GMAR vs. XDOC

Last updated Jun 4, 2026

GMAR (FT Cboe Vest U.S. Equity Moderate Buffer ETF - March) and XDOC (Innovator U.S. Equity Accelerated ETF - October) are both Options Trading funds. Both are actively managed. GMAR charges 0.85%/yr vs 0.79%/yr for XDOC.

Performance

GMAR vs. XDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - March (GMAR) and Innovator U.S. Equity Accelerated ETF - October (XDOC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GMAR

• 1D: -0.09%
• 1M: 1.52%
• YTD: 7.89%
• 6M: 8.66%
• 1Y: 15.30%
• 3Y*: 12.24%
• 5Y*: —
• 10Y*: —

XDOC

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GMAR vs. XDOC - Yearly Performance Comparison

	2026 (YTD)
GMAR FT Cboe Vest U.S. Equity Moderate Buffer ETF - March	7.21%
XDOC Innovator U.S. Equity Accelerated ETF - October	0.00%

GMAR vs. XDOC - Sectors Allocation Comparison

Sectors	GMAR	XDOC
Technology	36.2%	35.4%
Financial Services	11.9%	13.3%
Communication Services	10.9%	10.6%
Consumer Cyclical	10.1%	10.7%
Healthcare	8.4%	8.7%
Industrials	8.1%	7.5%
Consumer Defensive	4.9%	4.9%
Energy	3.5%	3.0%
Utilities	2.3%	2.4%
Real Estate	1.9%	1.9%
Basic Materials	1.8%	1.6%

Return for Risk

GMAR vs. XDOC — Risk / Return Rank

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

GMAR

GMAR Risk / Return Rank: 97
GMAR Sharpe Ratio Rank: 95
GMAR Sortino Ratio Rank: 97
GMAR Omega Ratio Rank: 98
GMAR Calmar Ratio Rank: 95
GMAR Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GMAR vs. XDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - March (GMAR) and Innovator U.S. Equity Accelerated ETF - October (XDOC). 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.

	GMAR	XDOC	Difference
Sharpe ratio Return per unit of total volatility	3.94	—	—
Sortino ratio Return per unit of downside risk	6.60	—	—
Omega ratio Gain probability vs. loss probability	2.02	—	—
Calmar ratio Return relative to maximum drawdown	8.56	—	—
Martin ratio Return relative to average drawdown	59.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GMAR	XDOC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.91	—	—

Drawdowns

GMAR vs. XDOC - Drawdown Comparison

The maximum GMAR drawdown since its inception was -9.11%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GMAR and XDOC.

Drawdown Indicators

	GMAR	XDOC	Difference
Max Drawdown Largest peak-to-trough decline	-9.11%	0.00%	-9.11%
Max Drawdown (1Y) Largest decline over 1 year	-1.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.11%	—	—
Current Drawdown Current decline from peak	-0.10%	0.00%	-0.10%
Average Drawdown Average peak-to-trough decline	-0.54%	0.00%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.26%	—	—

Volatility

Volatility by Period

	GMAR	XDOC	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.90%	0.00%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.84%	0.00%	+6.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.84%	0.00%	+6.84%

GMAR vs. XDOC - Expense Ratio Comparison

GMAR has a 0.85% expense ratio, which is higher than XDOC's 0.79% expense ratio.

Dividends

GMAR vs. XDOC - Dividend Comparison

Neither GMAR nor XDOC has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, GMAR or XDOC?

On fees, XDOC is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GMAR or XDOC?

XDOC is cheaper with a 0.79% expense ratio, compared with 0.85% for GMAR.

Which ETF pays a higher dividend yield, GMAR or XDOC?

GMAR and XDOC have nearly identical dividend yields, around 0.00%.

What is the main difference between GMAR and XDOC?

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for GMAR and 0.79% for XDOC.