DGJA vs. JULB

Last updated Jul 1, 2026

DGJA (FT Vest U.S. Equity Buffer & Digital Return ETF - January) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. DGJA charges 0.85%/yr vs 0.25%/yr for JULB.

Performance

DGJA vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Digital Return ETF - January (DGJA) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DGJA

• 1D: 0.13%
• 1M: 0.19%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULB

• 1D: 0.44%
• 1M: 1.29%
• YTD: 7.73%
• 6M: 7.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGJA vs. JULB - Yearly Performance Comparison

	2026 (YTD)
DGJA FT Vest U.S. Equity Buffer & Digital Return ETF - January	4.04%
JULB Aptus July Buffer ETF	6.83%

Correlation

The correlation between DGJA and JULB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026	0.94

Return for Risk

DGJA vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Digital Return ETF - January (DGJA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

DGJA vs. JULB - Drawdown Comparison

The maximum DGJA drawdown since its inception was -3.79%, smaller than the maximum JULB drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for DGJA and JULB.

Drawdown Indicators

	DGJA	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-3.79%	-5.24%	+1.45%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.52%	-0.82%	+0.30%

Volatility

Volatility by Period

	DGJA	JULB	Difference
Volatility (1Y) Calculated over the trailing 1-year period	5.60%	6.81%	-1.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.60%	6.81%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.60%	6.81%	-1.21%

DGJA vs. JULB - Expense Ratio Comparison

DGJA has a 0.85% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

DGJA vs. JULB - Dividend Comparison

Neither DGJA nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGJA and JULB in my portfolio?

With a correlation of 0.94, DGJA 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.

Which ETF is better, DGJA or JULB?

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.

Which ETF is cheaper, DGJA or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for DGJA.

Which ETF pays a higher dividend yield, DGJA or JULB?

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

What is the main difference between DGJA and JULB?

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for DGJA and 0.25% for JULB.