GJUL vs. XLRI

Last updated Jul 14, 2026

GJUL (FT Cboe Vest U.S. Equity Moderate Buffer ETF - July) and XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) are both exchange-traded funds - GJUL is a Options Trading fund actively managed by FT Vest, while XLRI is a Derivative Income fund actively managed by State Street. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. GJUL charges 0.85%/yr vs 0.35%/yr for XLRI.

Performance

GJUL vs. XLRI - 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 State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GJUL achieves a 5.49% return, which is significantly lower than XLRI's 7.28% return.

GJUL

• 1D: -0.08%
• 1M: 0.79%
• 6M: 4.75%
• YTD: 5.49%
• 1Y: 11.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLRI

• 1D: 0.45%
• 1M: -0.01%
• 6M: 6.59%
• YTD: 7.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GJUL vs. XLRI - Yearly Performance Comparison

	2026 (YTD)	2025
GJUL FT Cboe Vest U.S. Equity Moderate Buffer ETF - July	5.49%	4.66%
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF	7.28%	-0.57%

Correlation

The correlation between GJUL and XLRI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.28

Return for Risk

GJUL vs. XLRI — Risk / Return Rank

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

GJUL

GJUL Risk / Return Rank: 87
GJUL Sharpe Ratio Rank: 88
GJUL Sortino Ratio Rank: 90
GJUL Omega Ratio Rank: 92
GJUL Calmar Ratio Rank: 76
GJUL Martin Ratio Rank: 91

XLRI

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.

GJUL vs. XLRI - 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 State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.

	GJUL	XLRI	Difference
Sharpe ratio: Return per unit of total volatility	2.27	—	—
Sortino ratio: Return per unit of downside risk	3.36	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.09	—	—
Martin ratio: Return relative to average drawdown	16.73	—	—

Drawdowns

GJUL vs. XLRI - Drawdown Comparison

The maximum GJUL drawdown since its inception was -10.68%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for GJUL and XLRI.

Drawdown Indicators

	GJUL	XLRI	Difference
Max Drawdown Largest peak-to-trough decline	-10.68%	-7.12%	-3.56%
Max Drawdown (1Y) Largest decline over 1 year	-3.81%	—	—
Current Drawdown Current decline from peak	-0.08%	-0.51%	+0.43%
Average Drawdown Average peak-to-trough decline	-0.86%	-1.61%	+0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.70%	—	—

Volatility

Volatility by Period

	GJUL	XLRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.19%	11.21%	-6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.83%	11.21%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.83%	11.21%	-3.38%

GJUL vs. XLRI - Expense Ratio Comparison

GJUL has a 0.85% expense ratio, which is higher than XLRI's 0.35% expense ratio.

Dividends

GJUL vs. XLRI - Dividend Comparison

GJUL has not paid dividends to shareholders, while XLRI's dividend yield for the trailing twelve months is around 13.67%.

Position	TTM	2025
GJUL FT Cboe Vest U.S. Equity Moderate Buffer ETF - July	0.00%	0.00%
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF	13.67%	6.85%

Frequently Asked Questions

Can I hold both GJUL and XLRI in my portfolio?

GJUL and XLRI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GJUL or XLRI?

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GJUL or XLRI?

XLRI is cheaper with a 0.35% expense ratio, compared with 0.85% for GJUL.

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

XLRI has the higher dividend yield at 13.67%, compared with 0.00% for GJUL.

What is the main difference between GJUL and XLRI?

GJUL is categorized as Options Trading, while XLRI is Derivative Income. They also come from different issuers: FT Vest and State Street. Their fees differ too: 0.85% for GJUL and 0.35% for XLRI.