OCTT vs. DMAR

Last updated Jun 23, 2026

OCTT (AllianzIM U.S. Large Cap Buffer10 Oct ETF) and DMAR (FT Cboe Vest U.S. Equity Deep Buffer ETF - March) are both Options Trading funds. Both are actively managed. Over the past 5 years, OCTT returned 10.31%/yr vs 7.64%/yr for DMAR. Their correlation of 0.87 suggests significant overlap in exposure. OCTT charges 0.74%/yr vs 0.85%/yr for DMAR.

Performance

OCTT vs. DMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OCTT achieves a 6.80% return, which is significantly lower than DMAR's 7.18% return.

OCTT

• 1D: -0.15%
• 1M: 0.63%
• YTD: 6.80%
• 6M: 6.69%
• 1Y: 19.15%
• 3Y*: 13.54%
• 5Y*: 10.31%
• 10Y*: —

DMAR

• 1D: -0.04%
• 1M: 0.26%
• YTD: 7.18%
• 6M: 7.27%
• 1Y: 14.72%
• 3Y*: 11.82%
• 5Y*: 7.64%
• 10Y*: —

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

OCTT vs. DMAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OCTT AllianzIM U.S. Large Cap Buffer10 Oct ETF	6.80%	13.86%	11.87%	20.92%	-7.10%	11.06%
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	7.18%	9.13%	12.74%	12.25%	-5.48%	7.37%

Correlation

The correlation between OCTT and DMAR is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021	0.87

The correlation between OCTT and DMAR has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

Return for Risk

OCTT vs. DMAR — Risk / Return Rank

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

OCTT

OCTT Risk / Return Rank: 79
OCTT Sharpe Ratio Rank: 79
OCTT Sortino Ratio Rank: 81
OCTT Omega Ratio Rank: 83
OCTT Calmar Ratio Rank: 68
OCTT Martin Ratio Rank: 83

DMAR

DMAR Risk / Return Rank: 97
DMAR Sharpe Ratio Rank: 96
DMAR Sortino Ratio Rank: 97
DMAR Omega Ratio Rank: 98
DMAR Calmar Ratio Rank: 97
DMAR 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.

OCTT vs. DMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	OCTT	DMAR	Difference
Sharpe ratio: Return per unit of total volatility	2.44	3.94	-1.51
Sortino ratio: Return per unit of downside risk	3.44	6.52	-3.08
Omega ratio: Gain probability vs. loss probability	1.48	1.99	-0.52
Calmar ratio: Return relative to maximum drawdown	3.31	9.66	-6.35
Martin ratio: Return relative to average drawdown	16.20	57.32	-41.12

OCTT vs. DMAR - Sharpe Ratio Comparison

The current OCTT Sharpe Ratio is 2.44, which is lower than the DMAR Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of OCTT and DMAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OCTT vs. DMAR - Drawdown Comparison

The maximum OCTT drawdown since its inception was -13.49%, which is greater than DMAR's maximum drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for OCTT and DMAR.

Drawdown Indicators

	OCTT	DMAR	Difference
Max Drawdown Largest peak-to-trough decline	-13.49%	-9.84%	-3.65%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-1.53%	-4.28%
Max Drawdown (3Y) Largest decline over 3 years	-13.04%	-9.16%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-13.49%	-9.84%	-3.65%
Current Drawdown Current decline from peak	-0.32%	-0.19%	-0.13%
Average Drawdown Average peak-to-trough decline	-2.02%	-1.84%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.18%	0.26%	+0.92%

Volatility

OCTT vs. DMAR - Volatility Comparison

AllianzIM U.S. Large Cap Buffer10 Oct ETF (OCTT) has a higher volatility of 2.27% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) at 1.39%. This indicates that OCTT's price experiences larger fluctuations and is considered to be riskier than DMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OCTT	DMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.27%	1.39%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	6.18%	3.02%	+3.16%
Volatility (1Y) Calculated over the trailing 1-year period	7.91%	3.76%	+4.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.48%	7.05%	+3.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.21%	6.96%	+3.25%

OCTT vs. DMAR - Expense Ratio Comparison

OCTT has a 0.74% expense ratio, which is lower than DMAR's 0.85% expense ratio.

Dividends

OCTT vs. DMAR - Dividend Comparison

Neither OCTT nor DMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both OCTT and DMAR in my portfolio?

OCTT and DMAR have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OCTT or DMAR?

OCTT has higher volatility (2.27%) compared to DMAR (1.39%). In terms of maximum drawdown, OCTT dropped -13.49% vs DMAR's -9.84%.

Which ETF is better, OCTT or DMAR?

On 5-year performance, OCTT leads with 10.31% vs 7.64% for DMAR. On fees, OCTT is cheaper at 0.74% per year. On volatility, DMAR has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OCTT or DMAR?

Over the 5-year period, OCTT has performed better with a 10.31% return vs 7.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OCTT or DMAR?

OCTT is cheaper with a 0.74% expense ratio, compared with 0.85% for DMAR.

Which ETF pays a higher dividend yield, OCTT or DMAR?

OCTT and DMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between OCTT and DMAR?

They also come from different issuers: Allianz and FT Vest. Their fees differ too: 0.74% for OCTT and 0.85% for DMAR.

Which has better risk-adjusted returns?

DMAR currently has the higher Sharpe Ratio (3.94 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.