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APRQ vs. XAUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APRQ vs. XAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - April (APRQ) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


APRQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

XAUG

1D
0.01%
1M
1.10%
YTD
4.02%
6M
4.89%
1Y
10.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APRQ vs. XAUG - Yearly Performance Comparison


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Return for Risk

APRQ vs. XAUG — Risk / Return Rank

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

APRQ

XAUG
XAUG Risk / Return Rank: 8080
Overall Rank
XAUG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XAUG Sortino Ratio Rank: 7979
Sortino Ratio Rank
XAUG Omega Ratio Rank: 8888
Omega Ratio Rank
XAUG Calmar Ratio Rank: 7070
Calmar Ratio Rank
XAUG Martin Ratio Rank: 8787
Martin Ratio Rank
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.

APRQ vs. XAUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - April (APRQ) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG). 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.

APRQ vs. XAUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


APRQXAUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

Drawdowns

APRQ vs. XAUG - Drawdown Comparison

The maximum APRQ drawdown since its inception was 0.00%, smaller than the maximum XAUG drawdown of -8.70%. Use the drawdown chart below to compare losses from any high point for APRQ and XAUG.


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Drawdown Indicators


APRQXAUGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.70%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.47%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

APRQ vs. XAUG - Volatility Comparison


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Volatility by Period


APRQXAUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.41%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.51%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.51%

-6.51%

APRQ vs. XAUG - Expense Ratio Comparison

APRQ has a 0.79% expense ratio, which is lower than XAUG's 0.85% expense ratio.


Dividends

APRQ vs. XAUG - Dividend Comparison

Neither APRQ nor XAUG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, APRQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

APRQ is cheaper with a 0.79% expense ratio, compared with 0.85% for XAUG.

APRQ and XAUG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Innovator and FT Vest. Their fees differ too: 0.79% for APRQ and 0.85% for XAUG.

Portfolio Optimizer

Find the right allocation for APRQ and XAUG

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