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

Correlation

The correlation between XSEP and XMAR 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

XSEP vs. XMAR - 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 - September (XSEP) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). 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
4.33%
4.83%
XSEP
XMAR

Key characteristics

Sharpe Ratio

XSEP:

2.61

XMAR:

2.52

Sortino Ratio

XSEP:

3.75

XMAR:

3.47

Omega Ratio

XSEP:

1.61

XMAR:

1.58

Calmar Ratio

XSEP:

6.08

XMAR:

3.26

Martin Ratio

XSEP:

30.79

XMAR:

19.09

Ulcer Index

XSEP:

0.28%

XMAR:

0.57%

Daily Std Dev

XSEP:

3.32%

XMAR:

4.28%

Max Drawdown

XSEP:

-3.48%

XMAR:

-3.31%

Current Drawdown

XSEP:

0.00%

XMAR:

0.00%

Returns By Period

In the year-to-date period, XSEP achieves a 2.01% return, which is significantly higher than XMAR's 1.37% return.


XSEP

YTD

2.01%

1M

1.03%

6M

4.32%

1Y

8.85%

5Y*

N/A

10Y*

N/A

XMAR

YTD

1.37%

1M

0.80%

6M

4.51%

1Y

10.69%

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.


XSEP vs. XMAR - Expense Ratio Comparison

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


XSEP
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September
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%
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

XSEP vs. XMAR — Risk-Adjusted Performance Rank

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

XSEP
The Risk-Adjusted Performance Rank of XSEP is 9595
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

XMAR
The Risk-Adjusted Performance Rank of XMAR is 9292
Overall Rank
The Sharpe Ratio Rank of XMAR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of XMAR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of XMAR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XMAR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XMAR is 9494
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.

XSEP vs. XMAR - 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 - September (XSEP) and FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR). 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 XSEP, currently valued at 2.61, compared to the broader market0.002.004.002.612.52
The chart of Sortino ratio for XSEP, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.0012.003.753.47
The chart of Omega ratio for XSEP, currently valued at 1.60, compared to the broader market0.501.001.502.002.503.001.611.58
The chart of Calmar ratio for XSEP, currently valued at 6.08, compared to the broader market0.005.0010.0015.006.083.26
The chart of Martin ratio for XSEP, currently valued at 30.79, compared to the broader market0.0020.0040.0060.0080.00100.0030.7919.09
XSEP
XMAR

The current XSEP Sharpe Ratio is 2.61, which is comparable to the XMAR Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XSEP and XMAR, 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
2.61
2.52
XSEP
XMAR

Dividends

XSEP vs. XMAR - Dividend Comparison

Neither XSEP nor XMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSEP vs. XMAR - Drawdown Comparison

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


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

Volatility

XSEP vs. XMAR - Volatility Comparison

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September (XSEP) has a higher volatility of 0.89% compared to FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) at 0.50%. This indicates that XSEP's price experiences larger fluctuations and is considered to be riskier than XMAR 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
0.89%
0.50%
XSEP
XMAR
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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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