AUGW vs. XIMR

Last updated Jun 23, 2026

AUGW (AllianzIM U.S. Large Cap Buffer20 Aug ETF) and XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) are both Options Trading funds. Both are actively managed. Over the past year, AUGW returned 13.11% vs 8.49% for XIMR. A 0.63 correlation means they provide meaningful diversification when combined. AUGW charges 0.74%/yr vs 0.85%/yr for XIMR.

Performance

AUGW vs. XIMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer20 Aug ETF (AUGW) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AUGW having a 4.44% return and XIMR slightly lower at 4.31%.

AUGW

• 1D: 0.09%
• 1M: 0.56%
• YTD: 4.44%
• 6M: 4.48%
• 1Y: 13.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XIMR

• 1D: -0.02%
• 1M: 0.28%
• YTD: 4.31%
• 6M: 4.51%
• 1Y: 8.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AUGW vs. XIMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AUGW AllianzIM U.S. Large Cap Buffer20 Aug ETF	4.44%	11.19%	8.68%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	4.31%	6.80%	5.75%

Correlation

The correlation between AUGW and XIMR is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024	0.63

The correlation between AUGW and XIMR has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

Return for Risk

AUGW vs. XIMR — Risk / Return Rank

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

AUGW

AUGW Risk / Return Rank: 90
AUGW Sharpe Ratio Rank: 90
AUGW Sortino Ratio Rank: 93
AUGW Omega Ratio Rank: 93
AUGW Calmar Ratio Rank: 81
AUGW Martin Ratio Rank: 92

XIMR

XIMR Risk / Return Rank: 97
XIMR Sharpe Ratio Rank: 96
XIMR Sortino Ratio Rank: 98
XIMR Omega Ratio Rank: 98
XIMR Calmar Ratio Rank: 95
XIMR Martin Ratio Rank: 98

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.

AUGW vs. XIMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer20 Aug ETF (AUGW) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). 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.

	AUGW	XIMR	Difference
Sharpe ratio: Return per unit of total volatility	2.89	4.12	-1.22
Sortino ratio: Return per unit of downside risk	4.37	7.61	-3.23
Omega ratio: Gain probability vs. loss probability	1.62	2.33	-0.71
Calmar ratio: Return relative to maximum drawdown	4.12	7.87	-3.75
Martin ratio: Return relative to average drawdown	22.35	64.30	-41.95

AUGW vs. XIMR - Sharpe Ratio Comparison

The current AUGW Sharpe Ratio is 2.89, which is comparable to the XIMR Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of AUGW and XIMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AUGW vs. XIMR - Drawdown Comparison

The maximum AUGW drawdown since its inception was -8.76%, which is greater than XIMR's maximum drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for AUGW and XIMR.

Drawdown Indicators

	AUGW	XIMR	Difference
Max Drawdown Largest peak-to-trough decline	-8.76%	-5.12%	-3.64%
Max Drawdown (1Y) Largest decline over 1 year	-3.20%	-1.08%	-2.12%
Current Drawdown Current decline from peak	-0.01%	-0.14%	+0.13%
Average Drawdown Average peak-to-trough decline	-0.73%	-0.17%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.59%	0.13%	+0.46%

Volatility

AUGW vs. XIMR - Volatility Comparison

AllianzIM U.S. Large Cap Buffer20 Aug ETF (AUGW) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) have volatilities of 0.79% and 0.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUGW	XIMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.79%	0.77%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	3.42%	1.78%	+1.64%
Volatility (1Y) Calculated over the trailing 1-year period	4.56%	2.07%	+2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.72%	4.34%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.72%	4.34%	+2.38%

AUGW vs. XIMR - Expense Ratio Comparison

AUGW has a 0.74% expense ratio, which is lower than XIMR's 0.85% expense ratio.

Dividends

AUGW vs. XIMR - Dividend Comparison

AUGW has not paid dividends to shareholders, while XIMR's dividend yield for the trailing twelve months is around 6.42%.

Position	TTM	2025	2024
AUGW AllianzIM U.S. Large Cap Buffer20 Aug ETF	0.00%	0.00%	0.00%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	6.42%	6.41%	4.44%

Frequently Asked Questions

Can I hold both AUGW and XIMR in my portfolio?

AUGW and XIMR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AUGW or XIMR?

AUGW has higher volatility (0.79%) compared to XIMR (0.77%). In terms of maximum drawdown, AUGW dropped -8.76% vs XIMR's -5.12%.

Which ETF is better, AUGW or XIMR?

On 1-year performance, AUGW leads with 13.11% vs 8.49% for XIMR. On fees, AUGW is cheaper at 0.74% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AUGW or XIMR?

Over the 1-year period, AUGW has performed better with a 13.11% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AUGW or XIMR?

AUGW is cheaper with a 0.74% expense ratio, compared with 0.85% for XIMR.

Which ETF pays a higher dividend yield, AUGW or XIMR?

XIMR has the higher dividend yield at 6.42%, compared with 0.00% for AUGW.

What is the main difference between AUGW and XIMR?

They also come from different issuers: Allianz and FT Vest. Their fees differ too: 0.74% for AUGW and 0.85% for XIMR.

Which has better risk-adjusted returns?

XIMR currently has the higher Sharpe Ratio (4.12 vs 2.89), 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.