YMAR vs. IAPR
Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF - March (YMAR) and Innovator International Developed Power Buffer ETF - April (IAPR).
YMAR and IAPR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YMAR is a passively managed fund by FT Vest that tracks the performance of the iShares MSCI EAFE ETF. It was launched on Mar 19, 2021. IAPR is a passively managed fund by Innovator that tracks the performance of the MSCI EAFE. It was launched on Mar 31, 2021. Both YMAR and IAPR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
YMAR vs. IAPR - Performance Comparison
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YMAR vs. IAPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
YMAR FT Vest International Equity Moderate Buffer ETF - March | 1.24% | 18.55% | 3.12% | 16.31% | -8.46% | 2.59% |
IAPR Innovator International Developed Power Buffer ETF - April | 2.69% | 15.51% | 3.76% | 7.67% | -7.61% | 2.74% |
Returns By Period
In the year-to-date period, YMAR achieves a 1.24% return, which is significantly lower than IAPR's 2.69% return.
YMAR
- 1D
- 1.61%
- 1M
- -1.24%
- YTD
- 1.24%
- 6M
- 4.17%
- 1Y
- 14.11%
- 3Y*
- 9.75%
- 5Y*
- 6.22%
- 10Y*
- —
IAPR
- 1D
- 1.25%
- 1M
- 0.70%
- YTD
- 2.69%
- 6M
- 5.32%
- 1Y
- 15.00%
- 3Y*
- 8.92%
- 5Y*
- —
- 10Y*
- —
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YMAR vs. IAPR - Expense Ratio Comparison
YMAR has a 0.90% expense ratio, which is higher than IAPR's 0.85% expense ratio.
Return for Risk
YMAR vs. IAPR — Risk / Return Rank
YMAR
IAPR
YMAR vs. IAPR - 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 Innovator International Developed Power Buffer ETF - April (IAPR). 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.
| YMAR | IAPR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.80 | -0.27 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.62 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.33 | -0.28 |
Martin ratioReturn relative to average drawdown | 13.19 | 15.34 | -2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YMAR | IAPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.80 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.54 | +0.02 |
Correlation
The correlation between YMAR and IAPR is 0.91, 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
YMAR vs. IAPR - Dividend Comparison
Neither YMAR nor IAPR has paid dividends to shareholders.
Drawdowns
YMAR vs. IAPR - Drawdown Comparison
The maximum YMAR drawdown since its inception was -22.60%, which is greater than IAPR's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for YMAR and IAPR.
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Drawdown Indicators
| YMAR | IAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.60% | -17.73% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -6.08% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | — | — |
Current DrawdownCurrent decline from peak | -1.29% | 0.00% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -3.99% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.92% | +0.11% |
Volatility
YMAR vs. IAPR - Volatility Comparison
FT Vest International Equity Moderate Buffer ETF - March (YMAR) has a higher volatility of 3.66% compared to Innovator International Developed Power Buffer ETF - April (IAPR) at 2.78%. This indicates that YMAR's price experiences larger fluctuations and is considered to be riskier than IAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMAR | IAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 2.78% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.91% | 3.92% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.25% | 8.38% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.37% | 8.70% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.35% | 8.70% | +2.65% |