PortfoliosLab logoPortfoliosLab logo
STXD vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STXD vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Dividend Growth ETF (STXD) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

STXD vs. QMAR - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXD
Strive 1000 Dividend Growth ETF
-3.89%14.79%14.51%13.94%-0.18%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
1.87%10.89%16.11%35.47%-3.91%

Returns By Period

In the year-to-date period, STXD achieves a -3.89% return, which is significantly lower than QMAR's 1.87% return.


STXD

1D
2.41%
1M
-6.18%
YTD
-3.89%
6M
-2.19%
1Y
11.03%
3Y*
12.26%
5Y*
10Y*

QMAR

1D
2.41%
1M
0.75%
YTD
1.87%
6M
4.47%
1Y
18.84%
3Y*
14.87%
5Y*
10.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


STXD vs. QMAR - Expense Ratio Comparison

STXD has a 0.35% expense ratio, which is lower than QMAR's 0.90% expense ratio.


Return for Risk

STXD vs. QMAR — Risk / Return Rank

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

STXD
STXD Risk / Return Rank: 4141
Overall Rank
STXD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
STXD Sortino Ratio Rank: 3838
Sortino Ratio Rank
STXD Omega Ratio Rank: 3737
Omega Ratio Rank
STXD Calmar Ratio Rank: 4343
Calmar Ratio Rank
STXD Martin Ratio Rank: 4848
Martin Ratio Rank

QMAR
QMAR Risk / Return Rank: 8585
Overall Rank
QMAR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8585
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7676
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9494
Martin Ratio Rank
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.

STXD vs. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Dividend Growth ETF (STXD) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.


STXDQMARDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.43

-0.75

Sortino ratio

Return per unit of downside risk

1.08

2.27

-1.18

Omega ratio

Gain probability vs. loss probability

1.15

1.46

-0.32

Calmar ratio

Return relative to maximum drawdown

1.10

2.03

-0.93

Martin ratio

Return relative to average drawdown

4.64

14.07

-9.43

STXD vs. QMAR - Sharpe Ratio Comparison

The current STXD Sharpe Ratio is 0.68, which is lower than the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of STXD and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


STXDQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.43

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.76

+0.10

Correlation

The correlation between STXD and QMAR is 0.71, 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

STXD vs. QMAR - Dividend Comparison

STXD's dividend yield for the trailing twelve months is around 1.32%, while QMAR has not paid dividends to shareholders.


TTM2025202420232022
STXD
Strive 1000 Dividend Growth ETF
1.32%1.15%1.23%1.27%0.28%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%

Drawdowns

STXD vs. QMAR - Drawdown Comparison

The maximum STXD drawdown since its inception was -14.87%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for STXD and QMAR.


Loading graphics...

Drawdown Indicators


STXDQMARDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-19.83%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

-9.23%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

Current Drawdown

Current decline from peak

-7.02%

-0.88%

-6.14%

Average Drawdown

Average peak-to-trough decline

-2.02%

-3.40%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.33%

+1.27%

Volatility

STXD vs. QMAR - Volatility Comparison

Strive 1000 Dividend Growth ETF (STXD) has a higher volatility of 4.78% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.50%. This indicates that STXD's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


STXDQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.50%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

4.62%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

13.25%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

14.05%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

14.03%

-0.87%