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YDEC vs. FFEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YDEC vs. FFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest U.S. Equity Buffer ETF - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

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YDEC vs. FFEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
YDEC
FT Vest International Equity Moderate Buffer ETF – December
1.22%16.04%-0.79%14.33%-6.37%5.25%0.90%
FFEB
FT Vest U.S. Equity Buffer ETF - February
-0.64%13.76%16.64%19.95%-7.51%16.26%0.66%

Returns By Period

In the year-to-date period, YDEC achieves a 1.22% return, which is significantly higher than FFEB's -0.64% return.


YDEC

1D
0.80%
1M
-1.96%
YTD
1.22%
6M
3.09%
1Y
11.75%
3Y*
7.50%
5Y*
4.86%
10Y*

FFEB

1D
0.73%
1M
-2.56%
YTD
-0.64%
6M
1.94%
1Y
14.98%
3Y*
14.60%
5Y*
10.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YDEC vs. FFEB - Expense Ratio Comparison

YDEC has a 0.90% expense ratio, which is higher than FFEB's 0.85% expense ratio.


Return for Risk

YDEC vs. FFEB — Risk / Return Rank

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

YDEC
YDEC Risk / Return Rank: 7373
Overall Rank
YDEC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
YDEC Sortino Ratio Rank: 7171
Sortino Ratio Rank
YDEC Omega Ratio Rank: 8787
Omega Ratio Rank
YDEC Calmar Ratio Rank: 6464
Calmar Ratio Rank
YDEC Martin Ratio Rank: 7171
Martin Ratio Rank

FFEB
FFEB Risk / Return Rank: 7171
Overall Rank
FFEB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FFEB Sortino Ratio Rank: 6969
Sortino Ratio Rank
FFEB Omega Ratio Rank: 7777
Omega Ratio Rank
FFEB Calmar Ratio Rank: 6464
Calmar Ratio Rank
FFEB Martin Ratio Rank: 7979
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.

YDEC vs. FFEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest U.S. Equity Buffer ETF - February (FFEB). 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.


YDECFFEBDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.21

+0.13

Sortino ratio

Return per unit of downside risk

1.88

1.81

+0.07

Omega ratio

Gain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratio

Return relative to maximum drawdown

1.84

1.77

+0.07

Martin ratio

Return relative to average drawdown

8.37

9.36

-0.99

YDEC vs. FFEB - Sharpe Ratio Comparison

The current YDEC Sharpe Ratio is 1.34, which is comparable to the FFEB Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of YDEC and FFEB, 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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Sharpe Ratios by Period


YDECFFEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.21

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.94

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.78

-0.28

Correlation

The correlation between YDEC and FFEB is 0.71, 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

YDEC vs. FFEB - Dividend Comparison

Neither YDEC nor FFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YDEC vs. FFEB - Drawdown Comparison

The maximum YDEC drawdown since its inception was -23.34%, roughly equal to the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for YDEC and FFEB.


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Drawdown Indicators


YDECFFEBDifference

Max Drawdown

Largest peak-to-trough decline

-23.34%

-22.81%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-8.65%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-13.85%

-9.49%

Current Drawdown

Current decline from peak

-2.96%

-3.17%

+0.21%

Average Drawdown

Average peak-to-trough decline

-4.24%

-2.46%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.64%

-0.23%

Volatility

YDEC vs. FFEB - Volatility Comparison

FT Vest International Equity Moderate Buffer ETF – December (YDEC) has a higher volatility of 4.29% compared to FT Vest U.S. Equity Buffer ETF - February (FFEB) at 3.79%. This indicates that YDEC's price experiences larger fluctuations and is considered to be riskier than FFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YDECFFEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

3.79%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.17%

5.69%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

12.41%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.20%

10.88%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.06%

13.90%

-2.84%