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XAUG vs. XDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAUG vs. XDOC - 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 - August (XAUG) and Innovator U.S. Equity Accelerated ETF - October (XDOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XAUG

1D
-0.03%
1M
1.21%
YTD
3.99%
6M
4.77%
1Y
10.56%
3Y*
5Y*
10Y*

XDOC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUG vs. XDOC - Yearly Performance Comparison


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Return for Risk

XAUG vs. XDOC — Risk / Return Rank

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

XAUG
XAUG Risk / Return Rank: 7979
Overall Rank
XAUG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XAUG Sortino Ratio Rank: 7979
Sortino Ratio Rank
XAUG Omega Ratio Rank: 8787
Omega Ratio Rank
XAUG Calmar Ratio Rank: 6969
Calmar Ratio Rank
XAUG Martin Ratio Rank: 8787
Martin Ratio Rank

XDOC
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.

XAUG vs. XDOC - 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 - August (XAUG) and Innovator U.S. Equity Accelerated ETF - October (XDOC). 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.


XAUGXDOCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

3.40

Martin ratioReturn relative to average drawdown

18.48

XAUG vs. XDOC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XAUGXDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

Drawdowns

XAUG vs. XDOC - Drawdown Comparison

The maximum XAUG drawdown since its inception was -8.70%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XAUG and XDOC.


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Drawdown Indicators


XAUGXDOCDifference

Max Drawdown

Largest peak-to-trough decline

-8.70%

0.00%

-8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-0.47%

0.00%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

XAUG vs. XDOC - Volatility Comparison


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Volatility by Period


XAUGXDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

0.00%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.51%

0.00%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.51%

0.00%

+6.51%

XAUG vs. XDOC - Expense Ratio Comparison

XAUG has a 0.85% expense ratio, which is higher than XDOC's 0.79% expense ratio.


Dividends

XAUG vs. XDOC - Dividend Comparison

Neither XAUG nor XDOC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, XDOC is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDOC is cheaper with a 0.79% expense ratio, compared with 0.85% for XAUG.

XAUG and XDOC have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for XAUG and 0.79% for XDOC.

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