EOCT vs. YSEP

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator Emerging Markets Power Buffer ETF - October (EOCT) and FT Cboe Vest International Equity Buffer ETF - September (YSEP).

EOCT and YSEP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EOCT is an actively managed fund by Innovator. It was launched on Sep 30, 2021. YSEP is an actively managed fund by FT Vest. It was launched on Sep 17, 2021.

Performance

EOCT vs. YSEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - October (EOCT) and FT Cboe Vest International Equity Buffer ETF - September (YSEP). The values are adjusted to include any dividend payments, if applicable.

EOCT vs. YSEP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EOCT Innovator Emerging Markets Power Buffer ETF - October	0.91%	22.03%	9.66%	6.26%	-10.75%	-0.50%
YSEP FT Cboe Vest International Equity Buffer ETF - September	0.60%	19.88%	4.63%	15.48%	-9.75%	1.14%

Returns By Period

In the year-to-date period, EOCT achieves a 0.91% return, which is significantly higher than YSEP's 0.60% return.

EOCT

• 1D: 1.81%
• 1M: -4.00%
• YTD: 0.91%
• 6M: 2.77%
• 1Y: 19.93%
• 3Y*: 11.33%
• 5Y*: —
• 10Y*: —

YSEP

• 1D: 1.55%
• 1M: -3.52%
• YTD: 0.60%
• 6M: 2.63%
• 1Y: 15.14%
• 3Y*: 10.81%
• 5Y*: —
• 10Y*: —

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

EOCT vs. YSEP - Expense Ratio Comparison

EOCT has a 0.89% expense ratio, which is lower than YSEP's 0.90% expense ratio.

YSEP

FT Cboe Vest International Equity Buffer ETF - September

EOCT

Innovator Emerging Markets Power Buffer ETF - October

Return for Risk

EOCT vs. YSEP — Risk / Return Rank

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

EOCT

EOCT Risk / Return Rank: 90
EOCT Sharpe Ratio Rank: 89
EOCT Sortino Ratio Rank: 91
EOCT Omega Ratio Rank: 90
EOCT Calmar Ratio Rank: 90
EOCT Martin Ratio Rank: 92

YSEP

YSEP Risk / Return Rank: 84
YSEP Sharpe Ratio Rank: 82
YSEP Sortino Ratio Rank: 84
YSEP Omega Ratio Rank: 83
YSEP Calmar Ratio Rank: 85
YSEP Martin Ratio Rank: 86

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.

EOCT vs. YSEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - October (EOCT) and FT Cboe Vest International Equity Buffer ETF - September (YSEP). 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.

	EOCT	YSEP	Difference
Sharpe ratio Return per unit of total volatility	1.91	1.62	+0.29
Sortino ratio Return per unit of downside risk	2.67	2.26	+0.41
Omega ratio Gain probability vs. loss probability	1.39	1.33	+0.06
Calmar ratio Return relative to maximum drawdown	3.04	2.63	+0.42
Martin ratio Return relative to average drawdown	12.67	10.33	+2.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EOCT vs. YSEP - Sharpe Ratio Comparison

The current EOCT Sharpe Ratio is 1.91, which is comparable to the YSEP Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of EOCT and YSEP, 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

	EOCT	YSEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	1.62	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.53	-0.05

Correlation

The correlation between EOCT and YSEP is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EOCT vs. YSEP - Dividend Comparison

Neither EOCT nor YSEP has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EOCT vs. YSEP - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, smaller than the maximum YSEP drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for EOCT and YSEP.

Drawdown Indicators

	EOCT	YSEP	Difference
Max Drawdown Largest peak-to-trough decline	-20.35%	-22.58%	+2.23%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	-5.65%	-0.92%
Current Drawdown Current decline from peak	-4.23%	-3.53%	-0.70%
Average Drawdown Average peak-to-trough decline	-5.88%	-4.28%	-1.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	1.44%	+0.14%

Volatility

EOCT vs. YSEP - Volatility Comparison

Innovator Emerging Markets Power Buffer ETF - October (EOCT) has a higher volatility of 4.79% compared to FT Cboe Vest International Equity Buffer ETF - September (YSEP) at 4.11%. This indicates that EOCT's price experiences larger fluctuations and is considered to be riskier than YSEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EOCT	YSEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	4.11%	+0.68%
Volatility (6M) Calculated over the trailing 6-month period	6.68%	5.75%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	10.48%	9.37%	+1.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.41%	11.50%	-0.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.41%	11.50%	-0.09%