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

Correlation

The correlation between XMAR and XSEP is 0.67, 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.


-0.50.00.51.00.7

Performance

XMAR vs. XSEP - 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 FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September (XSEP). 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%
4.31%
XMAR
XSEP

Key characteristics

Sharpe Ratio

XMAR:

2.52

XSEP:

2.65

Sortino Ratio

XMAR:

3.47

XSEP:

3.80

Omega Ratio

XMAR:

1.58

XSEP:

1.61

Calmar Ratio

XMAR:

3.26

XSEP:

6.17

Martin Ratio

XMAR:

19.09

XSEP:

31.25

Ulcer Index

XMAR:

0.57%

XSEP:

0.28%

Daily Std Dev

XMAR:

4.29%

XSEP:

3.33%

Max Drawdown

XMAR:

-3.31%

XSEP:

-3.48%

Current Drawdown

XMAR:

0.00%

XSEP:

0.00%

Returns By Period

In the year-to-date period, XMAR achieves a 1.31% return, which is significantly lower than XSEP's 1.99% return.


XMAR

YTD

1.31%

1M

0.75%

6M

4.64%

1Y

10.67%

5Y*

N/A

10Y*

N/A

XSEP

YTD

1.99%

1M

1.01%

6M

4.31%

1Y

8.58%

5Y*

N/A

10Y*

N/A

*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. XSEP - Expense Ratio Comparison

Both XMAR and XSEP have an expense ratio of 0.85%.


XMAR
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March
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%
Expense ratio chart for XSEP: 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. XSEP — 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

XSEP
The Risk-Adjusted Performance Rank of XSEP is 9696
Overall Rank
The Sharpe Ratio Rank of XSEP is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XSEP is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XSEP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of XSEP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of XSEP is 9797
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. XSEP - 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 FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September (XSEP). 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 market0.002.004.002.522.65
The chart of Sortino ratio for XMAR, currently valued at 3.47, compared to the broader market0.005.0010.003.473.80
The chart of Omega ratio for XMAR, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.61
The chart of Calmar ratio for XMAR, currently valued at 3.26, compared to the broader market0.005.0010.0015.0020.003.266.17
The chart of Martin ratio for XMAR, currently valued at 19.09, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.0931.25
XMAR
XSEP

The current XMAR Sharpe Ratio is 2.52, which is comparable to the XSEP Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XMAR and XSEP, 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 Ratio2.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025February
2.52
2.65
XMAR
XSEP

Dividends

XMAR vs. XSEP - Dividend Comparison

Neither XMAR nor XSEP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMAR vs. XSEP - Drawdown Comparison

The maximum XMAR drawdown since its inception was -3.31%, roughly equal to the maximum XSEP drawdown of -3.48%. Use the drawdown chart below to compare losses from any high point for XMAR and XSEP. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
XMAR
XSEP

Volatility

XMAR vs. XSEP - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) is 0.50%, while FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September (XSEP) has a volatility of 0.92%. This indicates that XMAR experiences smaller price fluctuations and is considered to be less risky than XSEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
0.50%
0.92%
XMAR
XSEP
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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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