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FFEB vs. FEBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FFEB vs. FEBT

Last updated May 11, 2025

Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT).

FFEB and FEBT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFEB is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Feb 21, 2020. FEBT is an actively managed fund by Allianz. It was launched on Feb 1, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFEB or FEBT.

Correlation

The correlation between FFEB and FEBT is 0.95, 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.

Performance

FFEB vs. FEBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFEB:

0.69

FEBT:

0.52

Sortino Ratio

FFEB:

1.08

FEBT:

0.85

Omega Ratio

FFEB:

1.19

FEBT:

1.15

Calmar Ratio

FFEB:

0.75

FEBT:

0.50

Martin Ratio

FFEB:

3.41

FEBT:

2.16

Ulcer Index

FFEB:

2.61%

FEBT:

3.07%

Daily Std Dev

FFEB:

12.57%

FEBT:

12.16%

Max Drawdown

FFEB:

-22.81%

FEBT:

-13.19%

Current Drawdown

FFEB:

-3.49%

FEBT:

-4.90%

Returns By Period

In the year-to-date period, FFEB achieves a -1.17% return, which is significantly higher than FEBT's -2.74% return.

FFEB

YTD

-1.17%

1M

5.69%

6M

-0.75%

1Y

8.41%

5Y*

11.69%

10Y*

N/A

FEBT

YTD

-2.74%

1M

5.43%

6M

-2.07%

1Y

6.24%

5Y*

N/A

10Y*

N/A

*Annualized

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FFEB vs. FEBT - Expense Ratio Comparison

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

FFEB
FT Cboe Vest U.S. Equity Buffer ETF - February
FEBT
Allianzim U.S. Large Cap Buffer10 Feb ETF

Risk-Adjusted Performance

FFEB vs. FEBT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FFEB
The Risk-Adjusted Performance Rank of FFEB is 7575
Overall Rank
The Sharpe Ratio Rank of FFEB is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEB is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FFEB is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FFEB is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFEB is 7878
Martin Ratio Rank
FEBT
The Risk-Adjusted Performance Rank of FEBT is 6464
Overall Rank
The Sharpe Ratio Rank of FEBT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FEBT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FEBT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FEBT is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FEBT is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFEB vs. FEBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT). 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 FFEB Sharpe Ratio is 0.69, which is higher than the FEBT Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FFEB and FEBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

FFEB vs. FEBT - Dividend Comparison

Neither FFEB nor FEBT has paid dividends to shareholders.

TTM2024
FFEB
FT Cboe Vest U.S. Equity Buffer ETF - February		0.00%0.00%
FEBT
Allianzim U.S. Large Cap Buffer10 Feb ETF		0.00%0.28%

Drawdowns

FFEB vs. FEBT - Drawdown Comparison

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

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Volatility

FFEB vs. FEBT - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) has a higher volatility of 5.19% compared to Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) at 4.89%. This indicates that FFEB's price experiences larger fluctuations and is considered to be riskier than FEBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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