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DJUN vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJUN vs. UGA - 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 United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJUN achieves a 3.29% return, which is significantly lower than UGA's 64.09% return.


DJUN

1D
-0.59%
1M
-0.24%
YTD
3.29%
6M
3.23%
1Y
10.33%
3Y*
11.14%
5Y*
7.86%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJUN vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
3.29%9.38%13.92%17.58%-6.30%6.27%6.78%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%22.47%

Correlation

The correlation between DJUN and UGA is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2020

0.09

The correlation between DJUN and UGA shifts across timeframes, from -0.18 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DJUN vs. UGA — Risk / Return Rank

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

DJUN
DJUN Risk / Return Rank: 8383
Overall Rank
DJUN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 8686
Sortino Ratio Rank
DJUN Omega Ratio Rank: 9090
Omega Ratio Rank
DJUN Calmar Ratio Rank: 7171
Calmar Ratio Rank
DJUN Martin Ratio Rank: 9292
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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. UGA - 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 United States Gasoline Fund LP (UGA). 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.


DJUNUGADifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.53

1.30

+0.23

Calmar ratioReturn relative to maximum drawdown

3.32

3.17

+0.15

Martin ratioReturn relative to average drawdown

20.38

9.39

+10.98

DJUN vs. UGA - Sharpe Ratio Comparison

The current DJUN Sharpe Ratio is 2.32, which is higher than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DJUN and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DJUN vs. UGA - Drawdown Comparison

The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for DJUN and UGA.


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Drawdown Indicators


DJUNUGADifference

Max Drawdown

Largest peak-to-trough decline

-11.96%

-86.59%

+74.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-18.96%

+15.81%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-26.68%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

-38.11%

+26.15%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-0.71%

-18.05%

+17.34%

Average Drawdown

Average peak-to-trough decline

-1.58%

-36.69%

+35.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

6.43%

-5.92%

Volatility

DJUN vs. UGA - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is 0.67%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that DJUN experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJUNUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

9.24%

-8.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

30.57%

-26.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

35.22%

-30.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.52%

34.45%

-25.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

37.22%

-29.19%

DJUN vs. UGA - Expense Ratio Comparison

DJUN has a 0.85% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

DJUN vs. UGA - Dividend Comparison

Neither DJUN nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJUN and UGA have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to DJUN (0.67%). In terms of maximum drawdown, DJUN dropped -11.96% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs 7.86% for DJUN. On fees, UGA is cheaper at 0.75% per year. On volatility, DJUN has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.85% for DJUN.

DJUN and UGA have nearly identical dividend yields, around 0.00%.

DJUN is categorized as Large Cap Blend Equities, while UGA is Oil & Gas. DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: First Trust and Concierge Technologies. Their fees differ too: 0.85% for DJUN and 0.75% for UGA.

DJUN currently has the higher Sharpe Ratio (2.32 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for DJUN and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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