RSDE vs. TMAR

Last updated Jun 23, 2026

RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) and TMAR (FT Vest Emerging Markets Buffer ETF - March) are both Defined Outcome funds - RSDE tracks the S&P 500 Equal Weight while TMAR tracks the iShares MSCI Emerging Markets ETF (EEM) Price Return. Both are passively managed. Over the past year, RSDE returned 14.04% vs 29.13% for TMAR. At a 0.48 correlation, their price movements are largely independent. RSDE charges 0.85%/yr vs 0.95%/yr for TMAR.

Performance

RSDE vs. TMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and FT Vest Emerging Markets Buffer ETF - March (TMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSDE achieves a 6.62% return, which is significantly lower than TMAR's 15.63% return.

RSDE

• 1D: 0.00%
• 1M: 1.31%
• YTD: 6.62%
• 6M: 5.87%
• 1Y: 14.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMAR

• 1D: 0.15%
• 1M: 2.88%
• YTD: 15.63%
• 6M: 16.19%
• 1Y: 29.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RSDE vs. TMAR - Yearly Performance Comparison

	2026 (YTD)	2025
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	6.62%	8.66%
TMAR FT Vest Emerging Markets Buffer ETF - March	15.63%	15.97%

Correlation

The correlation between RSDE and TMAR is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 24, 2025	0.48

Return for Risk

RSDE vs. TMAR — Risk / Return Rank

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

RSDE

RSDE Risk / Return Rank: 56
RSDE Sharpe Ratio Rank: 53
RSDE Sortino Ratio Rank: 55
RSDE Omega Ratio Rank: 51
RSDE Calmar Ratio Rank: 61
RSDE Martin Ratio Rank: 61

TMAR

TMAR Risk / Return Rank: 92
TMAR Sharpe Ratio Rank: 88
TMAR Sortino Ratio Rank: 90
TMAR Omega Ratio Rank: 95
TMAR Calmar Ratio Rank: 93
TMAR Martin Ratio Rank: 96

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.

RSDE vs. TMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and FT Vest Emerging Markets Buffer ETF - March (TMAR). 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.

	RSDE	TMAR	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.78	-1.02
Sortino ratio: Return per unit of downside risk	2.57	4.03	-1.46
Omega ratio: Gain probability vs. loss probability	1.31	1.70	-0.39
Calmar ratio: Return relative to maximum drawdown	2.92	6.24	-3.32
Martin ratio: Return relative to average drawdown	10.53	31.24	-20.71

RSDE vs. TMAR - Sharpe Ratio Comparison

The current RSDE Sharpe Ratio is 1.76, which is lower than the TMAR Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of RSDE and TMAR, 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

RSDE vs. TMAR - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, which is greater than TMAR's maximum drawdown of -9.93%. Use the drawdown chart below to compare losses from any high point for RSDE and TMAR.

Drawdown Indicators

	RSDE	TMAR	Difference
Max Drawdown Largest peak-to-trough decline	-10.77%	-9.93%	-0.84%
Max Drawdown (1Y) Largest decline over 1 year	-4.83%	-4.69%	-0.14%
Current Drawdown Current decline from peak	-0.48%	0.00%	-0.48%
Average Drawdown Average peak-to-trough decline	-1.25%	-0.71%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.34%	0.93%	+0.41%

Volatility

RSDE vs. TMAR - Volatility Comparison

The current volatility for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) is 1.79%, while FT Vest Emerging Markets Buffer ETF - March (TMAR) has a volatility of 5.53%. This indicates that RSDE experiences smaller price fluctuations and is considered to be less risky than TMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSDE	TMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.79%	5.53%	-3.74%
Volatility (6M) Calculated over the trailing 6-month period	4.98%	9.55%	-4.57%
Volatility (1Y) Calculated over the trailing 1-year period	8.03%	10.55%	-2.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.93%	12.08%	-1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.93%	12.08%	-1.15%

RSDE vs. TMAR - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is lower than TMAR's 0.95% expense ratio.

Dividends

RSDE vs. TMAR - Dividend Comparison

Neither RSDE nor TMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RSDE and TMAR in my portfolio?

RSDE and TMAR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSDE or TMAR?

TMAR has higher volatility (5.53%) compared to RSDE (1.79%). In terms of maximum drawdown, RSDE dropped -10.77% vs TMAR's -9.93%.

Which ETF is better, RSDE or TMAR?

On 1-year performance, TMAR leads with 29.13% vs 14.04% for RSDE. On fees, RSDE is cheaper at 0.85% per year. On volatility, RSDE has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSDE or TMAR?

Over the 1-year period, TMAR has performed better with a 29.13% return vs 14.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSDE or TMAR?

RSDE is cheaper with a 0.85% expense ratio, compared with 0.95% for TMAR.

Which ETF pays a higher dividend yield, RSDE or TMAR?

RSDE and TMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between RSDE and TMAR?

RSDE tracks S&P 500 Equal Weight, while TMAR tracks iShares MSCI Emerging Markets ETF (EEM) Price Return. They also come from different issuers: FT Vest and First Trust. Their fees differ too: 0.85% for RSDE and 0.95% for TMAR.

Which has better risk-adjusted returns?

TMAR currently has the higher Sharpe Ratio (2.78 vs 1.76), 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.