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XOEF vs. PBFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XOEF vs. PBFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 ex S&P 100 ETF (XOEF) and PGIM Laddered S&P 500 Buffer 20 ETF (PBFR). The values are adjusted to include any dividend payments, if applicable.

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XOEF vs. PBFR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XOEF achieves a 2.96% return, which is significantly higher than PBFR's -0.36% return.


XOEF

1D
0.68%
1M
-4.86%
YTD
2.96%
6M
3.90%
1Y
3Y*
5Y*
10Y*

PBFR

1D
0.40%
1M
-0.80%
YTD
-0.36%
6M
1.72%
1Y
11.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XOEF vs. PBFR - Expense Ratio Comparison

XOEF has a 0.20% expense ratio, which is lower than PBFR's 0.50% expense ratio.


Return for Risk

XOEF vs. PBFR — Risk / Return Rank

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

XOEF

PBFR
PBFR Risk / Return Rank: 7777
Overall Rank
PBFR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PBFR Sortino Ratio Rank: 7676
Sortino Ratio Rank
PBFR Omega Ratio Rank: 8686
Omega Ratio Rank
PBFR Calmar Ratio Rank: 6565
Calmar Ratio Rank
PBFR Martin Ratio Rank: 8585
Martin Ratio Rank
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.

XOEF vs. PBFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ex S&P 100 ETF (XOEF) and PGIM Laddered S&P 500 Buffer 20 ETF (PBFR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XOEF vs. PBFR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XOEFPBFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.23

-0.44

Correlation

The correlation between XOEF and PBFR is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XOEF vs. PBFR - Dividend Comparison

XOEF's dividend yield for the trailing twelve months is around 0.87%, more than PBFR's 0.01% yield.


TTM20252024
XOEF
iShares S&P 500 ex S&P 100 ETF
0.87%0.63%0.00%
PBFR
PGIM Laddered S&P 500 Buffer 20 ETF
0.01%0.01%0.01%

Drawdowns

XOEF vs. PBFR - Drawdown Comparison

The maximum XOEF drawdown since its inception was -7.66%, smaller than the maximum PBFR drawdown of -8.50%. Use the drawdown chart below to compare losses from any high point for XOEF and PBFR.


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Drawdown Indicators


XOEFPBFRDifference

Max Drawdown

Largest peak-to-trough decline

-7.66%

-8.50%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

Current Drawdown

Current decline from peak

-4.97%

-1.17%

-3.80%

Average Drawdown

Average peak-to-trough decline

-1.43%

-0.68%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

Volatility

XOEF vs. PBFR - Volatility Comparison


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Volatility by Period


XOEFPBFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

8.18%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

7.13%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.82%

7.13%

+5.69%