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XIJN vs. EAPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIJN vs. EAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN) and Innovator Emerging Markets Power Buffer ETF - April (EAPR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XIJN achieves a 2.49% return, which is significantly lower than EAPR's 11.39% return.


XIJN

1D
0.02%
1M
0.35%
YTD
2.49%
6M
3.12%
1Y
7.42%
3Y*
5Y*
10Y*

EAPR

1D
-0.45%
1M
2.01%
YTD
11.39%
6M
12.25%
1Y
22.07%
3Y*
10.62%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIJN vs. EAPR - Yearly Performance Comparison


Correlation

The correlation between XIJN and EAPR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2024

0.48

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Return for Risk

XIJN vs. EAPR — Risk / Return Rank

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

XIJN
XIJN Risk / Return Rank: 9797
Overall Rank
XIJN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIJN Sortino Ratio Rank: 9898
Sortino Ratio Rank
XIJN Omega Ratio Rank: 9898
Omega Ratio Rank
XIJN Calmar Ratio Rank: 9696
Calmar Ratio Rank
XIJN Martin Ratio Rank: 9898
Martin Ratio Rank

EAPR
EAPR Risk / Return Rank: 9494
Overall Rank
EAPR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EAPR Sortino Ratio Rank: 9595
Sortino Ratio Rank
EAPR Omega Ratio Rank: 9696
Omega Ratio Rank
EAPR Calmar Ratio Rank: 9494
Calmar Ratio Rank
EAPR 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.

XIJN vs. EAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN) and Innovator Emerging Markets Power Buffer ETF - April (EAPR). 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.


XIJNEAPRDifference

Sharpe ratio

Return per unit of total volatility

3.97

3.06

+0.91

Sortino ratio

Return per unit of downside risk

7.19

5.25

+1.94

Omega ratio

Gain probability vs. loss probability

2.04

1.84

+0.20

Calmar ratio

Return relative to maximum drawdown

9.95

7.33

+2.62

Martin ratio

Return relative to average drawdown

53.25

42.15

+11.10

XIJN vs. EAPR - Sharpe Ratio Comparison

The current XIJN Sharpe Ratio is 3.97, which is comparable to the EAPR Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of XIJN and EAPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XIJNEAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.97

3.06

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.54

+1.05

Drawdowns

XIJN vs. EAPR - Drawdown Comparison

The maximum XIJN drawdown since its inception was -4.65%, smaller than the maximum EAPR drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for XIJN and EAPR.


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Drawdown Indicators


XIJNEAPRDifference

Max Drawdown

Largest peak-to-trough decline

-4.65%

-17.65%

+13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

-3.02%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

Current Drawdown

Current decline from peak

0.00%

-0.45%

+0.45%

Average Drawdown

Average peak-to-trough decline

-0.15%

-4.06%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

0.52%

-0.38%

Volatility

XIJN vs. EAPR - Volatility Comparison

The current volatility for FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN) is 0.20%, while Innovator Emerging Markets Power Buffer ETF - April (EAPR) has a volatility of 3.79%. This indicates that XIJN experiences smaller price fluctuations and is considered to be less risky than EAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIJNEAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

3.79%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

6.28%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

7.24%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

10.09%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

10.02%

-5.51%

XIJN vs. EAPR - Expense Ratio Comparison

XIJN has a 0.85% expense ratio, which is lower than EAPR's 0.89% expense ratio.


Dividends

XIJN vs. EAPR - Dividend Comparison

XIJN's dividend yield for the trailing twelve months is around 6.95%, while EAPR has not paid dividends to shareholders.


Frequently Asked Questions


XIJN and EAPR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EAPR has higher volatility (3.79%) compared to XIJN (0.20%). In terms of maximum drawdown, XIJN dropped -4.65% vs EAPR's -17.65%.

On 1-year performance, EAPR leads with 22.07% vs 7.42% for XIJN. On fees, XIJN is cheaper at 0.85% per year. On volatility, XIJN has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EAPR has performed better with a 22.07% return vs 7.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIJN is cheaper with a 0.85% expense ratio, compared with 0.89% for EAPR.

XIJN has the higher dividend yield at 6.95%, compared with 0.00% for EAPR.

They also come from different issuers: First Trust and Innovator. Their fees differ too: 0.85% for XIJN and 0.89% for EAPR.

XIJN currently has the higher Sharpe Ratio (3.97 vs 3.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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