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BFLB vs. JULB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFLB vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BufferLABS US Equity Dynamic Buffer ETF (BFLB) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BFLB having a 6.52% return and JULB slightly lower at 6.35%.


BFLB

1D
-0.08%
1M
2.53%
YTD
6.52%
6M
7.05%
1Y
3Y*
5Y*
10Y*

JULB

1D
-0.07%
1M
2.40%
YTD
6.35%
6M
6.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFLB vs. JULB - Yearly Performance Comparison


2026 (YTD)2025
BFLB
BufferLABS US Equity Dynamic Buffer ETF
6.52%2.59%
JULB
Aptus July Buffer ETF
6.35%2.56%

Correlation

The correlation between BFLB and JULB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.97

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Return for Risk

BFLB vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BufferLABS US Equity Dynamic Buffer ETF (BFLB) 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.

BFLB vs. JULB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BFLBJULBDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

2.17

-0.46

Drawdowns

BFLB vs. JULB - Drawdown Comparison

The maximum BFLB drawdown since its inception was -5.14%, roughly equal to the maximum JULB drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for BFLB and JULB.


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Drawdown Indicators


BFLBJULBDifference

Max Drawdown

Largest peak-to-trough decline

-5.14%

-5.24%

+0.10%

Current Drawdown

Current decline from peak

-0.08%

-0.07%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.87%

+0.10%

Volatility

BFLB vs. JULB - Volatility Comparison


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Volatility by Period


BFLBJULBDifference

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

6.81%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

6.81%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

6.81%

+0.95%

BFLB vs. JULB - Expense Ratio Comparison

BFLB has a 0.79% expense ratio, which is higher than JULB's 0.25% expense ratio.


Dividends

BFLB vs. JULB - Dividend Comparison

Neither BFLB nor JULB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, BFLB and JULB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.79% for BFLB.

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

They also come from different issuers: BufferLABS and Aptus Capital Advisors. Their fees differ too: 0.79% for BFLB and 0.25% for JULB.

Portfolio Optimizer

Find the right allocation for BFLB and JULB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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