XIMR vs. FTGC
XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both exchange-traded funds - XIMR is a Options Trading fund actively managed by FT Vest, while FTGC is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past year, XIMR returned 8.49% vs 26.86% for FTGC. At a 0.06 correlation, their price movements are largely independent. XIMR charges 0.85%/yr vs 0.95%/yr for FTGC.
Performance
XIMR vs. FTGC - Performance Comparison
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Returns By Period
In the year-to-date period, XIMR achieves a 4.31% return, which is significantly lower than FTGC's 20.23% return.
XIMR
- 1D
- -0.02%
- 1M
- 0.28%
- YTD
- 4.31%
- 6M
- 4.51%
- 1Y
- 8.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGC
- 1D
- -0.24%
- 1M
- -6.30%
- YTD
- 20.23%
- 6M
- 20.44%
- 1Y
- 26.86%
- 3Y*
- 14.70%
- 5Y*
- 12.56%
- 10Y*
- 7.28%
XIMR vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March | 4.31% | 6.80% | 5.75% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 20.23% | 14.61% | 3.29% |
Correlation
The correlation between XIMR and FTGC is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | 0.06 |
The correlation between XIMR and FTGC shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XIMR vs. FTGC — Risk / Return Rank
XIMR
FTGC
XIMR vs. FTGC - 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 First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XIMR | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +5.27 | ||
| Omega ratioGain probability vs. loss probability | 2.33 | 1.31 | +1.02 |
| Calmar ratioReturn relative to maximum drawdown | 7.87 | 2.74 | +5.12 |
| Martin ratioReturn relative to average drawdown | 64.30 | 9.43 | +54.87 |
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Drawdowns
XIMR vs. FTGC - Drawdown Comparison
The maximum XIMR drawdown since its inception was -5.12%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for XIMR and FTGC.
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Drawdown Indicators
| XIMR | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.12% | -59.47% | +54.35% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -9.84% | +8.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.91% | — |
Current DrawdownCurrent decline from peak | -0.14% | -9.84% | +9.70% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -27.34% | +27.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.13% | 2.98% | -2.85% |
Volatility
XIMR vs. FTGC - Volatility Comparison
The current volatility for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) is 0.77%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 2.99%. This indicates that XIMR experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XIMR | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 2.99% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 1.78% | 13.17% | -11.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.07% | 15.69% | -13.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.34% | 15.86% | -11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.34% | 14.71% | -10.37% |
XIMR vs. FTGC - Expense Ratio Comparison
XIMR has a 0.85% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
XIMR vs. FTGC - Dividend Comparison
XIMR's dividend yield for the trailing twelve months is around 6.42%, less than FTGC's 15.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.95% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March | 6.42% | 6.41% | 4.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XIMR and FTGC have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTGC has higher volatility (2.99%) compared to XIMR (0.77%). In terms of maximum drawdown, XIMR dropped -5.12% vs FTGC's -59.47%.
On 1-year performance, FTGC leads with 26.86% vs 8.49% for XIMR. On fees, XIMR is cheaper at 0.85% per year. On volatility, XIMR has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FTGC has performed better with a 26.86% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XIMR is cheaper with a 0.85% expense ratio, compared with 0.95% for FTGC.
FTGC has the higher dividend yield at 15.95%, compared with 6.42% for XIMR.
XIMR is categorized as Options Trading, while FTGC is Commodities. They also come from different issuers: FT Vest and First Trust. Their fees differ too: 0.85% for XIMR and 0.95% for FTGC.
XIMR currently has the higher Sharpe Ratio (4.12 vs 1.72), 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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