QDEC vs. SCHG

In the year-to-date period, QDEC achieves a 2.09% return, which is significantly higher than SCHG's -1.01% return.

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QDEC has a 0.90% expense ratio, which is higher than SCHG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - December (QDEC) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 QDEC Sharpe Ratio is 0.72, which is comparable to the SCHG Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of QDEC and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QDEC has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.

The maximum QDEC drawdown since its inception was -25.25%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QDEC and SCHG.

The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - December (QDEC) is 4.04%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. This indicates that QDEC experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.