DJUN vs. MOAT
DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and MOAT (VanEck Morningstar Wide Moat ETF) are both Large Cap Blend Equities funds - DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index while MOAT tracks the Morningstar Wide Moat Focus Index. Both are passively managed. Over the past 5 years, DJUN returned 8.19%/yr vs 8.01%/yr for MOAT. A 0.79 correlation means they provide meaningful diversification when combined. DJUN charges 0.85%/yr vs 0.47%/yr for MOAT.
Performance
DJUN vs. MOAT - Performance Comparison
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Returns By Period
In the year-to-date period, DJUN achieves a 3.78% return, which is significantly higher than MOAT's -0.94% return.
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
MOAT
- 1D
- -1.37%
- 1M
- 3.30%
- YTD
- -0.94%
- 6M
- -0.69%
- 1Y
- 14.97%
- 3Y*
- 11.34%
- 5Y*
- 8.01%
- 10Y*
- 13.37%
DJUN vs. MOAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
MOAT VanEck Morningstar Wide Moat ETF | -0.94% | 13.20% | 10.73% | 31.89% | -13.66% | 24.12% | 18.43% |
Correlation
The correlation between DJUN and MOAT is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020 | 0.79 |
The correlation between DJUN and MOAT shifts across timeframes, from 0.67 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJUN vs. MOAT — Risk / Return Rank
DJUN
MOAT
DJUN vs. MOAT - 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 VanEck Morningstar Wide Moat ETF (MOAT). 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 | MOAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.19 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.21 | +2.30 |
| Martin ratioReturn relative to average drawdown | 20.66 | 3.77 | +16.88 |
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 | MOAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 1.09 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.44 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.77 | +0.27 |
Drawdowns
DJUN vs. MOAT - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for DJUN and MOAT.
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Drawdown Indicators
| DJUN | MOAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -33.31% | +21.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -12.43% | +9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -21.44% | +9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -23.96% | +12.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.72% | +4.72% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -3.83% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 3.98% | -3.45% |
Volatility
DJUN vs. MOAT - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 0.25%, while VanEck Morningstar Wide Moat ETF (MOAT) has a volatility of 3.82%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | MOAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.25% | 3.82% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 9.87% | -6.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.04% | 13.86% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.52% | 18.18% | -9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 18.68% | -10.62% |
DJUN vs. MOAT - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is higher than MOAT's 0.47% expense ratio.
Dividends
DJUN vs. MOAT - Dividend Comparison
DJUN has not paid dividends to shareholders, while MOAT's dividend yield for the trailing twelve months is around 1.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Morningstar Wide Moat ETF | 1.37% | 1.36% | 1.37% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% |
Frequently Asked Questions
DJUN and MOAT have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOAT has higher volatility (3.82%) compared to DJUN (0.25%). In terms of maximum drawdown, DJUN dropped -11.96% vs MOAT's -33.31%.
On 5-year performance, DJUN leads with 8.19% vs 8.01% for MOAT. On fees, MOAT is cheaper at 0.47% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DJUN has performed better with a 8.19% return vs 8.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MOAT is cheaper with a 0.47% expense ratio, compared with 0.85% for DJUN.
MOAT has the higher dividend yield at 1.37%, compared with 0.00% for DJUN.
DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while MOAT tracks Morningstar Wide Moat Focus Index. They also come from different issuers: First Trust and VanEck. Their fees differ too: 0.85% for DJUN and 0.47% for MOAT.
DJUN currently has the higher Sharpe Ratio (2.22 vs 1.09), 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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