JQUA vs. DJUN
JQUA (JPMorgan U.S. Quality Factor ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - JQUA tracks the JP Morgan US Quality Factor Index while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, JQUA returned 14.00%/yr vs 8.20%/yr for DJUN. Their correlation of 0.88 suggests significant overlap in exposure. JQUA charges 0.12%/yr vs 0.85%/yr for DJUN.
Performance
JQUA vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, JQUA achieves a 13.36% return, which is significantly higher than DJUN's 4.03% return.
JQUA
- 1D
- 1.25%
- 1M
- 3.49%
- YTD
- 13.36%
- 6M
- 12.98%
- 1Y
- 23.55%
- 3Y*
- 19.07%
- 5Y*
- 14.00%
- 10Y*
- —
DJUN
- 1D
- 0.11%
- 1M
- 0.53%
- YTD
- 4.03%
- 6M
- 4.22%
- 1Y
- 11.27%
- 3Y*
- 11.16%
- 5Y*
- 8.20%
- 10Y*
- —
JQUA vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 13.36% | 11.69% | 21.21% | 25.13% | -13.45% | 28.68% | 19.00% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 4.03% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.78% |
Correlation
The correlation between JQUA and DJUN is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.88 |
The correlation between JQUA and DJUN shifts across timeframes, from 0.80 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JQUA vs. DJUN — Risk / Return Rank
JQUA
DJUN
JQUA vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) 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.
| JQUA | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.58 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 3.55 | -0.26 |
| Martin ratioReturn relative to average drawdown | 13.45 | 21.86 | -8.40 |
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Drawdowns
JQUA vs. DJUN - Drawdown Comparison
The maximum JQUA drawdown since its inception was -32.92%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for JQUA and DJUN.
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Drawdown Indicators
| JQUA | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.92% | -11.96% | -20.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -3.15% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.81% | -11.96% | -4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -11.96% | -10.51% |
Current DrawdownCurrent decline from peak | -0.97% | 0.00% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -1.58% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.52% | +1.22% |
Volatility
JQUA vs. DJUN - Volatility Comparison
JPMorgan U.S. Quality Factor ETF (JQUA) has a higher volatility of 5.14% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.23%. This indicates that JQUA'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
| JQUA | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 0.23% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 3.53% | +5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 4.47% | +7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 8.51% | +7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 8.03% | +9.98% |
JQUA vs. DJUN - Expense Ratio Comparison
JQUA has a 0.12% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
JQUA vs. DJUN - Dividend Comparison
JQUA's dividend yield for the trailing twelve months is around 1.08%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.08% | 1.19% | 1.24% | 1.21% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% |
Frequently Asked Questions
JQUA and DJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JQUA has higher volatility (5.14%) compared to DJUN (0.23%). In terms of maximum drawdown, JQUA dropped -32.92% vs DJUN's -11.96%.
On 5-year performance, JQUA leads with 14.00% vs 8.20% for DJUN. On fees, JQUA is cheaper at 0.12% per year. On volatility, DJUN has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JQUA has performed better with a 14.00% return vs 8.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JQUA is cheaper with a 0.12% expense ratio, compared with 0.85% for DJUN.
JQUA has the higher dividend yield at 1.08%, compared with 0.00% for DJUN.
JQUA tracks JP Morgan US Quality Factor Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.12% for JQUA and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.50 vs 1.97), 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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