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 Large Cap Blend Equities fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while NFTY is a Asia Pacific Equities fund tracking the NIFTY 50 Equal Weight Index. Both are passively managed. Over the past 5 years, DJUN returned 8.19%/yr vs 4.62%/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 3.78% return, which is significantly higher than NFTY's -9.70% return.
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
NFTY
- 1D
- -1.34%
- 1M
- -1.64%
- YTD
- -9.70%
- 6M
- -7.99%
- 1Y
- -8.48%
- 3Y*
- 5.72%
- 5Y*
- 4.62%
- 10Y*
- 8.13%
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 | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | -9.70% | 5.47% | 5.18% | 24.00% | -3.46% | 26.83% | 34.97% |
Correlation
The correlation between DJUN and NFTY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
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 23, 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.
| DJUN | NFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +4.13 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.91 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | -0.53 | +4.04 |
| Martin ratioReturn relative to average drawdown | 20.66 | -1.39 | +22.05 |
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 | NFTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | -0.58 | +2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.27 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.28 | +0.77 |
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 | 0.00% | -17.45% | +17.45% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -9.58% | +7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 6.12% | -5.59% |
Volatility
DJUN vs. NFTY - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 0.25%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 4.58%. 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 | 0.25% | 4.58% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 12.57% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.04% | 14.72% | -9.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.52% | 17.39% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 20.72% | -12.66% |
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 1.96%.
| 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 | 1.96% | 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 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFTY has higher volatility (4.58%) compared to DJUN (0.25%). In terms of maximum drawdown, DJUN dropped -11.96% vs NFTY's -47.67%.
On 5-year performance, DJUN leads with 8.19% vs 4.62% for NFTY. On fees, NFTY is cheaper at 0.80% 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 4.62%. 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 1.96%, compared with 0.00% for DJUN.
DJUN is categorized as Large Cap Blend Equities, while NFTY is Asia Pacific 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 (2.22 vs -0.58), 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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