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XNOV vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNOV vs. CSHP - 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 - November (XNOV) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNOV achieves a 5.36% return, which is significantly higher than CSHP's 2.38% return.


XNOV

1D
0.28%
1M
0.72%
6M
4.70%
YTD
5.36%
1Y
11.63%
3Y*
5Y*
10Y*
ALL TIME*
10.18%

CSHP

1D
-0.27%
1M
0.35%
6M
2.06%
YTD
2.38%
1Y
4.04%
3Y*
5Y*
10Y*
ALL TIME*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.53M$7.29M$2.60M
$34.74K$60.46K$588.27K

XNOV vs. CSHP - Yearly Performance Comparison


Correlation

The correlation between XNOV and CSHP is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.04

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Return for Risk

XNOV vs. CSHP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XNOV
XNOV Risk / Return Rank: 9292
Overall Rank
XNOV Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XNOV Sortino Ratio Rank: 9494
Sortino Ratio Rank
XNOV Omega Ratio Rank: 9595
Omega Ratio Rank
XNOV Calmar Ratio Rank: 8383
Calmar Ratio Rank
XNOV Martin Ratio Rank: 9494
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9898
Overall Rank
CSHP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSHP Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XNOV vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November (XNOV) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


XNOVCSHPDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.57

2.68

-1.11

Calmar ratioReturn relative to maximum drawdown

3.09

10.40

-7.31

Martin ratioReturn relative to average drawdown

17.85

65.72

-47.87

XNOV vs. CSHP - Sharpe Ratio Comparison

The current XNOV Sharpe Ratio is 2.55, which is comparable to the CSHP Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of XNOV and CSHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XNOV vs. CSHP - Drawdown Comparison

The maximum XNOV drawdown since its inception was -10.00%, which is greater than CSHP's maximum drawdown of -0.39%. Use the drawdown chart below to compare losses from any high point for XNOV and CSHP.


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Drawdown Indicators


XNOVCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-10.00%

-0.39%

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-0.39%

-3.21%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-0.49%

-0.01%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.06%

+0.56%

Volatility

XNOV vs. CSHP - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - November (XNOV) is 0.77%, while iShares Enhanced Short-Term Bond Active ETF (CSHP) has a volatility of 1.10%. This indicates that XNOV experiences smaller price fluctuations and is considered to be less risky than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XNOVCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.10%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

1.12%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

1.14%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

0.86%

+5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

0.86%

+5.92%

XNOV vs. CSHP - Expense Ratio Comparison

XNOV has a 0.85% expense ratio, which is higher than CSHP's 0.20% expense ratio.


Dividends

XNOV vs. CSHP - Dividend Comparison

XNOV has not paid dividends to shareholders, while CSHP's dividend yield for the trailing twelve months is around 4.00%.


Frequently Asked Questions


XNOV and CSHP have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSHP has higher volatility (1.10%) compared to XNOV (0.77%). In terms of maximum drawdown, XNOV dropped -10.00% vs CSHP's -0.39%.

On 1-year performance, XNOV leads with 11.63% vs 4.04% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, XNOV 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, XNOV has performed better with a 11.63% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.85% for XNOV.

CSHP has the higher dividend yield at 3.89%, compared with 0.00% for XNOV.

XNOV is categorized as Options Trading, while CSHP is Ultrashort Bond. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for XNOV and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (3.53 vs 2.55), 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.

Portfolio Optimizer

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