BUFC vs. JULQ

Last updated Jun 4, 2026

BUFC (AB Conservative Buffer ETF) and JULQ (Innovator Premium Income 40 Barrier ETF - July) are both Options Trading funds. Both are actively managed. BUFC charges 0.69%/yr vs 0.79%/yr for JULQ.

Performance

BUFC vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Conservative Buffer ETF (BUFC) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BUFC

• 1D: 0.02%
• 1M: 1.58%
• YTD: 2.84%
• 6M: 3.28%
• 1Y: 8.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFC vs. JULQ - Yearly Performance Comparison

	2026 (YTD)
BUFC AB Conservative Buffer ETF	2.14%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%

BUFC vs. JULQ - Sectors Allocation Comparison

Sectors	BUFC	JULQ
Technology	33.6%	31.7%
Financial Services	12.5%	14.0%
Communication Services	10.5%	9.5%
Consumer Cyclical	10.1%	10.4%
Healthcare	9.6%	10.9%
Industrials	8.6%	7.7%
Consumer Defensive	5.3%	6.2%
Energy	3.4%	3.2%
Utilities	2.5%	2.6%
Real Estate	2.0%	2.3%
Basic Materials	1.9%	1.8%

Return for Risk

BUFC vs. JULQ — Risk / Return Rank

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

BUFC

BUFC Risk / Return Rank: 61
BUFC Sharpe Ratio Rank: 63
BUFC Sortino Ratio Rank: 64
BUFC Omega Ratio Rank: 68
BUFC Calmar Ratio Rank: 51
BUFC Martin Ratio Rank: 60

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.

BUFC vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.

	BUFC	JULQ	Difference
Sharpe ratio: Return per unit of total volatility	2.09	—	—
Sortino ratio: Return per unit of downside risk	2.97	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.46	—	—
Martin ratio: Return relative to average drawdown	10.49	—	—
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

	BUFC	JULQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	—	—

Drawdowns

BUFC vs. JULQ - Drawdown Comparison

The maximum BUFC drawdown since its inception was -8.29%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BUFC and JULQ.

Drawdown Indicators

	BUFC	JULQ	Difference
Max Drawdown Largest peak-to-trough decline	-8.29%	0.00%	-8.29%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	—	—
Current Drawdown Current decline from peak	-0.12%	0.00%	-0.12%
Average Drawdown Average peak-to-trough decline	-0.76%	0.00%	-0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	BUFC	JULQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.25%	0.00%	+4.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.64%	0.00%	+5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.64%	0.00%	+5.64%

BUFC vs. JULQ - Expense Ratio Comparison

BUFC has a 0.69% expense ratio, which is lower than JULQ's 0.79% expense ratio.

Dividends

BUFC vs. JULQ - Dividend Comparison

Neither BUFC nor JULQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, BUFC or JULQ?

On fees, BUFC is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFC or JULQ?

BUFC is cheaper with a 0.69% expense ratio, compared with 0.79% for JULQ.

Which ETF pays a higher dividend yield, BUFC or JULQ?

BUFC and JULQ have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFC and JULQ?

They also come from different issuers: AllianceBernstein and Innovator. Their fees differ too: 0.69% for BUFC and 0.79% for JULQ.