DJUN vs. NFTY
DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and NFTY (First Trust India NIFTY 50 Equal Weight ETF) are both exchange-traded funds - DJUN is a Defined Outcome fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while NFTY is a India Equities fund tracking the NIFTY 50 Equal Weight Index. Both are passively managed. Over the past 5 years, DJUN returned 8.08%/yr vs 5.42%/yr for NFTY. At a 0.40 correlation, their price movements are largely independent. DJUN charges 0.85%/yr vs 0.80%/yr for NFTY.
Performance
DJUN vs. NFTY - Performance Comparison
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Returns By Period
In the year-to-date period, DJUN achieves a 4.58% return, which is significantly higher than NFTY's -8.10% return.
DJUN
- 1D
- 0.27%
- 1M
- 0.68%
- 6M
- 4.11%
- YTD
- 4.58%
- 1Y
- 9.49%
- 3Y*
- 10.86%
- 5Y*
- 8.08%
- 10Y*
- —
NFTY
- 1D
- -0.49%
- 1M
- 0.74%
- 6M
- -7.02%
- YTD
- -8.10%
- 1Y
- -8.34%
- 3Y*
- 4.61%
- 5Y*
- 5.42%
- 10Y*
- 7.55%
DJUN vs. NFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 4.58% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.78% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | -8.10% | 5.47% | 5.18% | 24.00% | -3.46% | 26.83% | 41.98% |
Correlation
The correlation between DJUN and NFTY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.40 |
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Return for Risk
DJUN vs. NFTY — Risk / Return Rank
DJUN
NFTY
DJUN vs. NFTY - 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 First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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 | NFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.69 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.92 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | -0.52 | +3.57 |
| Martin ratioReturn relative to average drawdown | 18.41 | -1.24 | +19.64 |
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Drawdowns
DJUN vs. NFTY - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for DJUN and NFTY.
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Drawdown Indicators
| DJUN | NFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -47.67% | +35.71% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -16.14% | +12.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -21.55% | +9.59% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -21.55% | +9.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.67% | — |
Current DrawdownCurrent decline from peak | -0.12% | -15.99% | +15.87% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -9.62% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 6.76% | -6.24% |
Volatility
DJUN vs. NFTY - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 1.40%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 3.75%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | NFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 3.75% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 12.62% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 14.72% | -10.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 17.41% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 20.65% | -12.65% |
DJUN vs. NFTY - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is higher than NFTY's 0.80% expense ratio.
Dividends
DJUN vs. NFTY - Dividend Comparison
DJUN has not paid dividends to shareholders, while NFTY's dividend yield for the trailing twelve months is around 1.93%.
| 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% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 1.93% | 1.24% | 1.61% | 0.13% | 5.89% | 1.53% | 0.61% | 0.97% | 0.00% | 4.10% | 3.28% | 4.39% |
Frequently Asked Questions
DJUN and NFTY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFTY has higher volatility (3.75%) compared to DJUN (1.40%). In terms of maximum drawdown, DJUN dropped -11.96% vs NFTY's -47.67%.
On 5-year performance, DJUN leads with 8.08% vs 5.42% for NFTY. On fees, NFTY is cheaper at 0.80% per year. On volatility, DJUN has been the lower-risk option at 1.40%. 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 8.08% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NFTY is cheaper with a 0.80% expense ratio, compared with 0.85% for DJUN.
NFTY has the higher dividend yield at 1.93%, compared with 0.00% for DJUN.
DJUN is categorized as Defined Outcome, while NFTY is India Equities. DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while NFTY tracks NIFTY 50 Equal Weight Index. Their fees differ too: 0.85% for DJUN and 0.80% for NFTY.
DJUN currently has the higher Sharpe Ratio (2.12 vs -0.57), 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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