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XIMR vs. XDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIMR vs. XDOC - 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 U.S. Equity Accelerated ETF - October (XDOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XIMR

1D
0.08%
1M
0.77%
YTD
4.33%
6M
4.88%
1Y
8.62%
3Y*
5Y*
10Y*

XDOC

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

XIMR vs. XDOC - Yearly Performance Comparison


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Return for Risk

XIMR vs. XDOC — Risk / Return Rank

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

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

XDOC
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. XDOC - 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 U.S. Equity Accelerated ETF - October (XDOC). 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.


XIMRXDOCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.41

Calmar ratioReturn relative to maximum drawdown

7.99

Martin ratioReturn relative to average drawdown

68.73

XIMR vs. XDOC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XIMRXDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.74

Drawdowns

XIMR vs. XDOC - Drawdown Comparison

The maximum XIMR drawdown since its inception was -5.12%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XIMR and XDOC.


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Drawdown Indicators


XIMRXDOCDifference

Max Drawdown

Largest peak-to-trough decline

-5.12%

0.00%

-5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.17%

0.00%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

XIMR vs. XDOC - Volatility Comparison


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Volatility by Period


XIMRXDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.02%

0.00%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

0.00%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

0.00%

+4.36%

XIMR vs. XDOC - Expense Ratio Comparison

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


Dividends

XIMR vs. XDOC - Dividend Comparison

XIMR's dividend yield for the trailing twelve months is around 6.42%, while XDOC has not paid dividends to shareholders.


Frequently Asked Questions


On fees, XDOC is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDOC is cheaper with a 0.79% expense ratio, compared with 0.85% for XIMR.

XIMR has the higher dividend yield at 6.42%, compared with 0.00% for XDOC.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for XIMR and 0.79% for XDOC.

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