DAUG vs. KAPR
Compare and contrast key facts about FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) and Innovator Russell 2000 Power Buffer ETF - April (KAPR).
DAUG and KAPR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DAUG is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Nov 6, 2019. KAPR is a passively managed fund by Innovator that tracks the performance of the Russell 2000 Index. It was launched on Mar 31, 2020. Both DAUG and KAPR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DAUG vs. KAPR - Performance Comparison
Loading graphics...
DAUG vs. KAPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DAUG FT Vest U.S. Equity Deep Buffer ETF - August | -1.37% | 11.75% | 12.00% | 13.85% | -11.95% | 6.71% | 19.70% |
KAPR Innovator Russell 2000 Power Buffer ETF - April | 3.19% | 7.42% | 12.10% | 15.36% | -8.14% | 2.48% | 21.17% |
Returns By Period
In the year-to-date period, DAUG achieves a -1.37% return, which is significantly lower than KAPR's 3.19% return.
DAUG
- 1D
- 0.42%
- 1M
- -2.09%
- YTD
- -1.37%
- 6M
- 0.09%
- 1Y
- 12.50%
- 3Y*
- 10.84%
- 5Y*
- 5.26%
- 10Y*
- —
KAPR
- 1D
- 0.62%
- 1M
- 1.14%
- YTD
- 3.19%
- 6M
- 5.99%
- 1Y
- 17.50%
- 3Y*
- 10.87%
- 5Y*
- 6.01%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DAUG vs. KAPR - Expense Ratio Comparison
DAUG has a 0.85% expense ratio, which is higher than KAPR's 0.79% expense ratio.
Return for Risk
DAUG vs. KAPR — Risk / Return Rank
DAUG
KAPR
DAUG vs. KAPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) and Innovator Russell 2000 Power Buffer ETF - April (KAPR). 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.
| DAUG | KAPR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.72 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.93 | 2.47 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.10 | -0.25 |
Martin ratioReturn relative to average drawdown | 9.65 | 12.86 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DAUG | KAPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.72 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.51 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.73 | -0.09 |
Correlation
The correlation between DAUG and KAPR is 0.72, 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
DAUG vs. KAPR - Dividend Comparison
Neither DAUG nor KAPR has paid dividends to shareholders.
Drawdowns
DAUG vs. KAPR - Drawdown Comparison
The maximum DAUG drawdown since its inception was -15.34%, smaller than the maximum KAPR drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for DAUG and KAPR.
Loading graphics...
Drawdown Indicators
| DAUG | KAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.34% | -16.91% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -8.39% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.34% | -16.91% | +1.57% |
Current DrawdownCurrent decline from peak | -2.46% | 0.00% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -4.02% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 1.37% | -0.05% |
Volatility
DAUG vs. KAPR - Volatility Comparison
FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) has a higher volatility of 3.00% compared to Innovator Russell 2000 Power Buffer ETF - April (KAPR) at 1.70%. This indicates that DAUG's price experiences larger fluctuations and is considered to be riskier than KAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DAUG | KAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 1.70% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 4.54% | 3.93% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.68% | 10.19% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.01% | 11.77% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.36% | 11.72% | -2.36% |