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

Correlation

The correlation between SIXO and FFEB is 0.94, 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

SIXO vs. FFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SIXO:

0.69

FFEB:

0.69

Sortino Ratio

SIXO:

1.09

FFEB:

1.08

Omega Ratio

SIXO:

1.17

FFEB:

1.19

Calmar Ratio

SIXO:

0.66

FFEB:

0.75

Martin Ratio

SIXO:

2.72

FFEB:

3.41

Ulcer Index

SIXO:

2.89%

FFEB:

2.61%

Daily Std Dev

SIXO:

10.82%

FFEB:

12.57%

Max Drawdown

SIXO:

-12.04%

FFEB:

-22.81%

Current Drawdown

SIXO:

-4.62%

FFEB:

-3.49%

Returns By Period

In the year-to-date period, SIXO achieves a -1.85% return, which is significantly lower than FFEB's -1.17% return.


SIXO

YTD

-1.85%

1M

4.74%

6M

-1.97%

1Y

7.38%

5Y*

N/A

10Y*

N/A

FFEB

YTD

-1.17%

1M

5.69%

6M

-0.75%

1Y

8.41%

5Y*

11.69%

10Y*

N/A

*Annualized

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SIXO vs. FFEB - Expense Ratio Comparison

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


Risk-Adjusted Performance

SIXO vs. FFEB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIXO
The Risk-Adjusted Performance Rank of SIXO is 7373
Overall Rank
The Sharpe Ratio Rank of SIXO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SIXO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SIXO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SIXO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SIXO is 7373
Martin Ratio Rank

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
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.

SIXO vs. FFEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO) 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 SIXO Sharpe Ratio is 0.69, which is comparable to the FFEB Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SIXO 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.


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Dividends

SIXO vs. FFEB - Dividend Comparison

Neither SIXO nor FFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SIXO vs. FFEB - Drawdown Comparison

The maximum SIXO drawdown since its inception was -12.04%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for SIXO and FFEB. For additional features, visit the drawdowns tool.


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Volatility

SIXO vs. FFEB - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (SIXO) is 3.92%, while FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) has a volatility of 5.19%. This indicates that SIXO experiences smaller price fluctuations and is considered to be less risky than FFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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