DGOC vs. UXJL

Last updated Jun 6, 2026

DGOC (FT Vest U.S. Equity Buffer & Digital Return ETF - October) 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 0.91 suggests significant overlap in exposure. Both charge a 0.85% expense ratio.

Performance

DGOC 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 - October (DGOC) 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, DGOC achieves a 3.62% return, which is significantly lower than UXJL's 8.90% return.

DGOC

• 1D: -0.34%
• 1M: 0.62%
• YTD: 3.62%
• 6M: 4.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -3.02%
• 1M: 0.47%
• YTD: 8.90%
• 6M: 8.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGOC vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
DGOC FT Vest U.S. Equity Buffer & Digital Return ETF - October	3.62%	1.49%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	8.90%	1.54%

Correlation

The correlation between DGOC and UXJL is 0.91, 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 Oct 21, 2025	0.91

Return for Risk

DGOC 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 - October (DGOC) 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.

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

Sharpe Ratios by Period

	DGOC	UXJL	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.80	1.55	+0.25

Drawdowns

DGOC vs. UXJL - Drawdown Comparison

The maximum DGOC drawdown since its inception was -2.95%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for DGOC and UXJL.

Drawdown Indicators

	DGOC	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-2.95%	-10.29%	+7.34%
Current Drawdown Current decline from peak	-0.34%	-3.32%	+2.98%
Average Drawdown Average peak-to-trough decline	-0.39%	-1.51%	+1.12%

Volatility

Volatility by Period

	DGOC	UXJL	Difference
Volatility (1Y) Calculated over the trailing 1-year period	4.70%	14.24%	-9.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.70%	14.24%	-9.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.70%	14.24%	-9.54%

DGOC vs. UXJL - Expense Ratio Comparison

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

Dividends

DGOC vs. UXJL - Dividend Comparison

Neither DGOC nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGOC and UXJL in my portfolio?

With a correlation of 0.91, DGOC 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, DGOC 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, DGOC or UXJL?

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

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

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