XBOC vs. FFTY

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator U.S. Equity Accelerated 9 Buffer ETF - October (XBOC) and Innovator IBD 50 ETF (FFTY).

XBOC and FFTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBOC is an actively managed fund by Innovator. It was launched on Sep 30, 2021. FFTY is a passively managed fund by Innovator that tracks the performance of the IBD 50 Index. It was launched on Apr 9, 2015.

Performance

XBOC vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated 9 Buffer ETF - October (XBOC) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

XBOC vs. FFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October	-1.99%	11.15%	8.36%	20.06%	-7.58%	3.76%
FFTY Innovator IBD 50 ETF	-4.02%	23.38%	18.36%	12.40%	-51.08%	-2.50%

Returns By Period

In the year-to-date period, XBOC achieves a -1.99% return, which is significantly higher than FFTY's -4.02% return.

XBOC

• 1D: 2.03%
• 1M: -2.59%
• YTD: -1.99%
• 6M: 0.26%
• 1Y: 10.44%
• 3Y*: 10.19%
• 5Y*: —
• 10Y*: —

FFTY

• 1D: 5.00%
• 1M: -18.29%
• YTD: -4.02%
• 6M: -9.38%
• 1Y: 25.53%
• 3Y*: 13.29%
• 5Y*: -4.52%
• 10Y*: 5.25%

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

XBOC vs. FFTY - Expense Ratio Comparison

XBOC has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.

FFTY

Innovator IBD 50 ETF

XBOC

Innovator U.S. Equity Accelerated 9 Buffer ETF - October

Return for Risk

XBOC vs. FFTY — Risk / Return Rank

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

XBOC

XBOC Risk / Return Rank: 52
XBOC Sharpe Ratio Rank: 44
XBOC Sortino Ratio Rank: 47
XBOC Omega Ratio Rank: 63
XBOC Calmar Ratio Rank: 43
XBOC Martin Ratio Rank: 65

FFTY

FFTY Risk / Return Rank: 41
FFTY Sharpe Ratio Rank: 42
FFTY Sortino Ratio Rank: 43
FFTY Omega Ratio Rank: 40
FFTY Calmar Ratio Rank: 44
FFTY Martin Ratio Rank: 35

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.

XBOC vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated 9 Buffer ETF - October (XBOC) and Innovator IBD 50 ETF (FFTY). 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.

	XBOC	FFTY	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.74	+0.09
Sortino ratio Return per unit of downside risk	1.30	1.14	+0.17
Omega ratio Gain probability vs. loss probability	1.23	1.15	+0.08
Calmar ratio Return relative to maximum drawdown	1.14	1.04	+0.10
Martin ratio Return relative to average drawdown	6.66	3.05	+3.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XBOC vs. FFTY - Sharpe Ratio Comparison

The current XBOC Sharpe Ratio is 0.83, which is comparable to the FFTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XBOC and FFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XBOC	FFTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.74	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.12	+0.59

Correlation

The correlation between XBOC and FFTY is 0.67, 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

XBOC vs. FFTY - Dividend Comparison

XBOC has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
XBOC Innovator U.S. Equity Accelerated 9 Buffer ETF - October	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FFTY Innovator IBD 50 ETF	1.40%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%

Drawdowns

XBOC vs. FFTY - Drawdown Comparison

The maximum XBOC drawdown since its inception was -13.35%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for XBOC and FFTY.

Drawdown Indicators

	XBOC	FFTY	Difference
Max Drawdown Largest peak-to-trough decline	-13.35%	-59.46%	+46.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.58%	-23.29%	+13.71%
Max Drawdown (5Y) Largest decline over 5 years	—	-59.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.46%	—
Current Drawdown Current decline from peak	-3.06%	-32.35%	+29.29%
Average Drawdown Average peak-to-trough decline	-2.15%	-22.38%	+20.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	7.97%	-6.32%

Volatility

XBOC vs. FFTY - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated 9 Buffer ETF - October (XBOC) is 3.68%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. This indicates that XBOC experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XBOC	FFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	14.46%	-10.78%
Volatility (6M) Calculated over the trailing 6-month period	5.57%	28.72%	-23.15%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	34.49%	-21.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.03%	29.00%	-18.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.03%	27.17%	-17.14%