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GJUN vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GJUN vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GJUN achieves a 3.11% return, which is significantly higher than USMV's 1.14% return.


GJUN

1D
-0.71%
1M
-0.44%
YTD
3.11%
6M
3.07%
1Y
10.23%
3Y*
11.15%
5Y*
10Y*

USMV

1D
0.29%
1M
-2.10%
YTD
1.14%
6M
0.51%
1Y
3.59%
3Y*
10.93%
5Y*
7.02%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GJUN vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023
GJUN
FT Cboe Vest U.S. Equity Moderate Buffer ETF - June
3.11%10.00%13.24%6.40%
USMV
iShares MSCI USA Min Vol Factor ETF
1.14%7.65%15.74%6.73%

Correlation

The correlation between GJUN and USMV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2023

0.62

The correlation between GJUN and USMV shifts across timeframes, from 0.46 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GJUN vs. USMV — Risk / Return Rank

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

GJUN
GJUN Risk / Return Rank: 8484
Overall Rank
GJUN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GJUN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GJUN Omega Ratio Rank: 8989
Omega Ratio Rank
GJUN Calmar Ratio Rank: 7474
Calmar Ratio Rank
GJUN Martin Ratio Rank: 9191
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1313
Sortino Ratio Rank
USMV Omega Ratio Rank: 1313
Omega Ratio Rank
USMV Calmar Ratio Rank: 1515
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
Martin Ratio Rank
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.

GJUN vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.


GJUNUSMVDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.98

Omega ratioGain probability vs. loss probability

1.51

1.08

+0.43

Calmar ratioReturn relative to maximum drawdown

3.46

0.56

+2.90

Martin ratioReturn relative to average drawdown

19.75

1.82

+17.93

GJUN vs. USMV - Sharpe Ratio Comparison

The current GJUN Sharpe Ratio is 2.33, which is higher than the USMV Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GJUN and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GJUN vs. USMV - Drawdown Comparison

The maximum GJUN drawdown since its inception was -10.97%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for GJUN and USMV.


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Drawdown Indicators


GJUNUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-10.97%

-33.10%

+22.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-6.46%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

-9.36%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-0.85%

-2.63%

+1.78%

Average Drawdown

Average peak-to-trough decline

-0.87%

-2.87%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

1.98%

-1.46%

Volatility

GJUN vs. USMV - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Moderate Buffer ETF - June (GJUN) is 0.78%, while iShares MSCI USA Min Vol Factor ETF (USMV) has a volatility of 2.63%. This indicates that GJUN experiences smaller price fluctuations and is considered to be less risky than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GJUNUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

2.63%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

6.14%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

8.60%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

12.35%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

14.51%

-6.68%

GJUN vs. USMV - Expense Ratio Comparison

GJUN has a 0.85% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

GJUN vs. USMV - Dividend Comparison

GJUN has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018201720162015
GJUN
FT Cboe Vest U.S. Equity Moderate Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF
1.53%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


GJUN and USMV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USMV has higher volatility (2.63%) compared to GJUN (0.78%). In terms of maximum drawdown, GJUN dropped -10.97% vs USMV's -33.10%.

On 3-year performance, GJUN leads with 11.15% vs 10.93% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, GJUN has been the lower-risk option at 0.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GJUN has performed better with a 11.15% return vs 10.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMV is cheaper with a 0.15% expense ratio, compared with 0.85% for GJUN.

USMV has the higher dividend yield at 1.53%, compared with 0.00% for GJUN.

GJUN is categorized as Options Trading, while USMV is Large Cap Blend Equities. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for GJUN and 0.15% for USMV.

GJUN currently has the higher Sharpe Ratio (2.33 vs 0.42), 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.

Portfolio Optimizer

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