DJUN vs. UJUN
Compare and contrast key facts about FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN).
DJUN and UJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. UJUN is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 3, 2019. Both DJUN and UJUN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJUN vs. UJUN - Performance Comparison
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DJUN vs. UJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | -0.21% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | -0.05% | 10.63% | 12.49% | 12.17% | -8.86% | 5.09% | 4.81% |
Returns By Period
In the year-to-date period, DJUN achieves a -0.21% return, which is significantly lower than UJUN's -0.05% return.
DJUN
- 1D
- 0.43%
- 1M
- -0.96%
- YTD
- -0.21%
- 6M
- 1.56%
- 1Y
- 12.29%
- 3Y*
- 11.49%
- 5Y*
- 7.44%
- 10Y*
- —
UJUN
- 1D
- 0.39%
- 1M
- -0.88%
- YTD
- -0.05%
- 6M
- 1.73%
- 1Y
- 12.55%
- 3Y*
- 10.68%
- 5Y*
- 5.66%
- 10Y*
- —
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DJUN vs. UJUN - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is higher than UJUN's 0.79% expense ratio.
Return for Risk
DJUN vs. UJUN — Risk / Return Rank
DJUN
UJUN
DJUN vs. UJUN - 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 Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). 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 | UJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.19 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.81 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.61 | -0.08 |
Martin ratioReturn relative to average drawdown | 8.47 | 9.07 | -0.60 |
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 | UJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.19 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.68 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.73 | +0.25 |
Correlation
The correlation between DJUN and UJUN is 0.91, 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. UJUN - Dividend Comparison
Neither DJUN nor UJUN has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.89% |
Drawdowns
DJUN vs. UJUN - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum UJUN drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for DJUN and UJUN.
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Drawdown Indicators
| DJUN | UJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -13.73% | +1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -7.94% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -11.96% | 0.00% |
Current DrawdownCurrent decline from peak | -1.18% | -1.04% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -2.12% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.41% | -0.08% |
Volatility
DJUN vs. UJUN - Volatility Comparison
FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) has a higher volatility of 2.86% compared to Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) at 2.61%. This indicates that DJUN's price experiences larger fluctuations and is considered to be riskier than UJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | UJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.61% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.79% | 3.45% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 10.58% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.50% | 8.31% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.16% | 8.86% | -0.70% |