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XMAR vs. UJB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XMAR and UJB is 0.53, 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.


-0.50.00.51.00.5

Performance

XMAR vs. UJB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) and ProShares Ultra High Yield (UJB). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
4.64%
4.83%
XMAR
UJB

Key characteristics

Sharpe Ratio

XMAR:

2.52

UJB:

1.66

Sortino Ratio

XMAR:

3.47

UJB:

2.34

Omega Ratio

XMAR:

1.58

UJB:

1.30

Calmar Ratio

XMAR:

3.26

UJB:

1.07

Martin Ratio

XMAR:

19.09

UJB:

10.04

Ulcer Index

XMAR:

0.57%

UJB:

1.36%

Daily Std Dev

XMAR:

4.29%

UJB:

8.22%

Max Drawdown

XMAR:

-3.31%

UJB:

-40.14%

Current Drawdown

XMAR:

0.00%

UJB:

-0.37%

Returns By Period

In the year-to-date period, XMAR achieves a 1.31% return, which is significantly lower than UJB's 2.84% return.


XMAR

YTD

1.31%

1M

0.75%

6M

4.64%

1Y

10.67%

5Y*

N/A

10Y*

N/A

UJB

YTD

2.84%

1M

0.97%

6M

4.83%

1Y

13.64%

5Y*

2.35%

10Y*

7.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XMAR vs. UJB - Expense Ratio Comparison

XMAR has a 0.85% expense ratio, which is lower than UJB's 1.27% expense ratio.


UJB
ProShares Ultra High Yield
Expense ratio chart for UJB: current value at 1.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.27%
Expense ratio chart for XMAR: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

XMAR vs. UJB — Risk-Adjusted Performance Rank

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

XMAR
The Risk-Adjusted Performance Rank of XMAR is 9191
Overall Rank
The Sharpe Ratio Rank of XMAR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XMAR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XMAR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XMAR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of XMAR is 9494
Martin Ratio Rank

UJB
The Risk-Adjusted Performance Rank of UJB is 6363
Overall Rank
The Sharpe Ratio Rank of UJB is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of UJB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of UJB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of UJB is 4242
Calmar Ratio Rank
The Martin Ratio Rank of UJB is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMAR vs. UJB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) and ProShares Ultra High Yield (UJB). 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.


Sharpe ratio
The chart of Sharpe ratio for XMAR, currently valued at 2.52, compared to the broader market0.002.004.002.521.66
The chart of Sortino ratio for XMAR, currently valued at 3.47, compared to the broader market0.005.0010.003.472.34
The chart of Omega ratio for XMAR, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.30
The chart of Calmar ratio for XMAR, currently valued at 3.26, compared to the broader market0.005.0010.0015.0020.003.262.85
The chart of Martin ratio for XMAR, currently valued at 19.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.0910.04
XMAR
UJB

The current XMAR Sharpe Ratio is 2.52, which is higher than the UJB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of XMAR and UJB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.52
1.66
XMAR
UJB

Dividends

XMAR vs. UJB - Dividend Comparison

XMAR has not paid dividends to shareholders, while UJB's dividend yield for the trailing twelve months is around 2.93%.


TTM20242023202220212020201920182017201620152014
XMAR
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UJB
ProShares Ultra High Yield
2.93%3.02%3.92%0.05%0.31%2.88%3.95%3.22%2.67%2.36%3.62%0.30%

Drawdowns

XMAR vs. UJB - Drawdown Comparison

The maximum XMAR drawdown since its inception was -3.31%, smaller than the maximum UJB drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for XMAR and UJB. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.37%
XMAR
UJB

Volatility

XMAR vs. UJB - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) is 0.50%, while ProShares Ultra High Yield (UJB) has a volatility of 1.82%. This indicates that XMAR experiences smaller price fluctuations and is considered to be less risky than UJB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
0.50%
1.82%
XMAR
UJB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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