FEBT vs. AIOO
FEBT (Allianzim U.S. Large Cap Buffer10 Feb ETF) and AIOO (AllianzIM U.S. Equity Buffer100 Protection ETF) are both exchange-traded funds - FEBT is a Options Trading fund actively managed by Allianz, while AIOO is a Defined Outcome fund actively managed by Allianz. Both are actively managed. A 0.75 correlation means they provide meaningful diversification when combined. FEBT charges 0.74%/yr vs 0.64%/yr for AIOO.
Performance
FEBT vs. AIOO - Performance Comparison
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Returns By Period
In the year-to-date period, FEBT achieves a 7.90% return, which is significantly higher than AIOO's 2.34% return.
FEBT
- 1D
- -0.34%
- 1M
- 2.78%
- YTD
- 7.90%
- 6M
- 8.78%
- 1Y
- 20.34%
- 3Y*
- 16.37%
- 5Y*
- —
- 10Y*
- —
AIOO
- 1D
- -0.13%
- 1M
- 1.13%
- YTD
- 2.34%
- 6M
- 2.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FEBT vs. AIOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FEBT Allianzim U.S. Large Cap Buffer10 Feb ETF | 7.90% | 8.98% |
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 2.34% | 2.67% |
Correlation
The correlation between FEBT and AIOO is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 2, 2025 | 0.75 |
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Return for Risk
FEBT vs. AIOO — Risk / Return Rank
FEBT
AIOO
FEBT vs. AIOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.
| FEBT | AIOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.52 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | — | — |
| Martin ratioReturn relative to average drawdown | 17.26 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEBT | AIOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.64 | 2.79 | -1.14 |
Drawdowns
FEBT vs. AIOO - Drawdown Comparison
The maximum FEBT drawdown since its inception was -13.19%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for FEBT and AIOO.
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Drawdown Indicators
| FEBT | AIOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.19% | -0.74% | -12.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.19% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.13% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -1.18% | -0.17% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | — | — |
Volatility
FEBT vs. AIOO - Volatility Comparison
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Volatility by Period
| FEBT | AIOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 1.99% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 1.99% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.75% | 1.99% | +7.76% |
FEBT vs. AIOO - Expense Ratio Comparison
FEBT has a 0.74% expense ratio, which is higher than AIOO's 0.64% expense ratio.
Dividends
FEBT vs. AIOO - Dividend Comparison
Neither FEBT nor AIOO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 0.00% | 0.00% | 0.00% |
FEBT Allianzim U.S. Large Cap Buffer10 Feb ETF | 0.00% | 0.00% | 0.28% |
Frequently Asked Questions
FEBT and AIOO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIOO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIOO is cheaper with a 0.64% expense ratio, compared with 0.74% for FEBT.
FEBT and AIOO have nearly identical dividend yields, around 0.00%.
FEBT is categorized as Options Trading, while AIOO is Defined Outcome. Their fees differ too: 0.74% for FEBT and 0.64% for AIOO.
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