XDEC vs. DDEC
Compare and contrast key facts about FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - December (XDEC) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC).
XDEC and DDEC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEC is a passively managed fund by FT Vest that tracks the performance of the SPDR S&P 500 ETF Trust - Benchmark TR Gross. It was launched on Dec 17, 2021. DDEC is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Dec 18, 2020. Both XDEC and DDEC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDEC vs. DDEC - Performance Comparison
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XDEC vs. DDEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEC FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - December | -1.49% | 9.71% | 9.61% | 14.37% | -3.38% | 1.88% |
DDEC FT Vest U.S. Equity Deep Buffer ETF - December | -1.80% | 12.33% | 12.26% | 16.82% | -6.71% | 1.42% |
Returns By Period
In the year-to-date period, XDEC achieves a -1.49% return, which is significantly higher than DDEC's -1.80% return.
XDEC
- 1D
- 1.60%
- 1M
- -2.03%
- YTD
- -1.49%
- 6M
- 0.53%
- 1Y
- 9.55%
- 3Y*
- 8.90%
- 5Y*
- —
- 10Y*
- —
DDEC
- 1D
- 1.56%
- 1M
- -2.14%
- YTD
- -1.80%
- 6M
- 1.17%
- 1Y
- 13.13%
- 3Y*
- 11.45%
- 5Y*
- 7.20%
- 10Y*
- —
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XDEC vs. DDEC - Expense Ratio Comparison
Both XDEC and DDEC have an expense ratio of 0.85%.
Return for Risk
XDEC vs. DDEC — Risk / Return Rank
XDEC
DDEC
XDEC vs. DDEC - 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 - December (XDEC) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC). 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.
| XDEC | DDEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.53 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.22 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.43 | -1.14 |
Martin ratioReturn relative to average drawdown | 7.71 | 11.60 | -3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEC | DDEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.53 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.09 | -0.27 |
Correlation
The correlation between XDEC and DDEC is 0.88, 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
XDEC vs. DDEC - Dividend Comparison
Neither XDEC nor DDEC has paid dividends to shareholders.
Drawdowns
XDEC vs. DDEC - Drawdown Comparison
The maximum XDEC drawdown since its inception was -11.75%, which is greater than DDEC's maximum drawdown of -10.22%. Use the drawdown chart below to compare losses from any high point for XDEC and DDEC.
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Drawdown Indicators
| XDEC | DDEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.75% | -10.22% | -1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -5.46% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.22% | — |
Current DrawdownCurrent decline from peak | -2.37% | -2.68% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -1.71% | -1.92% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 1.14% | +0.14% |
Volatility
XDEC vs. DDEC - Volatility Comparison
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - December (XDEC) and FT Vest U.S. Equity Deep Buffer ETF - December (DDEC) have volatilities of 2.94% and 2.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEC | DDEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.85% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.92% | 4.56% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.61% | 8.63% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.60% | 6.99% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.60% | 6.92% | +1.68% |