BGLD vs. UXJL

Last updated Jun 4, 2026

BGLD (FT Vest Gold Strategy Quarterly Buffer ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. At a 0.19 correlation, their price movements are largely independent. BGLD charges 0.91%/yr vs 0.85%/yr for UXJL.

Performance

BGLD vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGLD achieves a 0.32% return, which is significantly lower than UXJL's 11.78% return.

BGLD

• 1D: -0.52%
• 1M: 0.80%
• YTD: 0.32%
• 6M: 1.34%
• 1Y: 12.93%
• 3Y*: 19.37%
• 5Y*: 11.20%
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGLD vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	0.32%	11.11%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between BGLD and UXJL is 0.19, 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 Jul 22, 2025	0.19

Return for Risk

BGLD vs. UXJL — Risk / Return Rank

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

BGLD

BGLD Risk / Return Rank: 28
BGLD Sharpe Ratio Rank: 29
BGLD Sortino Ratio Rank: 28
BGLD Omega Ratio Rank: 31
BGLD Calmar Ratio Rank: 25
BGLD Martin Ratio Rank: 27

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.

BGLD vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	1.09	—	—
Sortino ratio: Return per unit of downside risk	1.51	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.17	—	—
Martin ratio: Return 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.

Sharpe Ratios by Period

	BGLD	UXJL	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	1.87	-0.82

Drawdowns

BGLD vs. UXJL - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for BGLD and UXJL.

Drawdown Indicators

	BGLD	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-16.19%	-10.29%	-5.90%
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 Drawdown Current decline from peak	-7.22%	-0.76%	-6.46%
Average Drawdown Average peak-to-trough decline	-3.64%	-1.51%	-2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	—	—

Volatility

Volatility by Period

	BGLD	UXJL	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%	13.90%	-2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.97%	13.90%	-3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.89%	13.90%	-4.01%

BGLD vs. UXJL - Expense Ratio Comparison

BGLD has a 0.91% expense ratio, which is higher than UXJL's 0.85% expense ratio.

Dividends

BGLD vs. UXJL - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 44.18%, while UXJL 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%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGLD and UXJL in my portfolio?

BGLD and UXJL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BGLD or UXJL?

On fees, UXJL is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BGLD or UXJL?

UXJL is cheaper with a 0.85% expense ratio, compared with 0.91% for BGLD.

Which ETF pays a higher dividend yield, BGLD or UXJL?

BGLD has the higher dividend yield at 44.18%, compared with 0.00% for UXJL.

What is the main difference between BGLD and UXJL?

They also come from different issuers: FT Vest and First Trust. Their fees differ too: 0.91% for BGLD and 0.85% for UXJL.