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FFEB vs. VGWE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFEB and VGWE.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

FFEB vs. VGWE.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
58.96%
62.00%
FFEB
VGWE.DE

Key characteristics

Sharpe Ratio

FFEB:

0.47

VGWE.DE:

0.21

Sortino Ratio

FFEB:

0.74

VGWE.DE:

0.34

Omega Ratio

FFEB:

1.13

VGWE.DE:

1.05

Calmar Ratio

FFEB:

0.48

VGWE.DE:

0.17

Martin Ratio

FFEB:

2.54

VGWE.DE:

0.86

Ulcer Index

FFEB:

2.26%

VGWE.DE:

3.31%

Daily Std Dev

FFEB:

12.29%

VGWE.DE:

13.55%

Max Drawdown

FFEB:

-22.81%

VGWE.DE:

-16.43%

Current Drawdown

FFEB:

-8.20%

VGWE.DE:

-11.76%

Returns By Period

In the year-to-date period, FFEB achieves a -5.99% return, which is significantly lower than VGWE.DE's -5.45% return.


FFEB

YTD

-5.99%

1M

-4.88%

6M

-4.49%

1Y

6.20%

5Y*

11.02%

10Y*

N/A

VGWE.DE

YTD

-5.45%

1M

-8.48%

6M

-6.39%

1Y

3.55%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FFEB vs. VGWE.DE - Expense Ratio Comparison

FFEB has a 0.85% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.


FFEB
FT Cboe Vest U.S. Equity Buffer ETF - February
Expense ratio chart for FFEB: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFEB: 0.85%
Expense ratio chart for VGWE.DE: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWE.DE: 0.29%

Risk-Adjusted Performance

FFEB vs. VGWE.DE — 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 6767
Overall Rank
The Sharpe Ratio Rank of FFEB is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FFEB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FFEB is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FFEB is 7272
Martin Ratio Rank

VGWE.DE
The Risk-Adjusted Performance Rank of VGWE.DE is 4646
Overall Rank
The Sharpe Ratio Rank of VGWE.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWE.DE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VGWE.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VGWE.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VGWE.DE is 4949
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. VGWE.DE - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for FFEB, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
FFEB: 0.39
VGWE.DE: 0.59
The chart of Sortino ratio for FFEB, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
FFEB: 0.64
VGWE.DE: 0.84
The chart of Omega ratio for FFEB, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
FFEB: 1.11
VGWE.DE: 1.12
The chart of Calmar ratio for FFEB, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
FFEB: 0.41
VGWE.DE: 0.66
The chart of Martin ratio for FFEB, currently valued at 2.14, compared to the broader market0.0020.0040.0060.00
FFEB: 2.14
VGWE.DE: 2.98

The current FFEB Sharpe Ratio is 0.47, which is higher than the VGWE.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FFEB and VGWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.39
0.59
FFEB
VGWE.DE

Dividends

FFEB vs. VGWE.DE - Dividend Comparison

Neither FFEB nor VGWE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFEB vs. VGWE.DE - Drawdown Comparison

The maximum FFEB drawdown since its inception was -22.81%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for FFEB and VGWE.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.20%
-4.61%
FFEB
VGWE.DE

Volatility

FFEB vs. VGWE.DE - Volatility Comparison

FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) have volatilities of 9.85% and 10.21%, 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.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.85%
10.21%
FFEB
VGWE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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