DJUL vs. IBIC
DJUL (FT Cboe Vest U.S. Equity Deep Buffer ETF - July) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - DJUL is a Options Trading fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect July Series Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, DJUL returned 16.34% vs 4.38% for IBIC. At a correlation of -0.06, they often move in opposite directions. DJUL charges 0.85%/yr vs 0.10%/yr for IBIC.
Performance
DJUL vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, DJUL achieves a 5.16% return, which is significantly higher than IBIC's 2.39% return.
DJUL
- 1D
- 0.07%
- 1M
- 0.69%
- YTD
- 5.16%
- 6M
- 5.13%
- 1Y
- 16.34%
- 3Y*
- 13.55%
- 5Y*
- 8.97%
- 10Y*
- —
IBIC
- 1D
- 0.06%
- 1M
- 0.08%
- YTD
- 2.39%
- 6M
- 2.49%
- 1Y
- 4.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJUL vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DJUL FT Cboe Vest U.S. Equity Deep Buffer ETF - July | 5.16% | 13.31% | 15.02% | 4.22% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.39% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between DJUL and IBIC is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | -0.06 |
The correlation between DJUL and IBIC shifts across timeframes, from -0.21 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJUL vs. IBIC — Risk / Return Rank
DJUL
IBIC
DJUL vs. IBIC - 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 iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
| DJUL | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 2.21 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 16.41 | -12.55 |
| Martin ratioReturn relative to average drawdown | 20.99 | 58.11 | -37.12 |
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Drawdowns
DJUL vs. IBIC - Drawdown Comparison
The maximum DJUL drawdown since its inception was -12.54%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for DJUL and IBIC.
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Drawdown Indicators
| DJUL | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.54% | -0.90% | -11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -0.27% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -11.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -0.10% | -1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.08% | +0.70% |
Volatility
DJUL vs. IBIC - Volatility Comparison
FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) has a higher volatility of 0.85% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that DJUL's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUL | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 0.16% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 0.67% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 0.89% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.39% | 1.57% | +6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 1.57% | +6.34% |
DJUL vs. IBIC - Expense Ratio Comparison
DJUL has a 0.85% expense ratio, which is higher than IBIC's 0.10% expense ratio.
Dividends
DJUL vs. IBIC - Dividend Comparison
DJUL has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DJUL FT Cboe Vest U.S. Equity Deep Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 3.59% | 4.43% | 4.65% | 0.83% |
Frequently Asked Questions
DJUL and IBIC have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJUL has higher volatility (0.85%) compared to IBIC (0.16%). In terms of maximum drawdown, DJUL dropped -12.54% vs IBIC's -0.90%.
On 1-year performance, DJUL leads with 16.34% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DJUL has performed better with a 16.34% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIC is cheaper with a 0.10% expense ratio, compared with 0.85% for DJUL.
IBIC has the higher dividend yield at 3.59%, compared with 0.00% for DJUL.
DJUL is categorized as Options Trading, while IBIC is Inflation-Protected Bonds. DJUL tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect July Series Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for DJUL and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.94 vs 3.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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