JANT vs. SIXJ

Last updated Jun 24, 2026

JANT (AllianzIM U.S. Large Cap Buffer10 Jan ETF) and SIXJ (AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF) are both Options Trading funds from Allianz. JANT is actively managed, while SIXJ is passively managed. Over the past 3 years, JANT returned 15.48%/yr vs 13.50%/yr for SIXJ. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.74% expense ratio.

Performance

JANT vs. SIXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JANT having a 5.69% return and SIXJ slightly higher at 5.79%.

JANT

• 1D: -0.66%
• 1M: -0.23%
• YTD: 5.69%
• 6M: 5.92%
• 1Y: 17.73%
• 3Y*: 15.48%
• 5Y*: 9.91%
• 10Y*: —

SIXJ

• 1D: -0.33%
• 1M: 0.54%
• YTD: 5.79%
• 6M: 6.00%
• 1Y: 16.50%
• 3Y*: 13.50%
• 5Y*: —
• 10Y*: —

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

JANT vs. SIXJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JANT AllianzIM U.S. Large Cap Buffer10 Jan ETF	5.69%	14.30%	16.01%	22.92%	-10.31%
SIXJ AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF	5.79%	12.81%	14.48%	18.07%	-10.33%

Correlation

The correlation between JANT and SIXJ is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022	0.92

The correlation between JANT and SIXJ has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.

Return for Risk

JANT vs. SIXJ — Risk / Return Rank

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

JANT

JANT Risk / Return Rank: 79
JANT Sharpe Ratio Rank: 80
JANT Sortino Ratio Rank: 83
JANT Omega Ratio Rank: 85
JANT Calmar Ratio Rank: 66
JANT Martin Ratio Rank: 83

SIXJ

SIXJ Risk / Return Rank: 89
SIXJ Sharpe Ratio Rank: 91
SIXJ Sortino Ratio Rank: 93
SIXJ Omega Ratio Rank: 93
SIXJ Calmar Ratio Rank: 77
SIXJ 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.

JANT vs. SIXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) and AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ). 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.

	JANT	SIXJ	Difference
Sharpe ratio: Return per unit of total volatility	2.34	2.87	-0.53
Sortino ratio: Return per unit of downside risk	3.35	4.18	-0.83
Omega ratio: Gain probability vs. loss probability	1.47	1.60	-0.14
Calmar ratio: Return relative to maximum drawdown	3.00	3.66	-0.66
Martin ratio: Return relative to average drawdown	15.42	19.87	-4.45

JANT vs. SIXJ - Sharpe Ratio Comparison

The current JANT Sharpe Ratio is 2.34, which is comparable to the SIXJ Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of JANT and SIXJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JANT vs. SIXJ - Drawdown Comparison

The maximum JANT drawdown since its inception was -16.18%, which is greater than SIXJ's maximum drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for JANT and SIXJ.

Drawdown Indicators

	JANT	SIXJ	Difference
Max Drawdown Largest peak-to-trough decline	-16.18%	-14.07%	-2.11%
Max Drawdown (1Y) Largest decline over 1 year	-5.94%	-4.53%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-13.25%	-10.89%	-2.36%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	—	—
Current Drawdown Current decline from peak	-1.17%	-0.34%	-0.83%
Average Drawdown Average peak-to-trough decline	-2.66%	-2.84%	+0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	0.83%	+0.32%

Volatility

JANT vs. SIXJ - Volatility Comparison

AllianzIM U.S. Large Cap Buffer10 Jan ETF (JANT) has a higher volatility of 2.44% compared to AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (SIXJ) at 1.48%. This indicates that JANT's price experiences larger fluctuations and is considered to be riskier than SIXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JANT	SIXJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.44%	1.48%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	6.34%	4.78%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	7.64%	5.82%	+1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.36%	9.98%	+1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.09%	9.98%	+1.11%

JANT vs. SIXJ - Expense Ratio Comparison

Both JANT and SIXJ have an expense ratio of 0.74%.

Dividends

JANT vs. SIXJ - Dividend Comparison

Neither JANT nor SIXJ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JANT and SIXJ in my portfolio?

With a correlation of 0.95, JANT and SIXJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JANT or SIXJ?

JANT has higher volatility (2.44%) compared to SIXJ (1.48%). In terms of maximum drawdown, JANT dropped -16.18% vs SIXJ's -14.07%.

Which ETF is better, JANT or SIXJ?

On 3-year performance, JANT leads with 15.48% vs 13.50% for SIXJ. Both ETFs have the same 0.74% expense ratio. On volatility, SIXJ has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JANT or SIXJ?

Over the 3-year period, JANT has performed better with a 15.48% return vs 13.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JANT or SIXJ?

JANT and SIXJ have the same expense ratio: 0.74% per year.

Which ETF pays a higher dividend yield, JANT or SIXJ?

JANT and SIXJ have nearly identical dividend yields, around 0.00%.

Which has better risk-adjusted returns?

SIXJ currently has the higher Sharpe Ratio (2.87 vs 2.34), 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.