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DGOC vs. QB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGOC vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Digital Return ETF - October (DGOC) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGOC achieves a 3.62% return, which is significantly lower than QB's 6.95% return.


DGOC

1D
-0.34%
1M
0.62%
YTD
3.62%
6M
4.34%
1Y
3Y*
5Y*
10Y*

QB

1D
-3.00%
1M
-1.90%
YTD
6.95%
6M
6.54%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGOC vs. QB - Yearly Performance Comparison


Correlation

The correlation between DGOC and QB is 0.71, 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 Oct 21, 2025

0.71

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Return for Risk

DGOC vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Digital Return ETF - October (DGOC) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.

DGOC vs. QB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DGOCQBDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

2.15

-0.35

Drawdowns

DGOC vs. QB - Drawdown Comparison

The maximum DGOC drawdown since its inception was -2.95%, smaller than the maximum QB drawdown of -3.47%. Use the drawdown chart below to compare losses from any high point for DGOC and QB.


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Drawdown Indicators


DGOCQBDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-3.47%

+0.52%

Current Drawdown

Current decline from peak

-0.34%

-3.47%

+3.13%

Average Drawdown

Average peak-to-trough decline

-0.39%

-0.36%

-0.03%

Volatility

DGOC vs. QB - Volatility Comparison


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Volatility by Period


DGOCQBDifference

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

6.54%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

6.54%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.70%

6.54%

-1.84%

DGOC vs. QB - Expense Ratio Comparison

DGOC has a 0.85% expense ratio, which is higher than QB's 0.58% expense ratio.


Dividends

DGOC vs. QB - Dividend Comparison

DGOC has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.64%.


Frequently Asked Questions


DGOC and QB have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QB is cheaper with a 0.58% expense ratio, compared with 0.85% for DGOC.

QB has the higher dividend yield at 0.64%, compared with 0.00% for DGOC.

They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.85% for DGOC and 0.58% for QB.

Portfolio Optimizer

Find the right allocation for DGOC and QB

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