AUGT vs. ARLU

Last updated Apr 1, 2026

Compare and contrast key facts about AllianzIM U.S. Large Cap Buffer10 Aug ETF (AUGT) and Allianzim U.S. Equity Buffer15 Uncapped Apr ETF (ARLU).

AUGT and ARLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUGT is an actively managed fund by Allianz. It was launched on Jul 31, 2023. ARLU is an actively managed fund by Allianz. It was launched on Mar 28, 2024.

Performance

AUGT vs. ARLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Aug ETF (AUGT) and Allianzim U.S. Equity Buffer15 Uncapped Apr ETF (ARLU). The values are adjusted to include any dividend payments, if applicable.

AUGT vs. ARLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AUGT AllianzIM U.S. Large Cap Buffer10 Aug ETF	-2.22%	14.64%	11.29%
ARLU Allianzim U.S. Equity Buffer15 Uncapped Apr ETF	-5.35%	11.27%	9.00%

Returns By Period

In the year-to-date period, AUGT achieves a -2.22% return, which is significantly higher than ARLU's -5.35% return.

AUGT

• 1D: 1.98%
• 1M: -2.95%
• YTD: -2.22%
• 6M: -0.09%
• 1Y: 15.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARLU

• 1D: 2.91%
• 1M: -5.47%
• YTD: -5.35%
• 6M: -3.66%
• 1Y: 11.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AUGT vs. ARLU - Expense Ratio Comparison

Both AUGT and ARLU have an expense ratio of 0.74%.

AUGT

AllianzIM U.S. Large Cap Buffer10 Aug ETF

ARLU

Allianzim U.S. Equity Buffer15 Uncapped Apr ETF

Return for Risk

AUGT vs. ARLU — Risk / Return Rank

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

AUGT

AUGT Risk / Return Rank: 74
AUGT Sharpe Ratio Rank: 68
AUGT Sortino Ratio Rank: 71
AUGT Omega Ratio Rank: 76
AUGT Calmar Ratio Rank: 69
AUGT Martin Ratio Rank: 84

ARLU

ARLU Risk / Return Rank: 45
ARLU Sharpe Ratio Rank: 42
ARLU Sortino Ratio Rank: 42
ARLU Omega Ratio Rank: 41
ARLU Calmar Ratio Rank: 46
ARLU Martin Ratio Rank: 54

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.

AUGT vs. ARLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Aug ETF (AUGT) and Allianzim U.S. Equity Buffer15 Uncapped Apr ETF (ARLU). 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.

	AUGT	ARLU	Difference
Sharpe ratio Return per unit of total volatility	1.22	0.80	+0.41
Sortino ratio Return per unit of downside risk	1.82	1.21	+0.60
Omega ratio Gain probability vs. loss probability	1.29	1.17	+0.12
Calmar ratio Return relative to maximum drawdown	1.78	1.23	+0.55
Martin ratio Return relative to average drawdown	9.68	5.35	+4.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AUGT vs. ARLU - Sharpe Ratio Comparison

The current AUGT Sharpe Ratio is 1.22, which is higher than the ARLU Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AUGT and ARLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AUGT	ARLU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.22	0.80	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	0.56	+0.72

Correlation

The correlation between AUGT and ARLU is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AUGT vs. ARLU - Dividend Comparison

Neither AUGT nor ARLU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AUGT vs. ARLU - Drawdown Comparison

The maximum AUGT drawdown since its inception was -13.12%, smaller than the maximum ARLU drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for AUGT and ARLU.

Drawdown Indicators

	AUGT	ARLU	Difference
Max Drawdown Largest peak-to-trough decline	-13.12%	-15.38%	+2.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-9.66%	+0.88%
Current Drawdown Current decline from peak	-3.49%	-7.04%	+3.55%
Average Drawdown Average peak-to-trough decline	-1.28%	-2.30%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	2.21%	-0.60%

Volatility

AUGT vs. ARLU - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Aug ETF (AUGT) is 3.74%, while Allianzim U.S. Equity Buffer15 Uncapped Apr ETF (ARLU) has a volatility of 5.40%. This indicates that AUGT experiences smaller price fluctuations and is considered to be less risky than ARLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUGT	ARLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	5.40%	-1.66%
Volatility (6M) Calculated over the trailing 6-month period	5.95%	9.38%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.49%	13.99%	-1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.41%	12.79%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.41%	12.79%	-2.38%