSCV Martin Ratio Rank: 37

IDME

IDME Risk / Return Rank: 66
IDME Sharpe Ratio Rank: 67
IDME Sortino Ratio Rank: 67
IDME Omega Ratio Rank: 68
IDME Calmar Ratio Rank: 61
IDME Martin Ratio Rank: 66

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.

OSCV vs. IDME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opus Small Cap Value Plus ETF (OSCV) and Aptus International Drawdown Managed Equity ETF (IDME). 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.

	OSCV	IDME	Difference
Sharpe ratio Return per unit of total volatility	1.18	2.25	-1.08
Sortino ratio Return per unit of downside risk	1.83	3.14	-1.31
Omega ratio Gain probability vs. loss probability	1.21	1.41	-0.21
Calmar ratio Return relative to maximum drawdown	2.02	3.11	-1.09
Martin ratio Return relative to average drawdown	5.97	12.42	-6.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OSCV vs. IDME - Sharpe Ratio Comparison

The current OSCV Sharpe Ratio is 1.18, which is lower than the IDME Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of OSCV and IDME, 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

	OSCV	IDME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	2.25	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.46	-0.09

Drawdowns

OSCV vs. IDME - Drawdown Comparison

The maximum OSCV drawdown since its inception was -42.40%, which is greater than IDME's maximum drawdown of -29.20%. Use the drawdown chart below to compare losses from any high point for OSCV and IDME.

Drawdown Indicators

	OSCV	IDME	Difference
Max Drawdown Largest peak-to-trough decline	-42.40%	-29.20%	-13.20%
Max Drawdown (1Y) Largest decline over 1 year	-7.55%	-11.46%	+3.91%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-12.88%	-10.04%
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Current Drawdown Current decline from peak	-2.71%	0.00%	-2.71%
Average Drawdown Average peak-to-trough decline	-7.60%	-11.17%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.87%	-0.32%

Volatility

OSCV vs. IDME - Volatility Comparison

The current volatility for Opus Small Cap Value Plus ETF (OSCV) is 3.54%, while Aptus International Drawdown Managed Equity ETF (IDME) has a volatility of 5.17%. This indicates that OSCV experiences smaller price fluctuations and is considered to be less risky than IDME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OSCV	IDME	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	5.17%	-1.63%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	12.91%	-3.48%
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	15.45%	-2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	14.64%	+2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.91%	14.64%	+6.27%

OSCV vs. IDME - Expense Ratio Comparison

OSCV has a 0.79% expense ratio, which is higher than IDME's 0.65% expense ratio.

Dividends

OSCV vs. IDME - Dividend Comparison

OSCV's dividend yield for the trailing twelve months is around 1.10%, less than IDME's 4.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IDME Aptus International Drawdown Managed Equity ETF	4.93%	4.90%	5.64%	3.71%	2.62%	1.38%	0.00%	0.00%	0.00%
OSCV Opus Small Cap Value Plus ETF	1.10%	1.23%	1.29%	1.55%	1.12%	1.06%	1.11%	1.75%	0.25%

Frequently Asked Questions

Can I hold both OSCV and IDME in my portfolio?

OSCV and IDME have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OSCV or IDME?

IDME has higher volatility (5.17%) compared to OSCV (3.54%). In terms of maximum drawdown, OSCV dropped -42.40% vs IDME's -29.20%.

Which ETF is better, OSCV or IDME?

On 3-year performance, IDME leads with 18.42% vs 10.33% for OSCV. On fees, IDME is cheaper at 0.65% per year. On volatility, OSCV has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OSCV or IDME?

Over the 3-year period, IDME has performed better with a 18.42% return vs 10.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OSCV or IDME?

IDME is cheaper with a 0.65% expense ratio, compared with 0.79% for OSCV.

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

IDME has the higher dividend yield at 4.93%, compared with 1.10% for OSCV.

What is the main difference between OSCV and IDME?

OSCV is categorized as Small Cap Blend Equities, while IDME is Global Equities. Their fees differ too: 0.79% for OSCV and 0.65% for IDME.

Which has better risk-adjusted returns?

IDME currently has the higher Sharpe Ratio (2.25 vs 1.18), 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.