BFJL vs. JULB
BFJL (FT Vest Bitcoin Strategy Floor15 ETF - July) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. At a 0.44 correlation, their price movements are largely independent. BFJL charges 0.90%/yr vs 0.25%/yr for JULB.
Performance
BFJL vs. JULB - Performance Comparison
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Returns By Period
In the year-to-date period, BFJL achieves a -7.67% return, which is significantly lower than JULB's 6.35% return.
BFJL
- 1D
- 0.09%
- 1M
- -1.12%
- YTD
- -7.67%
- 6M
- -10.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JULB
- 1D
- -0.07%
- 1M
- 2.40%
- YTD
- 6.35%
- 6M
- 6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BFJL vs. JULB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | -7.67% | -10.39% |
JULB Aptus July Buffer ETF | 6.35% | 2.56% |
Correlation
The correlation between BFJL and JULB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.44 |
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Return for Risk
BFJL vs. JULB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| BFJL | JULB | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -1.14 | 2.17 | -3.31 |
Drawdowns
BFJL vs. JULB - Drawdown Comparison
The maximum BFJL drawdown since its inception was -21.27%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for BFJL and JULB.
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Drawdown Indicators
| BFJL | JULB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.27% | -5.24% | -16.03% |
Current DrawdownCurrent decline from peak | -21.20% | -0.07% | -21.13% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -0.87% | -10.89% |
Volatility
BFJL vs. JULB - Volatility Comparison
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Volatility by Period
| BFJL | JULB | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 6.81% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 6.81% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 6.81% | +6.95% |
BFJL vs. JULB - Expense Ratio Comparison
BFJL has a 0.90% expense ratio, which is higher than JULB's 0.25% expense ratio.
Dividends
BFJL vs. JULB - Dividend Comparison
BFJL's dividend yield for the trailing twelve months is around 1.46%, while JULB has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
BFJL FT Vest Bitcoin Strategy Floor15 ETF - July | 1.46% | 1.35% |
JULB Aptus July Buffer ETF | 0.00% | 0.00% |
Frequently Asked Questions
BFJL and JULB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
JULB is cheaper with a 0.25% expense ratio, compared with 0.90% for BFJL.
BFJL has the higher dividend yield at 1.46%, compared with 0.00% for JULB.
They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.90% for BFJL and 0.25% for JULB.
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