BFJA vs. JULB

Last updated Jul 18, 2026

BFJA (FT Vest Bitcoin Strategy Floor15 ETF - January) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. BFJA charges 0.90%/yr vs 0.25%/yr for JULB.

Performance

BFJA vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BFJA

• 1D: -0.03%
• 1M: -0.75%
• 6M: -14.82%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULB

• 1D: -0.51%
• 1M: 1.13%
• 6M: 6.60%
• YTD: 7.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BFJA vs. JULB - Yearly Performance Comparison

	2026 (YTD)
BFJA FT Vest Bitcoin Strategy Floor15 ETF - January	-13.42%
JULB Aptus July Buffer ETF	6.54%

Correlation

The correlation between BFJA and JULB is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 12, 2026	0.53

Return for Risk

BFJA vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) and Aptus July Buffer ETF (JULB). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

BFJA vs. JULB - Drawdown Comparison

The maximum BFJA drawdown since its inception was -16.74%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for BFJA and JULB.

Drawdown Indicators

	BFJA	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-16.74%	-5.24%	-11.50%
Current Drawdown Current decline from peak	-15.50%	-0.74%	-14.76%
Average Drawdown Average peak-to-trough decline	-10.10%	-0.78%	-9.32%

Volatility

Volatility by Period

	BFJA	JULB	Difference
Volatility (1Y) Calculated over the trailing 1-year period	14.35%	6.71%	+7.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.35%	6.71%	+7.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.35%	6.71%	+7.64%

BFJA vs. JULB - Expense Ratio Comparison

BFJA has a 0.90% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

BFJA vs. JULB - Dividend Comparison

Neither BFJA nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BFJA and JULB in my portfolio?

BFJA and JULB have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BFJA or JULB?

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BFJA or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.90% for BFJA.

Which ETF pays a higher dividend yield, BFJA or JULB?

BFJA and JULB have nearly identical dividend yields, around 0.00%.

What is the main difference between BFJA and JULB?

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.90% for BFJA and 0.25% for JULB.