AIOO vs. FDEC
AIOO (AllianzIM U.S. Equity Buffer100 Protection ETF) and FDEC (FT Vest U.S. Equity Buffer ETF - December) are both Defined Outcome funds. Both are actively managed. A 0.75 correlation means they provide meaningful diversification when combined. AIOO charges 0.64%/yr vs 0.85%/yr for FDEC.
Performance
AIOO vs. FDEC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AIOO achieves a 2.34% return, which is significantly lower than FDEC's 6.38% return.
AIOO
- 1D
- -0.13%
- 1M
- 1.13%
- YTD
- 2.34%
- 6M
- 2.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDEC
- 1D
- -0.19%
- 1M
- 2.64%
- YTD
- 6.38%
- 6M
- 7.86%
- 1Y
- 20.01%
- 3Y*
- 15.93%
- 5Y*
- 10.58%
- 10Y*
- —
AIOO vs. FDEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 2.34% | 2.67% |
FDEC FT Vest U.S. Equity Buffer ETF - December | 6.38% | 9.82% |
Correlation
The correlation between AIOO and FDEC is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 2, 2025 | 0.75 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AIOO vs. FDEC — Risk / Return Rank
AIOO
FDEC
AIOO vs. FDEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and FT Vest U.S. Equity Buffer ETF - December (FDEC). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| AIOO | FDEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.64 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.79 | 1.04 | +1.75 |
Drawdowns
AIOO vs. FDEC - Drawdown Comparison
The maximum AIOO drawdown since its inception was -0.74%, smaller than the maximum FDEC drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for AIOO and FDEC.
Loading charts...
Drawdown Indicators
| AIOO | FDEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.74% | -15.67% | +14.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.67% | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.19% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -2.57% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.12% | — |
Volatility
AIOO vs. FDEC - Volatility Comparison
Loading charts...
Volatility by Period
| AIOO | FDEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 7.62% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 11.21% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.99% | 11.01% | -9.02% |
AIOO vs. FDEC - Expense Ratio Comparison
AIOO has a 0.64% expense ratio, which is lower than FDEC's 0.85% expense ratio.
Dividends
AIOO vs. FDEC - Dividend Comparison
Neither AIOO nor FDEC has paid dividends to shareholders.
Frequently Asked Questions
AIOO and FDEC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIOO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIOO is cheaper with a 0.64% expense ratio, compared with 0.85% for FDEC.
AIOO and FDEC have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Allianz and FT Vest. Their fees differ too: 0.64% for AIOO and 0.85% for FDEC.
Find the right allocation for AIOO and FDEC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer