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XDEC vs. DMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEC vs. DMAX - 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 - December (XDEC) and iShares Large Cap Max Buffer December ETF (DMAX). The values are adjusted to include any dividend payments, if applicable.

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XDEC vs. DMAX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XDEC achieves a -1.49% return, which is significantly lower than DMAX's -0.37% return.


XDEC

1D
1.60%
1M
-2.03%
YTD
-1.49%
6M
0.53%
1Y
9.55%
3Y*
8.90%
5Y*
10Y*

DMAX

1D
0.40%
1M
-0.84%
YTD
-0.37%
6M
1.76%
1Y
7.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEC vs. DMAX - Expense Ratio Comparison

XDEC has a 0.85% expense ratio, which is higher than DMAX's 0.50% expense ratio.


Return for Risk

XDEC vs. DMAX — Risk / Return Rank

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

XDEC
XDEC Risk / Return Rank: 6161
Overall Rank
XDEC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDEC Sortino Ratio Rank: 5656
Sortino Ratio Rank
XDEC Omega Ratio Rank: 7575
Omega Ratio Rank
XDEC Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDEC Martin Ratio Rank: 7272
Martin Ratio Rank

DMAX
DMAX Risk / Return Rank: 9696
Overall Rank
DMAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DMAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMAX Omega Ratio Rank: 9696
Omega Ratio Rank
DMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DMAX Martin Ratio Rank: 9797
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.

XDEC vs. DMAX - 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 iShares Large Cap Max Buffer December ETF (DMAX). 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.


XDECDMAXDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.26

-1.26

Sortino ratio

Return per unit of downside risk

1.50

3.38

-1.88

Omega ratio

Gain probability vs. loss probability

1.29

1.51

-0.22

Calmar ratio

Return relative to maximum drawdown

1.29

3.99

-2.70

Martin ratio

Return relative to average drawdown

7.71

19.40

-11.69

XDEC vs. DMAX - Sharpe Ratio Comparison

The current XDEC Sharpe Ratio is 1.00, which is lower than the DMAX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XDEC and DMAX, 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


XDECDMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.26

-1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.68

-0.87

Correlation

The correlation between XDEC and DMAX is 0.85, 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. DMAX - Dividend Comparison

XDEC has not paid dividends to shareholders, while DMAX's dividend yield for the trailing twelve months is around 1.18%.


Drawdowns

XDEC vs. DMAX - Drawdown Comparison

The maximum XDEC drawdown since its inception was -11.75%, which is greater than DMAX's maximum drawdown of -3.37%. Use the drawdown chart below to compare losses from any high point for XDEC and DMAX.


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Drawdown Indicators


XDECDMAXDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-3.37%

-8.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-2.00%

-5.62%

Current Drawdown

Current decline from peak

-2.37%

-0.97%

-1.40%

Average Drawdown

Average peak-to-trough decline

-1.71%

-0.42%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

0.41%

+0.87%

Volatility

XDEC vs. DMAX - Volatility Comparison

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - December (XDEC) has a higher volatility of 2.94% compared to iShares Large Cap Max Buffer December ETF (DMAX) at 0.98%. This indicates that XDEC's price experiences larger fluctuations and is considered to be riskier than DMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDECDMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

0.98%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

1.81%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

9.61%

3.46%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

3.57%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.60%

3.57%

+5.03%