DMAR vs. APRQ

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Innovator Premium Income 40 Barrier ETF - April (APRQ).

DMAR and APRQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMAR is an actively managed fund by FT Vest. It was launched on Mar 18, 2021. APRQ is an actively managed fund by Innovator. It was launched on Mar 31, 2023.

Performance

DMAR vs. APRQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Innovator Premium Income 40 Barrier ETF - April (APRQ). The values are adjusted to include any dividend payments, if applicable.

DMAR vs. APRQ - Yearly Performance Comparison

	2026 (YTD)
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	1.10%
APRQ Innovator Premium Income 40 Barrier ETF - April	0.00%

Returns By Period

DMAR

• 1D: 1.41%
• 1M: 0.84%
• YTD: 1.79%
• 6M: 4.00%
• 1Y: 12.53%
• 3Y*: 11.15%
• 5Y*: 7.05%
• 10Y*: —

APRQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DMAR vs. APRQ - Expense Ratio Comparison

DMAR has a 0.85% expense ratio, which is higher than APRQ's 0.79% expense ratio.

DMAR

FT Cboe Vest U.S. Equity Deep Buffer ETF - March

APRQ

Innovator Premium Income 40 Barrier ETF - April

Return for Risk

DMAR vs. APRQ — Risk / Return Rank

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

DMAR

DMAR Risk / Return Rank: 87
DMAR Sharpe Ratio Rank: 83
DMAR Sortino Ratio Rank: 88
DMAR Omega Ratio Rank: 96
DMAR Calmar Ratio Rank: 76
DMAR Martin Ratio Rank: 93

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.

DMAR vs. APRQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and Innovator Premium Income 40 Barrier ETF - April (APRQ). 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.

	DMAR	APRQ	Difference
Sharpe ratio Return per unit of total volatility	1.66	—	—
Sortino ratio Return per unit of downside risk	2.45	—	—
Omega ratio Gain probability vs. loss probability	1.51	—	—
Calmar ratio Return relative to maximum drawdown	2.08	—	—
Martin ratio Return relative to average drawdown	13.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DMAR	APRQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	—	—

Dividends

DMAR vs. APRQ - Dividend Comparison

Neither DMAR nor APRQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DMAR vs. APRQ - Drawdown Comparison

The maximum DMAR drawdown since its inception was -9.84%, which is greater than APRQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DMAR and APRQ.

Drawdown Indicators

	DMAR	APRQ	Difference
Max Drawdown Largest peak-to-trough decline	-9.84%	0.00%	-9.84%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-9.84%	—	—
Current Drawdown Current decline from peak	-0.14%	0.00%	-0.14%
Average Drawdown Average peak-to-trough decline	-1.91%	0.00%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	—	—

Volatility

Volatility by Period

	DMAR	APRQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.59%	0.00%	+7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.06%	0.00%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.05%	0.00%	+7.05%