BGLD vs. JULB
BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. BGLD charges 0.91%/yr vs 0.25%/yr for JULB.
Performance
BGLD vs. JULB - Performance Comparison
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Returns By Period
In the year-to-date period, BGLD achieves a 0.32% return, which is significantly lower than JULB's 6.35% return.
BGLD
- 1D
- -0.52%
- 1M
- 0.80%
- YTD
- 0.32%
- 6M
- 1.34%
- 1Y
- 12.93%
- 3Y*
- 19.37%
- 5Y*
- 11.20%
- 10Y*
- —
JULB
- 1D
- -0.07%
- 1M
- 2.40%
- YTD
- 6.35%
- 6M
- 6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGLD vs. JULB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 0.32% | 1.02% |
JULB Aptus July Buffer ETF | 6.35% | 2.56% |
Correlation
The correlation between BGLD and JULB is 0.27, 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 | 0.27 |
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Return for Risk
BGLD vs. JULB — Risk / Return Rank
BGLD
JULB
BGLD vs. JULB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) 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.
| BGLD | JULB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | — | — |
| Martin ratioReturn relative to average drawdown | 3.72 | — | — |
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
| BGLD | JULB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 2.17 | -1.12 |
Drawdowns
BGLD vs. JULB - Drawdown Comparison
The maximum BGLD drawdown since its inception was -16.19%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for BGLD and JULB.
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Drawdown Indicators
| BGLD | JULB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.19% | -5.24% | -10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.52% | — | — |
Current DrawdownCurrent decline from peak | -7.22% | -0.07% | -7.15% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -0.87% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | — | — |
Volatility
BGLD vs. JULB - Volatility Comparison
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Volatility by Period
| BGLD | JULB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 6.81% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 6.81% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 6.81% | +3.08% |
BGLD vs. JULB - Expense Ratio Comparison
BGLD has a 0.91% expense ratio, which is higher than JULB's 0.25% expense ratio.
Dividends
BGLD vs. JULB - Dividend Comparison
BGLD's dividend yield for the trailing twelve months is around 44.18%, while JULB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BGLD FT Vest Gold Strategy Quarterly Buffer ETF | 44.18% | 44.32% | 25.04% | 10.49% | 0.40% |
JULB Aptus July Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BGLD and JULB have a correlation of 0.27, 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 0.91% for BGLD.
BGLD has the higher dividend yield at 44.18%, compared with 0.00% for JULB.
They also come from different issuers: FT Vest and Aptus Capital Advisors. Their fees differ too: 0.91% for BGLD and 0.25% for JULB.
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