DJUN vs. IGLD
Compare and contrast key facts about FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
DJUN and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
DJUN vs. IGLD - Performance Comparison
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DJUN vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | -0.64% | 9.38% | 13.92% | 17.58% | -6.30% | 5.72% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 5.99% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Returns By Period
In the year-to-date period, DJUN achieves a -0.64% return, which is significantly lower than IGLD's 5.99% return.
DJUN
- 1D
- 1.60%
- 1M
- -1.28%
- YTD
- -0.64%
- 6M
- 1.16%
- 1Y
- 12.04%
- 3Y*
- 11.33%
- 5Y*
- 7.34%
- 10Y*
- —
IGLD
- 1D
- 3.70%
- 1M
- -10.43%
- YTD
- 5.99%
- 6M
- 16.73%
- 1Y
- 38.18%
- 3Y*
- 24.46%
- 5Y*
- 15.50%
- 10Y*
- —
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DJUN vs. IGLD - Expense Ratio Comparison
Both DJUN and IGLD have an expense ratio of 0.85%.
Return for Risk
DJUN vs. IGLD — Risk / Return Rank
DJUN
IGLD
DJUN vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.
| DJUN | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.62 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.09 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.25 | -0.89 |
Martin ratioReturn relative to average drawdown | 7.41 | 9.68 | -2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJUN | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.62 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 1.05 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.05 | -0.08 |
Correlation
The correlation between DJUN and IGLD is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DJUN vs. IGLD - Dividend Comparison
DJUN has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 12.45%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 12.45% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% |
Drawdowns
DJUN vs. IGLD - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum IGLD drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for DJUN and IGLD.
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Drawdown Indicators
| DJUN | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -18.59% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -17.56% | +10.23% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -18.59% | +6.63% |
Current DrawdownCurrent decline from peak | -1.61% | -11.57% | +9.96% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -5.01% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 4.08% | -2.68% |
Volatility
DJUN vs. IGLD - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 2.82%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 11.19% | -8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 21.21% | -17.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 23.75% | -13.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.50% | 14.90% | -6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.16% | 14.86% | -6.70% |