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XIMR vs. APRH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XIMR vs. APRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) and Innovator Premium Income 20 Barrier ETF - April (APRH). The values are adjusted to include any dividend payments, if applicable.

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XIMR vs. APRH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XIMR achieves a 1.22% return, which is significantly higher than APRH's 0.87% return.


XIMR

1D
1.01%
1M
0.59%
YTD
1.22%
6M
2.70%
1Y
7.03%
3Y*
5Y*
10Y*

APRH

1D
-0.00%
1M
0.28%
YTD
0.87%
6M
1.15%
1Y
5.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XIMR vs. APRH - Expense Ratio Comparison

XIMR has a 0.85% expense ratio, which is higher than APRH's 0.79% expense ratio.


Return for Risk

XIMR vs. APRH — Risk / Return Rank

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

XIMR
XIMR Risk / Return Rank: 7676
Overall Rank
XIMR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XIMR Sortino Ratio Rank: 7272
Sortino Ratio Rank
XIMR Omega Ratio Rank: 9595
Omega Ratio Rank
XIMR Calmar Ratio Rank: 5757
Calmar Ratio Rank
XIMR Martin Ratio Rank: 8888
Martin Ratio Rank

APRH
APRH Risk / Return Rank: 5353
Overall Rank
APRH Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
APRH Sortino Ratio Rank: 4444
Sortino Ratio Rank
APRH Omega Ratio Rank: 7979
Omega Ratio Rank
APRH Calmar Ratio Rank: 3636
Calmar Ratio Rank
APRH Martin Ratio Rank: 6363
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.

XIMR vs. APRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) and Innovator Premium Income 20 Barrier ETF - April (APRH). 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.


XIMRAPRHDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.81

+0.41

Sortino ratio

Return per unit of downside risk

1.86

1.26

+0.60

Omega ratio

Gain probability vs. loss probability

1.48

1.31

+0.17

Calmar ratio

Return relative to maximum drawdown

1.51

0.96

+0.55

Martin ratio

Return relative to average drawdown

11.09

6.35

+4.74

XIMR vs. APRH - Sharpe Ratio Comparison

The current XIMR Sharpe Ratio is 1.21, which is higher than the APRH Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XIMR and APRH, 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


XIMRAPRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.81

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.49

1.50

-0.02

Correlation

The correlation between XIMR and APRH is 0.54, 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

XIMR vs. APRH - Dividend Comparison

XIMR's dividend yield for the trailing twelve months is around 6.35%, more than APRH's 5.55% yield.


Drawdowns

XIMR vs. APRH - Drawdown Comparison

The maximum XIMR drawdown since its inception was -5.12%, smaller than the maximum APRH drawdown of -5.87%. Use the drawdown chart below to compare losses from any high point for XIMR and APRH.


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Drawdown Indicators


XIMRAPRHDifference

Max Drawdown

Largest peak-to-trough decline

-5.12%

-5.87%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-5.83%

+1.04%

Current Drawdown

Current decline from peak

-0.08%

-0.21%

+0.13%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.22%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.89%

-0.24%

Volatility

XIMR vs. APRH - Volatility Comparison

FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) has a higher volatility of 1.31% compared to Innovator Premium Income 20 Barrier ETF - April (APRH) at 0.59%. This indicates that XIMR's price experiences larger fluctuations and is considered to be riskier than APRH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIMRAPRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.59%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

1.56%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

6.89%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.50%

4.62%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

4.62%

-0.12%