FEBT vs. FFEB

In the year-to-date period, FEBT achieves a -0.68% return, which is significantly lower than FFEB's 1.00% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

FEBT has a 0.74% expense ratio, which is lower than FFEB's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB). 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.

The current FEBT Sharpe Ratio is 0.69, which is comparable to the FFEB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FEBT and FFEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FEBT nor FFEB has paid dividends to shareholders.

The maximum FEBT drawdown since its inception was -13.19%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for FEBT and FFEB. For additional features, visit the drawdowns tool.

Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) have volatilities of 4.32% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.