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DSEP vs. DNOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSEP vs. DNOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP) and FT Vest U.S. Equity Deep Buffer ETF - November (DNOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSEP achieves a 5.26% return, which is significantly higher than DNOV's 4.78% return.


DSEP

1D
-0.19%
1M
1.98%
YTD
5.26%
6M
5.65%
1Y
14.32%
3Y*
12.47%
5Y*
8.02%
10Y*

DNOV

1D
-0.18%
1M
1.78%
YTD
4.78%
6M
5.27%
1Y
17.37%
3Y*
13.14%
5Y*
8.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSEP vs. DNOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DSEP
FT Cboe Vest U.S. Equity Deep Buffer ETF - September
5.26%10.75%11.29%18.87%-7.45%6.42%4.91%
DNOV
FT Vest U.S. Equity Deep Buffer ETF - November
4.78%13.93%10.71%18.52%-7.50%6.03%5.91%

Correlation

The correlation between DSEP and DNOV is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2020

0.88

The correlation between DSEP and DNOV has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

DSEP vs. DNOV — Risk / Return Rank

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

DSEP
DSEP Risk / Return Rank: 7777
Overall Rank
DSEP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DSEP Sortino Ratio Rank: 8181
Sortino Ratio Rank
DSEP Omega Ratio Rank: 8383
Omega Ratio Rank
DSEP Calmar Ratio Rank: 6565
Calmar Ratio Rank
DSEP Martin Ratio Rank: 8080
Martin Ratio Rank

DNOV
DNOV Risk / Return Rank: 8989
Overall Rank
DNOV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DNOV Sortino Ratio Rank: 9393
Sortino Ratio Rank
DNOV Omega Ratio Rank: 9393
Omega Ratio Rank
DNOV Calmar Ratio Rank: 8080
Calmar Ratio Rank
DNOV Martin Ratio Rank: 9191
Martin Ratio Rank
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.

DSEP vs. DNOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP) and FT Vest U.S. Equity Deep Buffer ETF - November (DNOV). 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.


DSEPDNOVDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.50

1.64

-0.14

Calmar ratioReturn relative to maximum drawdown

3.17

4.17

-1.01

Martin ratioReturn relative to average drawdown

15.66

22.39

-6.73

DSEP vs. DNOV - Sharpe Ratio Comparison

The current DSEP Sharpe Ratio is 2.45, which is comparable to the DNOV Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of DSEP and DNOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DSEPDNOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

3.05

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.07

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.91

+0.23

Drawdowns

DSEP vs. DNOV - Drawdown Comparison

The maximum DSEP drawdown since its inception was -11.78%, smaller than the maximum DNOV drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for DSEP and DNOV.


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Drawdown Indicators


DSEPDNOVDifference

Max Drawdown

Largest peak-to-trough decline

-11.78%

-15.03%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-4.18%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-9.93%

-9.98%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

-9.98%

-1.80%

Current Drawdown

Current decline from peak

-0.19%

-0.18%

-0.01%

Average Drawdown

Average peak-to-trough decline

-1.85%

-2.01%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.78%

+0.14%

Volatility

DSEP vs. DNOV - Volatility Comparison

FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP) has a higher volatility of 0.93% compared to FT Vest U.S. Equity Deep Buffer ETF - November (DNOV) at 0.84%. This indicates that DSEP's price experiences larger fluctuations and is considered to be riskier than DNOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSEPDNOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.84%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.55%

4.22%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

5.73%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

7.61%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.47%

9.04%

-1.57%

DSEP vs. DNOV - Expense Ratio Comparison

Both DSEP and DNOV have an expense ratio of 0.85%.


Dividends

DSEP vs. DNOV - Dividend Comparison

Neither DSEP nor DNOV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, DSEP and DNOV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DSEP has higher volatility (0.93%) compared to DNOV (0.84%). In terms of maximum drawdown, DSEP dropped -11.78% vs DNOV's -15.03%.

On 5-year performance, DNOV leads with 8.14% vs 8.02% for DSEP. Both ETFs have the same 0.85% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DNOV has performed better with a 8.14% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DSEP and DNOV have the same expense ratio: 0.85% per year.

DSEP and DNOV have nearly identical dividend yields, around 0.00%.

DSEP is categorized as Options Trading, while DNOV is Defined Outcome. DSEP tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect September Series Index, while DNOV tracks S&P 500.

DNOV currently has the higher Sharpe Ratio (3.05 vs 2.45), 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.

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