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DJUL vs. APRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJUL vs. APRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) and Innovator Premium Income 10 Barrier ETF - April (APRD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DJUL

1D
0.04%
1M
1.61%
YTD
4.89%
6M
5.60%
1Y
16.12%
3Y*
14.05%
5Y*
8.92%
10Y*

APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJUL vs. APRD - Yearly Performance Comparison


DJUL vs. APRD - Sectors Allocation Comparison


Sectors
DJUL
APRD

Technology

36.2%
32.0%

Financial Services

11.9%
13.7%

Communication Services

10.9%
9.9%

Consumer Cyclical

10.1%
11.6%

Healthcare

8.4%
10.5%

Industrials

8.1%
7.4%

Consumer Defensive

4.9%
5.5%

Energy

3.5%
3.2%

Utilities

2.3%
2.5%

Real Estate

1.9%
2.1%

Basic Materials

1.8%
1.7%

Technology

DJUL
36.2%
APRD
32.0%

Financial Services

DJUL
11.9%
APRD
13.7%

Communication Services

DJUL
10.9%
APRD
9.9%

Consumer Cyclical

DJUL
10.1%
APRD
11.6%

Healthcare

DJUL
8.4%
APRD
10.5%

Industrials

DJUL
8.1%
APRD
7.4%

Consumer Defensive

DJUL
4.9%
APRD
5.5%

Energy

DJUL
3.5%
APRD
3.2%

Utilities

DJUL
2.3%
APRD
2.5%

Real Estate

DJUL
1.9%
APRD
2.1%

Basic Materials

DJUL
1.8%
APRD
1.7%

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Return for Risk

DJUL vs. APRD — Risk / Return Rank

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

DJUL
DJUL Risk / Return Rank: 8787
Overall Rank
DJUL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DJUL Sortino Ratio Rank: 9292
Sortino Ratio Rank
DJUL Omega Ratio Rank: 9292
Omega Ratio Rank
DJUL Calmar Ratio Rank: 7676
Calmar Ratio Rank
DJUL Martin Ratio Rank: 9090
Martin Ratio Rank

APRD
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.

DJUL vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.


DJULAPRDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

3.81

Martin ratioReturn relative to average drawdown

20.56

DJUL vs. APRD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DJULAPRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

Drawdowns

DJUL vs. APRD - Drawdown Comparison

The maximum DJUL drawdown since its inception was -12.54%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DJUL and APRD.


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Drawdown Indicators


DJULAPRDDifference

Max Drawdown

Largest peak-to-trough decline

-12.54%

0.00%

-12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.99%

0.00%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

DJUL vs. APRD - Volatility Comparison


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Volatility by Period


DJULAPRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.64%

0.00%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

0.00%

+8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

0.00%

+7.94%

DJUL vs. APRD - Expense Ratio Comparison

DJUL has a 0.85% expense ratio, which is higher than APRD's 0.79% expense ratio.


Dividends

DJUL vs. APRD - Dividend Comparison

Neither DJUL nor APRD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, APRD is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

APRD is cheaper with a 0.79% expense ratio, compared with 0.85% for DJUL.

DJUL and APRD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for DJUL and 0.79% for APRD.

Portfolio Optimizer

Find the right allocation for DJUL and APRD

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