FTCE vs. DJUN
FTCE (First Trust New Constructs Core Earnings Leaders ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both exchange-traded funds - FTCE is a Large Cap Blend Equities fund tracking the Bloomberg New Constructs Core Earnings Leaders Index, while DJUN is a Defined Outcome fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past year, FTCE returned 24.40% vs 10.07% for DJUN. Their correlation of 0.82 means they have usually moved in the same direction. FTCE charges 0.60%/yr vs 0.85%/yr for DJUN.
Performance
FTCE vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, FTCE achieves a 9.47% return, which is significantly higher than DJUN's 5.05% return.
FTCE
- 1D
- 0.16%
- 1M
- -0.33%
- 6M
- 6.88%
- YTD
- 9.47%
- 1Y
- 24.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.25%
DJUN
- 1D
- 0.63%
- 1M
- 1.00%
- 6M
- 4.32%
- YTD
- 5.05%
- 1Y
- 10.07%
- 3Y*
- 11.12%
- 5Y*
- 8.09%
- 10Y*
- —
- ALL TIME*
- 8.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.23M | $1.78M | $2.17M | |
| $145.13K | $168.42K | $261.53K |
FTCE vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTCE First Trust New Constructs Core Earnings Leaders ETF | 9.47% | 26.14% | -0.02% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 5.05% | 9.38% | 2.14% |
Correlation
The correlation between FTCE and DJUN is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.82 |
The correlation between FTCE and DJUN has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
FTCE vs. DJUN — Risk / Return Rank
FTCE
DJUN
FTCE vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust New Constructs Core Earnings Leaders ETF (FTCE) 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.
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.
| FTCE | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.48 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.24 | -0.82 |
| Martin ratioReturn relative to average drawdown | 7.53 | 18.58 | -11.05 |
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Drawdowns
FTCE vs. DJUN - Drawdown Comparison
The maximum FTCE drawdown since its inception was -18.11%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for FTCE and DJUN.
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Drawdown Indicators
| FTCE | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.11% | -11.96% | -6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -3.15% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.96% | — |
Current DrawdownCurrent decline from peak | -4.56% | 0.00% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -1.56% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 0.55% | +2.70% |
Volatility
FTCE vs. DJUN - Volatility Comparison
First Trust New Constructs Core Earnings Leaders ETF (FTCE) has a higher volatility of 3.32% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 1.82%. This indicates that FTCE'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
| FTCE | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.82% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 3.98% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 4.76% | +9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.57% | 8.54% | +8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 7.99% | +8.58% |
FTCE vs. DJUN - Expense Ratio Comparison
FTCE has a 0.60% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
FTCE vs. DJUN - Dividend Comparison
FTCE's dividend yield for the trailing twelve months is around 0.66%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% |
FTCE First Trust New Constructs Core Earnings Leaders ETF | 0.66% | 0.96% | 0.28% |
Frequently Asked Questions
FTCE and DJUN have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTCE has higher volatility (3.32%) compared to DJUN (1.82%). In terms of maximum drawdown, FTCE dropped -18.11% vs DJUN's -11.96%.
On 1-year performance, FTCE leads with 24.40% vs 10.07% for DJUN. On fees, FTCE is cheaper at 0.60% per year. On volatility, DJUN has been the lower-risk option at 1.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FTCE has performed better with a 24.40% return vs 10.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTCE is cheaper with a 0.60% expense ratio, compared with 0.85% for DJUN.
FTCE has the higher dividend yield at 0.66%, compared with 0.00% for DJUN.
FTCE is categorized as Large Cap Blend Equities, while DJUN is Defined Outcome. FTCE tracks Bloomberg New Constructs Core Earnings Leaders Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Their fees differ too: 0.60% for FTCE and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.15 vs 1.78), 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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