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DSEP vs. LITL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSEP vs. LITL - 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 Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL). 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 6.65% return, which is significantly lower than LITL's 15.04% return.


DSEP

1D
0.45%
1M
0.92%
6M
5.86%
YTD
6.65%
1Y
12.19%
3Y*
11.29%
5Y*
8.21%
10Y*
ALL TIME*
8.57%

LITL

1D
0.24%
1M
-2.40%
6M
12.72%
YTD
15.04%
1Y
31.53%
3Y*
5Y*
10Y*
ALL TIME*
28.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$390.97K$377.99K$486.45K
$92.88K$67.65K$57.85K

DSEP vs. LITL - Yearly Performance Comparison


Correlation

The correlation between DSEP and LITL is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.72

The correlation between DSEP and LITL has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

DSEP vs. LITL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSEP
DSEP Risk / Return Rank: 8181
Overall Rank
DSEP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DSEP Sortino Ratio Rank: 8383
Sortino Ratio Rank
DSEP Omega Ratio Rank: 8484
Omega Ratio Rank
DSEP Calmar Ratio Rank: 7171
Calmar Ratio Rank
DSEP Martin Ratio Rank: 8585
Martin Ratio Rank

LITL
LITL Risk / Return Rank: 7272
Overall Rank
LITL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LITL Sortino Ratio Rank: 7171
Sortino Ratio Rank
LITL Omega Ratio Rank: 6363
Omega Ratio Rank
LITL Calmar Ratio Rank: 8282
Calmar Ratio Rank
LITL Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSEP vs. LITL - 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 Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DSEPLITLDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.49

3.05

-0.56

Martin ratioReturn relative to average drawdown

12.12

9.55

+2.57

DSEP vs. LITL - Sharpe Ratio Comparison

The current DSEP Sharpe Ratio is 1.88, which is comparable to the LITL Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DSEP and LITL, 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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Drawdowns

DSEP vs. LITL - Drawdown Comparison

The maximum DSEP drawdown since its inception was -11.78%, which is greater than LITL's maximum drawdown of -9.32%. Use the drawdown chart below to compare losses from any high point for DSEP and LITL.


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Drawdown Indicators


DSEPLITLDifference

Max Drawdown

Largest peak-to-trough decline

-11.78%

-9.32%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-9.32%

+4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

Current Drawdown

Current decline from peak

0.00%

-2.98%

+2.98%

Average Drawdown

Average peak-to-trough decline

-1.81%

-2.24%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.98%

-2.05%

Volatility

DSEP vs. LITL - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - September (DSEP) is 1.51%, while Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL) has a volatility of 3.56%. This indicates that DSEP experiences smaller price fluctuations and is considered to be less risky than LITL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSEPLITLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.56%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.80%

12.19%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

6.03%

18.20%

-12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

18.33%

-10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

18.33%

-10.89%

DSEP vs. LITL - Expense Ratio Comparison

DSEP has a 0.85% expense ratio, which is lower than LITL's 0.91% expense ratio.


Dividends

DSEP vs. LITL - Dividend Comparison

DSEP has not paid dividends to shareholders, while LITL's dividend yield for the trailing twelve months is around 1.67%.


Frequently Asked Questions


DSEP and LITL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LITL has higher volatility (3.56%) compared to DSEP (1.51%). In terms of maximum drawdown, DSEP dropped -11.78% vs LITL's -9.32%.

On 1-year performance, LITL leads with 31.53% vs 12.19% for DSEP. On fees, DSEP is cheaper at 0.85% per year. On volatility, DSEP has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LITL has performed better with a 31.53% return vs 12.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DSEP is cheaper with a 0.85% expense ratio, compared with 0.91% for LITL.

LITL has the higher dividend yield at 1.67%, compared with 0.00% for DSEP.

DSEP is categorized as Options Trading, while LITL is Small Cap Blend Equities. They also come from different issuers: FT Vest and Simplify. Their fees differ too: 0.85% for DSEP and 0.91% for LITL.

DSEP currently has the higher Sharpe Ratio (1.88 vs 1.57), 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.

Portfolio Optimizer

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