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XDIV vs. GAUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDIV vs. GAUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill S&P 500 No Dividend Target ETF (XDIV) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG). The values are adjusted to include any dividend payments, if applicable.

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XDIV vs. GAUG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XDIV achieves a -4.00% return, which is significantly lower than GAUG's -0.95% return.


XDIV

1D
0.45%
1M
-4.31%
YTD
-4.00%
6M
-1.57%
1Y
3Y*
5Y*
10Y*

GAUG

1D
0.46%
1M
-1.72%
YTD
-0.95%
6M
0.60%
1Y
11.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDIV vs. GAUG - Expense Ratio Comparison

XDIV has a 0.09% expense ratio, which is lower than GAUG's 0.85% expense ratio.


Return for Risk

XDIV vs. GAUG — Risk / Return Rank

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

XDIV

GAUG
GAUG Risk / Return Rank: 6969
Overall Rank
GAUG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GAUG Sortino Ratio Rank: 6868
Sortino Ratio Rank
GAUG Omega Ratio Rank: 7474
Omega Ratio Rank
GAUG Calmar Ratio Rank: 6060
Calmar Ratio Rank
GAUG Martin Ratio Rank: 7979
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.

XDIV vs. GAUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill S&P 500 No Dividend Target ETF (XDIV) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XDIV vs. GAUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDIVGAUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.40

-0.79

Correlation

The correlation between XDIV and GAUG is 0.91, 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

XDIV vs. GAUG - Dividend Comparison

Neither XDIV nor GAUG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDIV vs. GAUG - Drawdown Comparison

The maximum XDIV drawdown since its inception was -9.16%, smaller than the maximum GAUG drawdown of -10.08%. Use the drawdown chart below to compare losses from any high point for XDIV and GAUG.


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Drawdown Indicators


XDIVGAUGDifference

Max Drawdown

Largest peak-to-trough decline

-9.16%

-10.08%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

Current Drawdown

Current decline from peak

-5.76%

-2.00%

-3.76%

Average Drawdown

Average peak-to-trough decline

-1.29%

-0.76%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

XDIV vs. GAUG - Volatility Comparison


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Volatility by Period


XDIVGAUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

9.93%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.58%

7.68%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.58%

7.68%

+4.90%