FEBT vs. MAYT

In the year-to-date period, FEBT achieves a -2.74% return, which is significantly lower than MAYT's -0.87% return.

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Both FEBT and MAYT have an expense ratio of 0.74%.

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT). 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 0.52, which is comparable to the MAYT Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FEBT and MAYT, 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 MAYT has paid dividends to shareholders.

The maximum FEBT drawdown since its inception was -13.19%, which is greater than MAYT's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for FEBT and MAYT. For additional features, visit the drawdowns tool.

The current volatility for Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) is 4.89%, while AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) has a volatility of 5.46%. This indicates that FEBT experiences smaller price fluctuations and is considered to be less risky than MAYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.