MAYW vs. SIXJ

Last updated Apr 1, 2026

Compare and contrast key facts about AllianzIM U.S. Large Cap Buffer20 May ETF (MAYW) and AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ).

MAYW and SIXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAYW is an actively managed fund by Allianz. It was launched on Apr 28, 2023. SIXJ is a passively managed fund by Allianz that tracks the performance of the S&P 500. It was launched on Dec 31, 2021.

Performance

MAYW vs. SIXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer20 May ETF (MAYW) and AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ). The values are adjusted to include any dividend payments, if applicable.

MAYW vs. SIXJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MAYW AllianzIM U.S. Large Cap Buffer20 May ETF	0.74%	10.24%	12.08%	8.18%
SIXJ AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF	-1.87%	12.81%	14.48%	10.32%

Returns By Period

In the year-to-date period, MAYW achieves a 0.74% return, which is significantly higher than SIXJ's -1.87% return.

MAYW

• 1D: 0.86%
• 1M: -0.07%
• YTD: 0.74%
• 6M: 2.55%
• 1Y: 10.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SIXJ

• 1D: 1.64%
• 1M: -2.49%
• YTD: -1.87%
• 6M: 0.90%
• 1Y: 12.35%
• 3Y*: 12.41%
• 5Y*: —
• 10Y*: —

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

MAYW vs. SIXJ - Expense Ratio Comparison

Both MAYW and SIXJ have an expense ratio of 0.74%.

MAYW

AllianzIM U.S. Large Cap Buffer20 May ETF

SIXJ

AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF

Return for Risk

MAYW vs. SIXJ — Risk / Return Rank

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

MAYW

MAYW Risk / Return Rank: 72
MAYW Sharpe Ratio Rank: 62
MAYW Sortino Ratio Rank: 66
MAYW Omega Ratio Rank: 90
MAYW Calmar Ratio Rank: 57
MAYW Martin Ratio Rank: 82

SIXJ

SIXJ Risk / Return Rank: 73
SIXJ Sharpe Ratio Rank: 67
SIXJ Sortino Ratio Rank: 71
SIXJ Omega Ratio Rank: 79
SIXJ Calmar Ratio Rank: 63
SIXJ 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.

MAYW vs. SIXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer20 May ETF (MAYW) and AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ). 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.

	MAYW	SIXJ	Difference
Sharpe ratio Return per unit of total volatility	1.12	1.20	-0.08
Sortino ratio Return per unit of downside risk	1.71	1.82	-0.11
Omega ratio Gain probability vs. loss probability	1.39	1.31	+0.08
Calmar ratio Return relative to maximum drawdown	1.50	1.64	-0.14
Martin ratio Return relative to average drawdown	9.44	9.73	-0.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAYW vs. SIXJ - Sharpe Ratio Comparison

The current MAYW Sharpe Ratio is 1.12, which is comparable to the SIXJ Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MAYW and SIXJ, 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

	MAYW	SIXJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.20	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	1.62	0.70	+0.92

Correlation

The correlation between MAYW and SIXJ is 0.80, 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

MAYW vs. SIXJ - Dividend Comparison

Neither MAYW nor SIXJ has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

MAYW vs. SIXJ - Drawdown Comparison

The maximum MAYW drawdown since its inception was -7.93%, smaller than the maximum SIXJ drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for MAYW and SIXJ.

Drawdown Indicators

	MAYW	SIXJ	Difference
Max Drawdown Largest peak-to-trough decline	-7.93%	-14.07%	+6.14%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-7.68%	+0.56%
Current Drawdown Current decline from peak	-0.49%	-2.97%	+2.48%
Average Drawdown Average peak-to-trough decline	-0.43%	-2.98%	+2.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.13%	1.29%	-0.16%

Volatility

MAYW vs. SIXJ - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer20 May ETF (MAYW) is 1.55%, while AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) has a volatility of 3.17%. This indicates that MAYW experiences smaller price fluctuations and is considered to be less risky than SIXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAYW	SIXJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.55%	3.17%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	2.22%	4.58%	-2.36%
Volatility (1Y) Calculated over the trailing 1-year period	9.21%	10.34%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.69%	10.17%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.69%	10.17%	-3.48%