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

Performance

DURA vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DURA vs. DJUN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DURA
VanEck Vectors Morningstar Durable Dividend ETF
9.75%7.61%8.51%0.82%2.41%15.53%13.22%
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%

Returns By Period

In the year-to-date period, DURA achieves a 9.75% return, which is significantly higher than DJUN's -0.21% return.


DURA

1D
-0.90%
1M
-3.44%
YTD
9.75%
6M
11.19%
1Y
13.57%
3Y*
9.56%
5Y*
7.71%
10Y*

DJUN

1D
0.43%
1M
-0.96%
YTD
-0.21%
6M
1.56%
1Y
12.29%
3Y*
11.49%
5Y*
7.44%
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.


DURA vs. DJUN - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than DJUN's 0.85% expense ratio.


Return for Risk

DURA vs. DJUN — Risk / Return Rank

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

DURA
DURA Risk / Return Rank: 3939
Overall Rank
DURA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DURA Sortino Ratio Rank: 3838
Sortino Ratio Rank
DURA Omega Ratio Rank: 4545
Omega Ratio Rank
DURA Calmar Ratio Rank: 3737
Calmar Ratio Rank
DURA Martin Ratio Rank: 3838
Martin Ratio Rank

DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 6969
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8181
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5454
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7373
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.

DURA vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) 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.


DURADJUNDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.22

-0.47

Sortino ratio

Return per unit of downside risk

1.16

1.85

-0.69

Omega ratio

Gain probability vs. loss probability

1.18

1.33

-0.15

Calmar ratio

Return relative to maximum drawdown

1.03

1.53

-0.50

Martin ratio

Return relative to average drawdown

3.74

8.47

-4.73

DURA vs. DJUN - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 0.75, which is lower than the DJUN Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DURA and DJUN, 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


DURADJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.22

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.88

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.97

-0.45

Correlation

The correlation between DURA and DJUN is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DURA vs. DJUN - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.38%, while DJUN has not paid dividends to shareholders.


TTM20252024202320222021202020192018
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.38%3.59%3.33%3.58%3.01%2.89%3.49%3.83%0.66%
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%

Drawdowns

DURA vs. DJUN - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DURA and DJUN.


Loading graphics...

Drawdown Indicators


DURADJUNDifference

Max Drawdown

Largest peak-to-trough decline

-33.15%

-11.96%

-21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-7.33%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

-11.96%

-3.84%

Current Drawdown

Current decline from peak

-3.49%

-1.18%

-2.31%

Average Drawdown

Average peak-to-trough decline

-3.96%

-1.64%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

1.33%

+2.08%

Volatility

DURA vs. DJUN - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) have volatilities of 2.74% and 2.86%, 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.


Loading graphics...

Volatility by Period


DURADJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

2.86%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

3.79%

+8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

10.23%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

8.50%

+5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

8.16%

+8.93%