MAYT vs. MART

Last updated Apr 1, 2026

Compare and contrast key facts about AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART).

MAYT and MART are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAYT is an actively managed fund by Allianz. It was launched on Apr 28, 2023. MART is an actively managed fund by Allianz. It was launched on Feb 28, 2023.

Performance

MAYT vs. MART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). The values are adjusted to include any dividend payments, if applicable.

MAYT vs. MART - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAYT AllianzIM U.S. Large Cap Buffer10 May ETF	0.19%	11.29%	18.36%	11.98%
MART Allianzim U.S. Large Cap Buffer10 Mar ETF	-0.96%	14.93%	15.60%	12.04%

Returns By Period

In the year-to-date period, MAYT achieves a 0.19% return, which is significantly higher than MART's -0.96% return.

MAYT

• 1D: 1.74%
• 1M: -0.81%
• YTD: 0.19%
• 6M: 2.49%
• 1Y: 12.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MART

• 1D: 2.09%
• 1M: -3.15%
• YTD: -0.96%
• 6M: 1.74%
• 1Y: 14.62%
• 3Y*: 14.33%
• 5Y*: —
• 10Y*: —

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

MAYT vs. MART - Expense Ratio Comparison

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

MAYT

AllianzIM U.S. Large Cap Buffer10 May ETF

MART

Allianzim U.S. Large Cap Buffer10 Mar ETF

Return for Risk

MAYT vs. MART — Risk / Return Rank

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

MAYT

MAYT Risk / Return Rank: 67
MAYT Sharpe Ratio Rank: 60
MAYT Sortino Ratio Rank: 62
MAYT Omega Ratio Rank: 84
MAYT Calmar Ratio Rank: 53
MAYT Martin Ratio Rank: 77

MART

MART Risk / Return Rank: 74
MART Sharpe Ratio Rank: 68
MART Sortino Ratio Rank: 71
MART Omega Ratio Rank: 80
MART Calmar Ratio Rank: 66
MART Martin Ratio Rank: 83

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.

MAYT vs. MART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) and Allianzim U.S. Large Cap Buffer10 Mar ETF (MART). 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.

	MAYT	MART	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.21	-0.14
Sortino ratio Return per unit of downside risk	1.61	1.81	-0.20
Omega ratio Gain probability vs. loss probability	1.34	1.31	+0.02
Calmar ratio Return relative to maximum drawdown	1.39	1.71	-0.32
Martin ratio Return relative to average drawdown	8.37	9.61	-1.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAYT vs. MART - Sharpe Ratio Comparison

The current MAYT Sharpe Ratio is 1.07, which is comparable to the MART Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MAYT and MART, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MAYT	MART	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.21	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	1.54	+0.01

Correlation

The correlation between MAYT and MART 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.

Dividends

MAYT vs. MART - Dividend Comparison

Neither MAYT nor MART has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

MAYT vs. MART - Drawdown Comparison

The maximum MAYT drawdown since its inception was -11.99%, roughly equal to the maximum MART drawdown of -11.61%. Use the drawdown chart below to compare losses from any high point for MAYT and MART.

Drawdown Indicators

	MAYT	MART	Difference
Max Drawdown Largest peak-to-trough decline	-11.99%	-11.61%	-0.38%
Max Drawdown (1Y) Largest decline over 1 year	-9.59%	-8.77%	-0.82%
Current Drawdown Current decline from peak	-0.95%	-3.33%	+2.38%
Average Drawdown Average peak-to-trough decline	-0.85%	-0.93%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	1.56%	+0.03%

Volatility

MAYT vs. MART - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 May ETF (MAYT) is 2.90%, while Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) has a volatility of 3.90%. This indicates that MAYT experiences smaller price fluctuations and is considered to be less risky than MART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAYT	MART	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	3.90%	-1.00%
Volatility (6M) Calculated over the trailing 6-month period	3.80%	5.56%	-1.76%
Volatility (1Y) Calculated over the trailing 1-year period	12.02%	12.18%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.31%	9.82%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.31%	9.82%	-0.51%