DGJA vs. UXJL

Last updated Jul 22, 2026

DGJA (FT Vest U.S. Equity Buffer & Digital Return ETF - January) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds from First Trust. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.85% expense ratio.

Performance

DGJA vs. UXJL - 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 FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DGJA

• 1D: 0.08%
• 1M: 0.63%
• 6M: 4.93%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

UXJL

• 1D: 0.82%
• 1M: -0.28%
• 6M: 11.53%
• YTD: 10.45%
• 1Y: 20.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.98%

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

DGJA vs. UXJL - Yearly Performance Comparison

	2026 (YTD)
DGJA FT Vest U.S. Equity Buffer & Digital Return ETF - January	4.50%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	8.75%

Correlation

The correlation between DGJA and UXJL is 0.93, 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	0.93

Return for Risk

DGJA vs. UXJL — Risk / Return Rank

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

DGJA

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

UXJL

UXJL Risk / Return Rank: 56
UXJL Sharpe Ratio Rank: 56
UXJL Sortino Ratio Rank: 54
UXJL Omega Ratio Rank: 53
UXJL Calmar Ratio Rank: 53
UXJL Martin Ratio Rank: 63

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.

DGJA vs. UXJL - 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 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.

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.

	DGJA	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.45	—
Sortino ratio: Return per unit of downside risk	—	2.03	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.02	—
Martin ratio: Return relative to average drawdown	—	8.30	—

Drawdowns

DGJA vs. UXJL - Drawdown Comparison

The maximum DGJA drawdown since its inception was -3.79%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for DGJA and UXJL.

Drawdown Indicators

	DGJA	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-3.79%	-10.29%	+6.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.29%	—
Current Drawdown Current decline from peak	-0.03%	-1.94%	+1.91%
Average Drawdown Average peak-to-trough decline	-0.47%	-1.62%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.50%	—

Volatility

Volatility by Period

	DGJA	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.31%	14.40%	-9.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.31%	14.40%	-9.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.31%	14.40%	-9.09%

DGJA vs. UXJL - Expense Ratio Comparison

Both DGJA and UXJL have an expense ratio of 0.85%.

Dividends

DGJA vs. UXJL - Dividend Comparison

Neither DGJA nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGJA and UXJL in my portfolio?

With a correlation of 0.93, DGJA and UXJL 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 UXJL?

Both ETFs have the same 0.85% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGJA or UXJL?

DGJA and UXJL have the same expense ratio: 0.85% per year.

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

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