DIVB vs. QMAR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares U.S. Dividend and Buyback ETF (DIVB) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

DIVB and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVB is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend and Buyback Index. It was launched on Nov 7, 2017. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

DIVB vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

DIVB vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DIVB iShares U.S. Dividend and Buyback ETF	2.14%	15.09%	18.59%	13.27%	-10.51%	19.00%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	1.87%	10.89%	16.11%	35.47%	-16.56%	12.31%

Returns By Period

In the year-to-date period, DIVB achieves a 2.14% return, which is significantly higher than QMAR's 1.87% return.

DIVB

• 1D: 1.47%
• 1M: -3.90%
• YTD: 2.14%
• 6M: 4.65%
• 1Y: 14.11%
• 3Y*: 16.30%
• 5Y*: 10.45%
• 10Y*: —

QMAR

• 1D: 2.41%
• 1M: 0.75%
• YTD: 1.87%
• 6M: 4.47%
• 1Y: 18.84%
• 3Y*: 14.87%
• 5Y*: 10.44%
• 10Y*: —

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

DIVB vs. QMAR - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR

FT Cboe Vest Nasdaq-100 Buffer ETF - March

DIVB

iShares U.S. Dividend and Buyback ETF

Return for Risk

DIVB vs. QMAR — Risk / Return Rank

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

DIVB

DIVB Risk / Return Rank: 54
DIVB Sharpe Ratio Rank: 53
DIVB Sortino Ratio Rank: 51
DIVB Omega Ratio Rank: 54
DIVB Calmar Ratio Rank: 53
DIVB Martin Ratio Rank: 58

QMAR

QMAR Risk / Return Rank: 85
QMAR Sharpe Ratio Rank: 78
QMAR Sortino Ratio Rank: 85
QMAR Omega Ratio Rank: 95
QMAR Calmar Ratio Rank: 76
QMAR Martin Ratio Rank: 94

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.

DIVB vs. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

	DIVB	QMAR	Difference
Sharpe ratio Return per unit of total volatility	0.89	1.43	-0.54
Sortino ratio Return per unit of downside risk	1.28	2.27	-0.98
Omega ratio Gain probability vs. loss probability	1.19	1.46	-0.27
Calmar ratio Return relative to maximum drawdown	1.23	2.03	-0.81
Martin ratio Return relative to average drawdown	5.30	14.07	-8.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVB vs. QMAR - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 0.89, which is lower than the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DIVB and QMAR, 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

	DIVB	QMAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	1.43	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.75	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.76	-0.09

Correlation

The correlation between DIVB and QMAR is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DIVB vs. QMAR - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.51%, while QMAR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIVB iShares U.S. Dividend and Buyback ETF	2.51%	2.50%	2.61%	3.18%	2.02%	1.63%	2.08%	2.07%	2.52%	0.37%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DIVB vs. QMAR - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for DIVB and QMAR.

Drawdown Indicators

	DIVB	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-36.93%	-19.83%	-17.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.59%	-9.23%	-3.36%
Max Drawdown (5Y) Largest decline over 5 years	-21.08%	-19.83%	-1.25%
Current Drawdown Current decline from peak	-4.96%	-0.88%	-4.08%
Average Drawdown Average peak-to-trough decline	-5.07%	-3.40%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	1.33%	+1.58%

Volatility

DIVB vs. QMAR - Volatility Comparison

iShares U.S. Dividend and Buyback ETF (DIVB) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) have volatilities of 3.67% and 3.50%, 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

	DIVB	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	3.50%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.49%	4.62%	+3.87%
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	13.25%	+2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	14.05%	+1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.49%	14.03%	+4.46%