DJAN vs. SPD

In the year-to-date period, DJAN achieves a 0.49% return, which is significantly lower than SPD's 10.10% return.

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DJAN has a 0.85% expense ratio, which is higher than SPD's 0.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and Simplify US Equity PLUS Downside Convexity ETF (SPD). 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.

The current DJAN Sharpe Ratio is 0.92, which is comparable to the SPD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DJAN and SPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DJAN has not paid dividends to shareholders, while SPD's dividend yield for the trailing twelve months is around 0.98%.

The maximum DJAN drawdown since its inception was -9.57%, smaller than the maximum SPD drawdown of -27.38%. Use the drawdown chart below to compare losses from any high point for DJAN and SPD.

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) is 2.53%, while Simplify US Equity PLUS Downside Convexity ETF (SPD) has a volatility of 6.02%. This indicates that DJAN experiences smaller price fluctuations and is considered to be less risky than SPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.