DJUL vs. JULQ

Last updated Jun 5, 2026

DJUL (FT Cboe Vest U.S. Equity Deep Buffer ETF - July) and JULQ (Innovator Premium Income 40 Barrier ETF - July) are both Options Trading funds. DJUL is passively managed, while JULQ is actively managed. DJUL charges 0.85%/yr vs 0.79%/yr for JULQ.

Performance

DJUL vs. JULQ - 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 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DJUL

• 1D: 0.03%
• 1M: 1.36%
• YTD: 4.92%
• 6M: 5.41%
• 1Y: 16.19%
• 3Y*: 14.11%
• 5Y*: 8.93%
• 10Y*: —

JULQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DJUL vs. JULQ - Yearly Performance Comparison

	2026 (YTD)
DJUL FT Cboe Vest U.S. Equity Deep Buffer ETF - July	4.10%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%

DJUL vs. JULQ - Sectors Allocation Comparison

Sectors	DJUL	JULQ
Technology	36.2%	31.7%
Financial Services	11.9%	14.0%
Communication Services	10.9%	9.5%
Consumer Cyclical	10.1%	10.4%
Healthcare	8.4%	10.9%
Industrials	8.1%	7.7%
Consumer Defensive	4.9%	6.2%
Energy	3.5%	3.2%
Utilities	2.3%	2.6%
Real Estate	1.9%	2.3%
Basic Materials	1.8%	1.8%

Return for Risk

DJUL vs. JULQ — Risk / Return Rank

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

DJUL

DJUL Risk / Return Rank: 88
DJUL Sharpe Ratio Rank: 88
DJUL Sortino Ratio Rank: 92
DJUL Omega Ratio Rank: 92
DJUL Calmar Ratio Rank: 77
DJUL Martin Ratio Rank: 90

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. JULQ - 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 40 Barrier ETF - July (JULQ). 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.

	DJUL	JULQ	Difference
Sharpe ratio: Return per unit of total volatility	2.90	—	—
Sortino ratio: Return per unit of downside risk	4.37	—	—
Omega ratio: Gain probability vs. loss probability	1.61	—	—
Calmar ratio: Return relative to maximum drawdown	3.82	—	—
Martin ratio: Return relative to average drawdown	20.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DJUL	JULQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.90	—	—
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. JULQ - Drawdown Comparison

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

Drawdown Indicators

	DJUL	JULQ	Difference
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

Volatility by Period

	DJUL	JULQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.62%	0.00%	+5.62%
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. JULQ - Expense Ratio Comparison

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

Dividends

DJUL vs. JULQ - Dividend Comparison

Neither DJUL nor JULQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, DJUL or JULQ?

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

Which ETF is cheaper, DJUL or JULQ?

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

Which ETF pays a higher dividend yield, DJUL or JULQ?

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

What is the main difference between DJUL and JULQ?

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