FEBT vs. JULQ

Last updated Jun 4, 2026

FEBT (Allianzim U.S. Large Cap Buffer10 Feb ETF) and JULQ (Innovator Premium Income 40 Barrier ETF - July) are both Options Trading funds. Both are actively managed. FEBT charges 0.74%/yr vs 0.79%/yr for JULQ.

Performance

FEBT vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FEBT

• 1D: -0.34%
• 1M: 2.78%
• YTD: 7.90%
• 6M: 8.78%
• 1Y: 20.34%
• 3Y*: 16.37%
• 5Y*: —
• 10Y*: —

JULQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEBT vs. JULQ - Yearly Performance Comparison

	2026 (YTD)
FEBT Allianzim U.S. Large Cap Buffer10 Feb ETF	5.64%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%

FEBT vs. JULQ - Sectors Allocation Comparison

Sectors	FEBT	JULQ
Technology	36.2%	31.7%
Financial Services	11.9%	14.0%
Communication Services	10.9%	9.5%
Consumer Cyclical	10.1%	10.4%
Healthcare	8.4%	10.9%
Industrials	8.1%	7.7%
Consumer Defensive	4.9%	6.2%
Energy	3.5%	3.2%
Utilities	2.3%	2.6%
Real Estate	1.9%	2.3%
Basic Materials	1.8%	1.8%

Return for Risk

FEBT vs. JULQ — Risk / Return Rank

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

FEBT

FEBT Risk / Return Rank: 81
FEBT Sharpe Ratio Rank: 82
FEBT Sortino Ratio Rank: 86
FEBT Omega Ratio Rank: 85
FEBT Calmar Ratio Rank: 69
FEBT Martin Ratio Rank: 84

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.

FEBT vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Feb ETF (FEBT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.

	FEBT	JULQ	Difference
Sharpe ratio: Return per unit of total volatility	2.67	—	—
Sortino ratio: Return per unit of downside risk	3.85	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	3.38	—	—
Martin ratio: Return relative to average drawdown	17.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FEBT	JULQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.64	—	—

Drawdowns

FEBT vs. JULQ - Drawdown Comparison

The maximum FEBT drawdown since its inception was -13.19%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FEBT and JULQ.

Drawdown Indicators

	FEBT	JULQ	Difference
Max Drawdown Largest peak-to-trough decline	-13.19%	0.00%	-13.19%
Max Drawdown (1Y) Largest decline over 1 year	-6.04%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.19%	—	—
Current Drawdown Current decline from peak	-0.34%	0.00%	-0.34%
Average Drawdown Average peak-to-trough decline	-1.18%	0.00%	-1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.18%	—	—

Volatility

Volatility by Period

	FEBT	JULQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.67%	0.00%	+7.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.75%	0.00%	+9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.75%	0.00%	+9.75%

FEBT vs. JULQ - Expense Ratio Comparison

FEBT has a 0.74% expense ratio, which is lower than JULQ's 0.79% expense ratio.

Dividends

FEBT vs. JULQ - Dividend Comparison

Neither FEBT nor JULQ has paid dividends to shareholders.

Position	TTM	2025	2024
FEBT Allianzim U.S. Large Cap Buffer10 Feb ETF	0.00%	0.00%	0.28%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, FEBT or JULQ?

On fees, FEBT is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FEBT or JULQ?

FEBT is cheaper with a 0.74% expense ratio, compared with 0.79% for JULQ.

Which ETF pays a higher dividend yield, FEBT or JULQ?

FEBT and JULQ have nearly identical dividend yields, around 0.00%.

What is the main difference between FEBT and JULQ?

They also come from different issuers: Allianz and Innovator. Their fees differ too: 0.74% for FEBT and 0.79% for JULQ.