FEBU vs. UXJL

Last updated Jun 4, 2026

FEBU (AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. With a 0.99 correlation, they move nearly in lockstep. FEBU charges 0.74%/yr vs 0.85%/yr for UXJL.

Performance

FEBU vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF (FEBU) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEBU achieves a 8.26% return, which is significantly lower than UXJL's 11.78% return.

FEBU

• 1D: -0.52%
• 1M: 4.11%
• YTD: 8.26%
• 6M: 7.92%
• 1Y: 19.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FEBU vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
FEBU AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF	8.26%	6.59%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between FEBU and UXJL is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 22, 2025	0.99

Return for Risk

FEBU vs. UXJL — Risk / Return Rank

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

FEBU

FEBU Risk / Return Rank: 67
FEBU Sharpe Ratio Rank: 66
FEBU Sortino Ratio Rank: 65
FEBU Omega Ratio Rank: 65
FEBU Calmar Ratio Rank: 68
FEBU Martin Ratio Rank: 70

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.

FEBU vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer15 Uncapped Feb ETF (FEBU) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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.

	FEBU	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	2.14	—	—
Sortino ratio: Return per unit of downside risk	2.96	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.34	—	—
Martin ratio: Return relative to average drawdown	12.90	—	—
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

	FEBU	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	1.87	-0.61

Drawdowns

FEBU vs. UXJL - Drawdown Comparison

The maximum FEBU drawdown since its inception was -11.73%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for FEBU and UXJL.

Drawdown Indicators

	FEBU	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-11.73%	-10.29%	-1.44%
Max Drawdown (1Y) Largest decline over 1 year	-5.99%	—	—
Current Drawdown Current decline from peak	-0.52%	-0.76%	+0.24%
Average Drawdown Average peak-to-trough decline	-1.89%	-1.51%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.55%	—	—

Volatility

Volatility by Period

	FEBU	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.36%	13.90%	-4.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.47%	13.90%	-2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.47%	13.90%	-2.43%

FEBU vs. UXJL - Expense Ratio Comparison

FEBU has a 0.74% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

FEBU vs. UXJL - Dividend Comparison

Neither FEBU nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FEBU and UXJL in my portfolio?

With a correlation of 0.99, FEBU and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, FEBU or UXJL?

On fees, FEBU 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, FEBU or UXJL?

FEBU is cheaper with a 0.74% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, FEBU or UXJL?

FEBU and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between FEBU and UXJL?

They also come from different issuers: Allianz and First Trust. Their fees differ too: 0.74% for FEBU and 0.85% for UXJL.