YMAR vs. DCMT
YMAR (FT Vest International Equity Moderate Buffer ETF - March) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - YMAR is a Defined Outcome fund tracking the iShares MSCI EAFE ETF, while DCMT is a Commodities fund actively managed by DoubleLine. YMAR is passively managed, while DCMT is actively managed. Over the past year, YMAR returned 14.55% vs 29.63% for DCMT. Their 0.05 correlation means their historical movements had little consistent relationship. YMAR charges 0.90%/yr vs 0.66%/yr for DCMT.
Performance
YMAR vs. DCMT - Performance Comparison
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Returns By Period
In the year-to-date period, YMAR achieves a 7.88% return, which is significantly lower than DCMT's 24.74% return.
YMAR
- 1D
- 0.54%
- 1M
- 1.40%
- 6M
- 6.11%
- YTD
- 7.88%
- 1Y
- 14.55%
- 3Y*
- 11.27%
- 5Y*
- 6.75%
- 10Y*
- —
- ALL TIME*
- 7.14%
DCMT
- 1D
- -1.11%
- 1M
- 6.02%
- 6M
- 16.61%
- YTD
- 24.74%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $307.72K | $268.91K | $199.57K | |
| $98.61K | $126.73K | $440.78K |
YMAR vs. DCMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 7.88% | 18.55% | 3.84% |
DCMT DoubleLine Commodity Strategy ETF | 24.74% | 6.04% | 3.65% |
Correlation
The correlation between YMAR and DCMT is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.05 |
The correlation between YMAR and DCMT shifts across timeframes, from -0.16 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YMAR vs. DCMT — Risk / Return Rank
YMAR
DCMT
YMAR vs. DCMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) and DoubleLine Commodity Strategy ETF (DCMT). 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.
| YMAR | DCMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.27 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 1.86 | +2.69 |
| Martin ratioReturn relative to average drawdown | 19.30 | 6.16 | +13.14 |
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Drawdowns
YMAR vs. DCMT - Drawdown Comparison
The maximum YMAR drawdown since its inception was -22.60%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for YMAR and DCMT.
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Drawdown Indicators
| YMAR | DCMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -15.96% | -6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -15.96% | +12.75% |
Max Drawdown (3Y)Largest decline over 3 years | -8.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.46% | +10.46% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -3.63% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 4.82% | -4.06% |
Volatility
YMAR vs. DCMT - Volatility Comparison
The current volatility for FT Vest International Equity Moderate Buffer ETF - March (YMAR) is 1.89%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 5.57%. This indicates that YMAR experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAR | DCMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 5.57% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 5.80% | 16.66% | -10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.00% | 19.04% | -12.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.33% | 16.06% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 16.06% | -4.91% |
YMAR vs. DCMT - Expense Ratio Comparison
YMAR has a 0.90% expense ratio, which is higher than DCMT's 0.66% expense ratio.
Dividends
YMAR vs. DCMT - Dividend Comparison
YMAR has not paid dividends to shareholders, while DCMT's dividend yield for the trailing twelve months is around 2.94%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DCMT DoubleLine Commodity Strategy ETF | 2.94% | 3.67% | 1.59% |
YMAR FT Vest International Equity Moderate Buffer ETF - March | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YMAR and DCMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCMT has higher volatility (5.57%) compared to YMAR (1.89%). In terms of maximum drawdown, YMAR dropped -22.60% vs DCMT's -15.96%.
On 1-year performance, DCMT leads with 29.63% vs 14.55% for YMAR. On fees, DCMT is cheaper at 0.66% per year. On volatility, YMAR has been the lower-risk option at 1.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DCMT has performed better with a 29.63% return vs 14.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DCMT is cheaper with a 0.66% expense ratio, compared with 0.90% for YMAR.
DCMT has the higher dividend yield at 2.94%, compared with 0.00% for YMAR.
YMAR is categorized as Defined Outcome, while DCMT is Commodities. They also come from different issuers: FT Vest and DoubleLine. Their fees differ too: 0.90% for YMAR and 0.66% for DCMT.
YMAR currently has the higher Sharpe Ratio (2.10 vs 1.56), 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.
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