GJUL vs. APRD

Last updated Jun 4, 2026

GJUL (FT Cboe Vest U.S. Equity Moderate Buffer ETF - July) and APRD (Innovator Premium Income 10 Barrier ETF - April) are both Options Trading funds. Both are actively managed. GJUL charges 0.85%/yr vs 0.79%/yr for APRD.

Performance

GJUL vs. APRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) and Innovator Premium Income 10 Barrier ETF - April (APRD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GJUL

• 1D: -0.03%
• 1M: 1.47%
• YTD: 4.70%
• 6M: 5.27%
• 1Y: 15.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

APRD

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

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

GJUL vs. APRD - Yearly Performance Comparison

	2026 (YTD)
GJUL FT Cboe Vest U.S. Equity Moderate Buffer ETF - July	3.80%
APRD Innovator Premium Income 10 Barrier ETF - April	0.00%

GJUL vs. APRD - Sectors Allocation Comparison

Sectors	GJUL	APRD
Technology	36.2%	32.0%
Financial Services	11.9%	13.7%
Communication Services	10.9%	9.9%
Consumer Cyclical	10.1%	11.6%
Healthcare	8.4%	10.5%
Industrials	8.1%	7.4%
Consumer Defensive	4.9%	5.5%
Energy	3.5%	3.2%
Utilities	2.3%	2.5%
Real Estate	1.9%	2.1%
Basic Materials	1.8%	1.7%

Return for Risk

GJUL vs. APRD — Risk / Return Rank

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

GJUL

GJUL Risk / Return Rank: 86
GJUL Sharpe Ratio Rank: 84
GJUL Sortino Ratio Rank: 89
GJUL Omega Ratio Rank: 90
GJUL Calmar Ratio Rank: 79
GJUL Martin Ratio Rank: 91

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.

GJUL vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.

	GJUL	APRD	Difference
Sharpe ratio: Return per unit of total volatility	2.73	—	—
Sortino ratio: Return per unit of downside risk	4.07	—	—
Omega ratio: Gain probability vs. loss probability	1.58	—	—
Calmar ratio: Return relative to maximum drawdown	4.02	—	—
Martin ratio: Return relative to average drawdown	21.57	—	—
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

	GJUL	APRD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.58	—	—

Drawdowns

GJUL vs. APRD - Drawdown Comparison

The maximum GJUL drawdown since its inception was -10.68%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GJUL and APRD.

Drawdown Indicators

	GJUL	APRD	Difference
Max Drawdown Largest peak-to-trough decline	-10.68%	0.00%	-10.68%
Max Drawdown (1Y) Largest decline over 1 year	-3.81%	—	—
Current Drawdown Current decline from peak	-0.03%	0.00%	-0.03%
Average Drawdown Average peak-to-trough decline	-0.89%	0.00%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	—	—

Volatility

Volatility by Period

	GJUL	APRD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.62%	0.00%	+5.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.96%	0.00%	+7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.96%	0.00%	+7.96%

GJUL vs. APRD - Expense Ratio Comparison

GJUL has a 0.85% expense ratio, which is higher than APRD's 0.79% expense ratio.

Dividends

GJUL vs. APRD - Dividend Comparison

Neither GJUL nor APRD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, GJUL or APRD?

On fees, APRD is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GJUL or APRD?

APRD is cheaper with a 0.79% expense ratio, compared with 0.85% for GJUL.

Which ETF pays a higher dividend yield, GJUL or APRD?

GJUL and APRD have nearly identical dividend yields, around 0.00%.

What is the main difference between GJUL and APRD?

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for GJUL and 0.79% for APRD.