JULB vs. DAPR
JULB (Aptus July Buffer ETF) and DAPR (FT Vest U.S. Equity Deep Buffer ETF - April) are both Defined Outcome funds. JULB is actively managed, while DAPR is passively managed. A 0.75 correlation means they provide meaningful diversification when combined. JULB charges 0.25%/yr vs 0.85%/yr for DAPR.
Performance
JULB vs. DAPR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JULB achieves a 6.35% return, which is significantly higher than DAPR's 4.04% return.
JULB
- 1D
- -0.07%
- 1M
- 2.40%
- YTD
- 6.35%
- 6M
- 6.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DAPR
- 1D
- -0.12%
- 1M
- 1.93%
- YTD
- 4.04%
- 6M
- 4.78%
- 1Y
- 10.07%
- 3Y*
- 10.83%
- 5Y*
- 6.20%
- 10Y*
- —
JULB vs. DAPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JULB Aptus July Buffer ETF | 6.35% | 2.56% |
DAPR FT Vest U.S. Equity Deep Buffer ETF - April | 4.04% | 1.97% |
Correlation
The correlation between JULB and DAPR is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.75 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JULB vs. DAPR — Risk / Return Rank
JULB
DAPR
JULB vs. DAPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus July Buffer ETF (JULB) and FT Vest U.S. Equity Deep Buffer ETF - April (DAPR). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Loading charts...
Sharpe Ratios by Period
| JULB | DAPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.66 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.17 | 0.77 | +1.40 |
Drawdowns
JULB vs. DAPR - Drawdown Comparison
The maximum JULB drawdown since its inception was -5.24%, smaller than the maximum DAPR drawdown of -10.51%. Use the drawdown chart below to compare losses from any high point for JULB and DAPR.
Loading charts...
Drawdown Indicators
| JULB | DAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.24% | -10.51% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.51% | — |
Current DrawdownCurrent decline from peak | -0.07% | -0.12% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -2.30% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.17% | — |
Volatility
JULB vs. DAPR - Volatility Comparison
Loading charts...
Volatility by Period
| JULB | DAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.81% | 2.78% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 8.21% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.81% | 8.16% | -1.35% |
JULB vs. DAPR - Expense Ratio Comparison
JULB has a 0.25% expense ratio, which is lower than DAPR's 0.85% expense ratio.
Dividends
JULB vs. DAPR - Dividend Comparison
Neither JULB nor DAPR has paid dividends to shareholders.
Frequently Asked Questions
JULB and DAPR have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for DAPR.
JULB and DAPR have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Aptus Capital Advisors and FT Vest. Their fees differ too: 0.25% for JULB and 0.85% for DAPR.
Find the right allocation for JULB and DAPR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer