PortfoliosLab logoPortfoliosLab logo
DJUN vs. SAMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJUN vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DJUN vs. SAMT - Yearly Performance Comparison


2026 (YTD)2025202420232022
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
-0.64%9.38%13.92%17.58%-4.18%
SAMT
Strategas Macro Thematic Opportunities ETF
1.97%33.10%28.15%1.27%-6.59%

Returns By Period

In the year-to-date period, DJUN achieves a -0.64% return, which is significantly lower than SAMT's 1.97% return.


DJUN

1D
1.60%
1M
-1.28%
YTD
-0.64%
6M
1.16%
1Y
12.04%
3Y*
11.33%
5Y*
7.34%
10Y*

SAMT

1D
2.00%
1M
-1.60%
YTD
1.97%
6M
6.10%
1Y
35.45%
3Y*
22.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DJUN vs. SAMT - Expense Ratio Comparison

DJUN has a 0.85% expense ratio, which is higher than SAMT's 0.66% expense ratio.


Return for Risk

DJUN vs. SAMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 7171
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8282
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5252
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7171
Martin Ratio Rank

SAMT
SAMT Risk / Return Rank: 9191
Overall Rank
SAMT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SAMT Sortino Ratio Rank: 9191
Sortino Ratio Rank
SAMT Omega Ratio Rank: 8888
Omega Ratio Rank
SAMT Calmar Ratio Rank: 9595
Calmar Ratio Rank
SAMT Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DJUN vs. SAMT - 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 Strategas Macro Thematic Opportunities ETF (SAMT). 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.


DJUNSAMTDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.01

-0.82

Sortino ratio

Return per unit of downside risk

1.81

2.65

-0.84

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

1.36

4.10

-2.74

Martin ratio

Return relative to average drawdown

7.41

11.61

-4.20

DJUN vs. SAMT - Sharpe Ratio Comparison

The current DJUN Sharpe Ratio is 1.19, which is lower than the SAMT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of DJUN and SAMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DJUNSAMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.01

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.76

+0.20

Correlation

The correlation between DJUN and SAMT is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DJUN vs. SAMT - Dividend Comparison

DJUN has not paid dividends to shareholders, while SAMT's dividend yield for the trailing twelve months is around 0.69%.


TTM2025202420232022
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%
SAMT
Strategas Macro Thematic Opportunities ETF
0.69%0.70%1.40%1.49%0.73%

Drawdowns

DJUN vs. SAMT - Drawdown Comparison

The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum SAMT drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for DJUN and SAMT.


Loading graphics...

Drawdown Indicators


DJUNSAMTDifference

Max Drawdown

Largest peak-to-trough decline

-11.96%

-20.57%

+8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-8.76%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-1.61%

-5.78%

+4.17%

Average Drawdown

Average peak-to-trough decline

-1.64%

-8.00%

+6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.10%

-1.70%

Volatility

DJUN vs. SAMT - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 2.82%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 4.97%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DJUNSAMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

4.97%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

11.91%

-8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

17.68%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.50%

16.78%

-8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.16%

16.78%

-8.62%