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XAPR vs. EOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAPR vs. EOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). The values are adjusted to include any dividend payments, if applicable.

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XAPR vs. EOCT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XAPR achieves a 1.10% return, which is significantly higher than EOCT's 0.91% return.


XAPR

1D
0.22%
1M
0.35%
YTD
1.10%
6M
2.86%
1Y
12.23%
3Y*
5Y*
10Y*

EOCT

1D
1.81%
1M
-4.00%
YTD
0.91%
6M
2.77%
1Y
19.93%
3Y*
11.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAPR vs. EOCT - Expense Ratio Comparison

XAPR has a 0.85% expense ratio, which is lower than EOCT's 0.89% expense ratio.


Return for Risk

XAPR vs. EOCT — Risk / Return Rank

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

XAPR
XAPR Risk / Return Rank: 8888
Overall Rank
XAPR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XAPR Sortino Ratio Rank: 8888
Sortino Ratio Rank
XAPR Omega Ratio Rank: 9898
Omega Ratio Rank
XAPR Calmar Ratio Rank: 7676
Calmar Ratio Rank
XAPR Martin Ratio Rank: 9797
Martin Ratio Rank

EOCT
EOCT Risk / Return Rank: 9090
Overall Rank
EOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
EOCT Omega Ratio Rank: 9090
Omega Ratio Rank
EOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
EOCT Martin Ratio Rank: 9292
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.

XAPR vs. EOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). 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.


XAPREOCTDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.91

-0.40

Sortino ratio

Return per unit of downside risk

2.48

2.67

-0.19

Omega ratio

Gain probability vs. loss probability

1.66

1.39

+0.27

Calmar ratio

Return relative to maximum drawdown

2.01

3.04

-1.04

Martin ratio

Return relative to average drawdown

18.98

12.67

+6.31

XAPR vs. EOCT - Sharpe Ratio Comparison

The current XAPR Sharpe Ratio is 1.51, which is comparable to the EOCT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XAPR and EOCT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XAPREOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.91

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.49

+1.30

Correlation

The correlation between XAPR and EOCT is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAPR vs. EOCT - Dividend Comparison

Neither XAPR nor EOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XAPR vs. EOCT - Drawdown Comparison

The maximum XAPR drawdown since its inception was -6.18%, smaller than the maximum EOCT drawdown of -20.35%. Use the drawdown chart below to compare losses from any high point for XAPR and EOCT.


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Drawdown Indicators


XAPREOCTDifference

Max Drawdown

Largest peak-to-trough decline

-6.18%

-20.35%

+14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-6.57%

+0.39%

Current Drawdown

Current decline from peak

0.00%

-4.23%

+4.23%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.88%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.58%

-0.93%

Volatility

XAPR vs. EOCT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - April (XAPR) is 0.45%, while Innovator Emerging Markets Power Buffer ETF - October (EOCT) has a volatility of 4.79%. This indicates that XAPR experiences smaller price fluctuations and is considered to be less risky than EOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAPREOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

4.79%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

6.68%

-5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

8.15%

10.48%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

11.41%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

11.41%

-5.00%