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YSEP vs. APRQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YSEP vs. APRQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest International Equity Buffer ETF - September (YSEP) and Innovator Premium Income 40 Barrier ETF - April (APRQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


YSEP

1D
-0.48%
1M
1.71%
YTD
4.71%
6M
5.91%
1Y
13.62%
3Y*
11.45%
5Y*
10Y*

APRQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YSEP vs. APRQ - Yearly Performance Comparison


YSEP vs. APRQ - Sectors Allocation Comparison


Sectors
YSEP
APRQ

Financial Services

24.2%
13.7%

Industrials

18.9%
7.4%

Healthcare

11.2%
10.5%

Technology

9.0%
32.0%

Consumer Cyclical

8.9%
11.6%

Consumer Defensive

7.8%
5.5%

Communication Services

5.8%
9.9%

Basic Materials

5.6%
1.7%

Energy

3.3%
3.2%

Utilities

3.3%
2.5%

Real Estate

2.0%
2.1%

Financial Services

YSEP
24.2%
APRQ
13.7%

Industrials

YSEP
18.9%
APRQ
7.4%

Healthcare

YSEP
11.2%
APRQ
10.5%

Technology

YSEP
9.0%
APRQ
32.0%

Consumer Cyclical

YSEP
8.9%
APRQ
11.6%

Consumer Defensive

YSEP
7.8%
APRQ
5.5%

Communication Services

YSEP
5.8%
APRQ
9.9%

Basic Materials

YSEP
5.6%
APRQ
1.7%

Energy

YSEP
3.3%
APRQ
3.2%

Utilities

YSEP
3.3%
APRQ
2.5%

Real Estate

YSEP
2.0%
APRQ
2.1%

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Return for Risk

YSEP vs. APRQ — Risk / Return Rank

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

YSEP
YSEP Risk / Return Rank: 5252
Overall Rank
YSEP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
YSEP Sortino Ratio Rank: 5151
Sortino Ratio Rank
YSEP Omega Ratio Rank: 5151
Omega Ratio Rank
YSEP Calmar Ratio Rank: 5151
Calmar Ratio Rank
YSEP Martin Ratio Rank: 5858
Martin Ratio Rank

APRQ
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.

YSEP vs. APRQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest International Equity Buffer ETF - September (YSEP) and Innovator Premium Income 40 Barrier ETF - April (APRQ). 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.


YSEPAPRQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

9.98

YSEP vs. APRQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YSEPAPRQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Drawdowns

YSEP vs. APRQ - Drawdown Comparison

The maximum YSEP drawdown since its inception was -22.58%, which is greater than APRQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YSEP and APRQ.


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Drawdown Indicators


YSEPAPRQDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

0.00%

-22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-4.15%

0.00%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

Volatility

YSEP vs. APRQ - Volatility Comparison


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Volatility by Period


YSEPAPRQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.11%

0.00%

+8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

0.00%

+11.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

0.00%

+11.41%

YSEP vs. APRQ - Expense Ratio Comparison

YSEP has a 0.90% expense ratio, which is higher than APRQ's 0.79% expense ratio.


Dividends

YSEP vs. APRQ - Dividend Comparison

Neither YSEP nor APRQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, APRQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

APRQ is cheaper with a 0.79% expense ratio, compared with 0.90% for YSEP.

YSEP and APRQ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.90% for YSEP and 0.79% for APRQ.

Portfolio Optimizer

Find the right allocation for YSEP and APRQ

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