DJUN vs. JULB
DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. DJUN is passively managed, while JULB is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. DJUN charges 0.85%/yr vs 0.25%/yr for JULB.
Performance
DJUN vs. JULB - Performance Comparison
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Returns By Period
In the year-to-date period, DJUN achieves a 4.58% return, which is significantly lower than JULB's 8.12% return.
DJUN
- 1D
- 0.27%
- 1M
- 0.68%
- 6M
- 4.11%
- YTD
- 4.58%
- 1Y
- 9.49%
- 3Y*
- 10.86%
- 5Y*
- 8.08%
- 10Y*
- —
JULB
- 1D
- 0.22%
- 1M
- 1.85%
- 6M
- 7.19%
- YTD
- 8.12%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJUN vs. JULB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 4.58% | 1.93% |
JULB Aptus July Buffer ETF | 8.12% | 2.44% |
Correlation
The correlation between DJUN and JULB is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025 | 0.90 |
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Return for Risk
DJUN vs. JULB — Risk / Return Rank
DJUN
JULB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJUN vs. JULB - 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 Aptus July Buffer ETF (JULB). 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.
| DJUN | JULB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | — | — |
| Martin ratioReturn relative to average drawdown | 18.41 | — | — |
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Drawdowns
DJUN vs. JULB - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for DJUN and JULB.
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Drawdown Indicators
| DJUN | JULB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -5.24% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.16% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -0.79% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | — | — |
Volatility
DJUN vs. JULB - Volatility Comparison
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Volatility by Period
| DJUN | JULB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 6.72% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 6.72% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 6.72% | +1.28% |
DJUN vs. JULB - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is higher than JULB's 0.25% expense ratio.
Dividends
DJUN vs. JULB - Dividend Comparison
Neither DJUN nor JULB has paid dividends to shareholders.
Frequently Asked Questions
DJUN and JULB have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for DJUN.
DJUN and JULB have nearly identical dividend yields, around 0.00%.
They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for DJUN and 0.25% for JULB.
Find the right allocation for DJUN and JULB
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