XISE vs. XDOC

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September (XISE) and Innovator U.S. Equity Accelerated ETF - October (XDOC).

XISE and XDOC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XISE is an actively managed fund by FT Vest. It was launched on Sep 14, 2023. XDOC is an actively managed fund by Innovator. It was launched on Sep 30, 2021.

Performance

XISE vs. XDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September (XISE) and Innovator U.S. Equity Accelerated ETF - October (XDOC). The values are adjusted to include any dividend payments, if applicable.

XISE vs. XDOC - Yearly Performance Comparison

	2026 (YTD)
XISE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September	-0.46%
XDOC Innovator U.S. Equity Accelerated ETF - October	0.00%

Returns By Period

XISE

• 1D: 1.18%
• 1M: -0.61%
• YTD: 0.08%
• 6M: 1.67%
• 1Y: 5.79%
• 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)

XISE vs. XDOC - Expense Ratio Comparison

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

XISE

FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September

XDOC

Innovator U.S. Equity Accelerated ETF - October

Return for Risk

XISE vs. XDOC — Risk / Return Rank

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

XISE

XISE Risk / Return Rank: 53
XISE Sharpe Ratio Rank: 42
XISE Sortino Ratio Rank: 44
XISE Omega Ratio Rank: 69
XISE Calmar Ratio Rank: 38
XISE Martin Ratio Rank: 70

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.

XISE vs. XDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September (XISE) 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.

	XISE	XDOC	Difference
Sharpe ratio Return per unit of total volatility	0.80	—	—
Sortino ratio Return per unit of downside risk	1.27	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.01	—	—
Martin ratio Return relative to average drawdown	7.41	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XISE	XDOC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	—	—

Dividends

XISE vs. XDOC - Dividend Comparison

XISE's dividend yield for the trailing twelve months is around 5.95%, while XDOC has not paid dividends to shareholders.

	TTM	2025	2024	2023
XISE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September	5.95%	5.81%	7.04%	1.20%
XDOC Innovator U.S. Equity Accelerated ETF - October	0.00%	0.00%	0.00%	0.00%

Drawdowns

XISE vs. XDOC - Drawdown Comparison

The maximum XISE drawdown since its inception was -6.17%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XISE and XDOC.

Drawdown Indicators

	XISE	XDOC	Difference
Max Drawdown Largest peak-to-trough decline	-6.17%	0.00%	-6.17%
Max Drawdown (1Y) Largest decline over 1 year	-5.72%	—	—
Current Drawdown Current decline from peak	-0.72%	0.00%	-0.72%
Average Drawdown Average peak-to-trough decline	-0.26%	0.00%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.78%	—	—

Volatility

Volatility by Period

	XISE	XDOC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.30%	0.00%	+7.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.06%	0.00%	+5.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.06%	0.00%	+5.06%