DMAY vs. DJUN
Compare and contrast key facts about FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).
DMAY and DJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMAY is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect May Series Index. It was launched on May 15, 2020. 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. Both DMAY and DJUN 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
DMAY vs. DJUN - Performance Comparison
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DMAY vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DMAY FT Cboe Vest U.S. Equity Deep Buffer ETF - May | -0.69% | 11.05% | 12.82% | 15.40% | -9.98% | 6.14% | 5.51% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | -0.64% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Returns By Period
In the year-to-date period, DMAY achieves a -0.69% return, which is significantly lower than DJUN's -0.64% return.
DMAY
- 1D
- 1.73%
- 1M
- -1.45%
- YTD
- -0.69%
- 6M
- 1.37%
- 1Y
- 13.46%
- 3Y*
- 11.21%
- 5Y*
- 6.28%
- 10Y*
- —
DJUN
- 1D
- 1.60%
- 1M
- -1.28%
- YTD
- -0.64%
- 6M
- 1.16%
- 1Y
- 12.04%
- 3Y*
- 11.33%
- 5Y*
- 7.34%
- 10Y*
- —
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DMAY vs. DJUN - Expense Ratio Comparison
Both DMAY and DJUN have an expense ratio of 0.85%.
Return for Risk
DMAY vs. DJUN — Risk / Return Rank
DMAY
DJUN
DMAY vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.
| DMAY | DJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.19 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.81 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.36 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.42 | 7.41 | +0.02 |
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
| DMAY | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.19 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.87 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.96 | -0.18 |
Correlation
The correlation between DMAY and DJUN 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
DMAY vs. DJUN - Dividend Comparison
Neither DMAY nor DJUN has paid dividends to shareholders.
Drawdowns
DMAY vs. DJUN - Drawdown Comparison
The maximum DMAY drawdown since its inception was -13.90%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DMAY and DJUN.
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Drawdown Indicators
| DMAY | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -11.96% | -1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -7.33% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -13.90% | -11.96% | -1.94% |
Current DrawdownCurrent decline from peak | -1.69% | -1.61% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -1.64% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.40% | +0.18% |
Volatility
DMAY vs. DJUN - Volatility Comparison
FT Cboe Vest U.S. Equity Deep Buffer ETF - May (DMAY) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) have volatilities of 2.88% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMAY | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.82% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.91% | 3.77% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 10.23% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.00% | 8.50% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.53% | 8.16% | +0.37% |