FJUN vs. JULB

Last updated Jul 15, 2026

FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. FJUN is passively managed, while JULB is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. FJUN charges 0.85%/yr vs 0.25%/yr for JULB.

Performance

FJUN vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FJUN achieves a 5.64% return, which is significantly lower than JULB's 8.12% return.

FJUN

• 1D: 0.33%
• 1M: 0.72%
• 6M: 4.94%
• YTD: 5.64%
• 1Y: 11.69%
• 3Y*: 12.91%
• 5Y*: 10.69%
• 10Y*: —

JULB

• 1D: 0.22%
• 1M: 1.85%
• 6M: 7.19%
• YTD: 8.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FJUN vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	5.64%	2.27%
JULB Aptus July Buffer ETF	8.12%	2.44%

Correlation

The correlation between FJUN and JULB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025	0.92

Return for Risk

FJUN vs. JULB — Risk / Return Rank

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

FJUN

FJUN Risk / Return Rank: 83
FJUN Sharpe Ratio Rank: 81
FJUN Sortino Ratio Rank: 87
FJUN Omega Ratio Rank: 88
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

JULB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FJUN vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) and Aptus July Buffer ETF (JULB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FJUN	JULB	Difference
Sharpe ratio: Return per unit of total volatility	2.03	—	—
Sortino ratio: Return per unit of downside risk	3.12	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	2.84	—	—
Martin ratio: Return relative to average drawdown	16.08	—	—

Drawdowns

FJUN vs. JULB - Drawdown Comparison

The maximum FJUN drawdown since its inception was -13.26%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for FJUN and JULB.

Drawdown Indicators

	FJUN	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-5.24%	-8.02%
Max Drawdown (1Y) Largest decline over 1 year	-4.13%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.26%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.26%	—	—
Current Drawdown Current decline from peak	-0.17%	-0.16%	-0.01%
Average Drawdown Average peak-to-trough decline	-1.65%	-0.79%	-0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	—	—

Volatility

Volatility by Period

	FJUN	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.78%	6.72%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.57%	6.72%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.22%	6.72%	+3.50%

FJUN vs. JULB - Expense Ratio Comparison

FJUN has a 0.85% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

FJUN vs. JULB - Dividend Comparison

Neither FJUN nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FJUN and JULB in my portfolio?

With a correlation of 0.92, FJUN and JULB 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, FJUN or JULB?

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FJUN or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, FJUN or JULB?

FJUN and JULB have nearly identical dividend yields, around 0.00%.

What is the main difference between FJUN and JULB?

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for FJUN and 0.25% for JULB.