EDOW vs. DJUN
EDOW (First Trust Dow 30 Equal Weight ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds from First Trust - EDOW tracks the Dow Jones Industrail Average Equal Weight TR while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, EDOW returned 8.89%/yr vs 8.19%/yr for DJUN. A 0.79 correlation means they provide meaningful diversification when combined. EDOW charges 0.50%/yr vs 0.85%/yr for DJUN.
Performance
EDOW vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, EDOW achieves a 5.68% return, which is significantly higher than DJUN's 3.78% return.
EDOW
- 1D
- -1.18%
- 1M
- 3.18%
- YTD
- 5.68%
- 6M
- 5.68%
- 1Y
- 18.49%
- 3Y*
- 15.49%
- 5Y*
- 8.89%
- 10Y*
- —
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
EDOW vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDOW First Trust Dow 30 Equal Weight ETF | 5.68% | 15.46% | 13.17% | 15.47% | -7.45% | 18.82% | 16.46% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Correlation
The correlation between EDOW and DJUN is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020 | 0.79 |
The correlation between EDOW and DJUN shifts across timeframes, from 0.69 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EDOW vs. DJUN — Risk / Return Rank
EDOW
DJUN
EDOW vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow 30 Equal Weight ETF (EDOW) 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.
| EDOW | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 3.51 | -1.38 |
| Martin ratioReturn relative to average drawdown | 7.89 | 20.66 | -12.77 |
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
| EDOW | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.22 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.97 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.04 | -0.41 |
Drawdowns
EDOW vs. DJUN - Drawdown Comparison
The maximum EDOW drawdown since its inception was -33.72%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for EDOW and DJUN.
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Drawdown Indicators
| EDOW | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.72% | -11.96% | -21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -3.15% | -5.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.51% | -11.96% | -3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.98% | -11.96% | -10.02% |
Current DrawdownCurrent decline from peak | -1.18% | 0.00% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -1.59% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 0.53% | +1.82% |
Volatility
EDOW vs. DJUN - Volatility Comparison
First Trust Dow 30 Equal Weight ETF (EDOW) has a higher volatility of 2.74% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that EDOW's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDOW | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 0.25% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 3.55% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 5.04% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 8.52% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.74% | 8.06% | +9.68% |
EDOW vs. DJUN - Expense Ratio Comparison
EDOW has a 0.50% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
EDOW vs. DJUN - Dividend Comparison
EDOW's dividend yield for the trailing twelve months is around 1.24%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EDOW First Trust Dow 30 Equal Weight ETF | 1.24% | 1.31% | 1.65% | 1.93% | 1.91% | 1.52% | 1.84% | 1.88% | 1.82% | 0.75% |
Frequently Asked Questions
EDOW and DJUN have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDOW has higher volatility (2.74%) compared to DJUN (0.25%). In terms of maximum drawdown, EDOW dropped -33.72% vs DJUN's -11.96%.
On 5-year performance, EDOW leads with 8.89% vs 8.19% for DJUN. On fees, EDOW is cheaper at 0.50% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EDOW has performed better with a 8.89% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDOW is cheaper with a 0.50% expense ratio, compared with 0.85% for DJUN.
EDOW has the higher dividend yield at 1.24%, compared with 0.00% for DJUN.
EDOW tracks Dow Jones Industrail Average Equal Weight TR, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Their fees differ too: 0.50% for EDOW and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.22 vs 1.74), 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.
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