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FLJJ vs. JULQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLJJ vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLJJ

1D
0.03%
1M
1.60%
YTD
5.01%
6M
5.83%
1Y
15.33%
3Y*
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)

FLJJ vs. JULQ - Yearly Performance Comparison


FLJJ vs. JULQ - Sectors Allocation Comparison


Sectors
FLJJ
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%

Technology

FLJJ
36.2%
JULQ
31.7%

Financial Services

FLJJ
11.9%
JULQ
14.0%

Communication Services

FLJJ
10.9%
JULQ
9.5%

Consumer Cyclical

FLJJ
10.1%
JULQ
10.4%

Healthcare

FLJJ
8.4%
JULQ
10.9%

Industrials

FLJJ
8.1%
JULQ
7.7%

Consumer Defensive

FLJJ
4.9%
JULQ
6.2%

Energy

FLJJ
3.5%
JULQ
3.2%

Utilities

FLJJ
2.3%
JULQ
2.6%

Real Estate

FLJJ
1.9%
JULQ
2.3%

Basic Materials

FLJJ
1.8%
JULQ
1.8%

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Return for Risk

FLJJ vs. JULQ — Risk / Return Rank

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

FLJJ
FLJJ Risk / Return Rank: 8989
Overall Rank
FLJJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLJJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLJJ Omega Ratio Rank: 9494
Omega Ratio Rank
FLJJ Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLJJ Martin Ratio Rank: 9090
Martin Ratio Rank

JULQ
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.

FLJJ vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ) 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.


FLJJJULQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.65

Calmar ratioReturn relative to maximum drawdown

3.99

Martin ratioReturn relative to average drawdown

20.94

FLJJ vs. JULQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLJJJULQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

Drawdowns

FLJJ vs. JULQ - Drawdown Comparison

The maximum FLJJ drawdown since its inception was -6.91%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLJJ and JULQ.


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Drawdown Indicators


FLJJJULQDifference

Max Drawdown

Largest peak-to-trough decline

-6.91%

0.00%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.78%

0.00%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

FLJJ vs. JULQ - Volatility Comparison


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Volatility by Period


FLJJJULQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

0.00%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

0.00%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

0.00%

+6.20%

FLJJ vs. JULQ - Expense Ratio Comparison

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


Dividends

FLJJ vs. JULQ - Dividend Comparison

Neither FLJJ nor JULQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

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

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

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

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