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

Correlation

The correlation between XSEP and XMAR is 0.83, 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.

XSEP vs. XMAR

Last updated May 31, 2025

Compare and contrast key facts about 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).

XSEP and XMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSEP is an actively managed fund by FT Vest. It was launched on Sep 20, 2022. XMAR is an actively managed fund by FT Vest. It was launched on Mar 16, 2023.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSEP or XMAR.

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.

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Key characteristics

Sharpe Ratio

XSEP:

0.69

XMAR:

1.26

Sortino Ratio

XSEP:

1.06

XMAR:

1.76

Omega Ratio

XSEP:

1.20

XMAR:

1.34

Calmar Ratio

XSEP:

0.68

XMAR:

1.39

Martin Ratio

XSEP:

3.60

XMAR:

8.33

Ulcer Index

XSEP:

1.75%

XMAR:

1.22%

Daily Std Dev

XSEP:

9.30%

XMAR:

8.57%

Max Drawdown

XSEP:

-9.21%

XMAR:

-7.29%

Current Drawdown

XSEP:

-0.07%

XMAR:

-0.17%

Returns By Period

In the year-to-date period, XSEP achieves a 2.34% return, which is significantly lower than XMAR's 3.78% return.

XSEP

YTD

2.34%

1M

3.34%

6M

1.85%

1Y

6.38%

3Y*

N/A

5Y*

N/A

10Y*

N/A

XMAR

YTD

3.78%

1M

2.67%

6M

4.07%

1Y

10.70%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March

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
XMAR
FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6868
Overall Rank
The Sharpe Ratio Rank of XSEP is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of XSEP is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XSEP is 7777
Omega Ratio Rank
The Calmar Ratio Rank of XSEP is 6666
Calmar Ratio Rank
The Martin Ratio Rank of XSEP is 7676
Martin Ratio Rank
XMAR
The Risk-Adjusted Performance Rank of XMAR is 8787
Overall Rank
The Sharpe Ratio Rank of XMAR is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of XMAR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of XMAR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of XMAR is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XMAR is 9090
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.

The current XSEP Sharpe Ratio is 0.69, which is lower than the XMAR Sharpe Ratio of 1.26. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -9.21%, which is greater than XMAR's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for XSEP and XMAR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XSEP vs. XMAR - Volatility Comparison

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - September (XSEP) has a higher volatility of 2.02% compared to FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - March (XMAR) at 1.90%. 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.

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