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JULB vs. KFEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULB vs. KFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aptus July Buffer ETF (JULB) and Innovator U.S. Small Cap Power Buffer ETF - February (KFEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JULB achieves a 8.08% return, which is significantly lower than KFEB's 13.73% return.


JULB

1D
0.54%
1M
0.57%
6M
7.15%
YTD
8.08%
1Y
3Y*
5Y*
10Y*
ALL TIME*

KFEB

1D
-0.08%
1M
-0.01%
6M
7.62%
YTD
13.73%
1Y
24.62%
3Y*
5Y*
10Y*
ALL TIME*
15.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$122.17K$181.25K$221.75K
$31.40K$47.27K$136.55K

JULB vs. KFEB - Yearly Performance Comparison


Correlation

The correlation between JULB and KFEB is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 14, 2025

0.77

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Return for Risk

JULB vs. KFEB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JULB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


KFEB
KFEB Risk / Return Rank: 8989
Overall Rank
KFEB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KFEB Sortino Ratio Rank: 9090
Sortino Ratio Rank
KFEB Omega Ratio Rank: 8787
Omega Ratio Rank
KFEB Calmar Ratio Rank: 9191
Calmar Ratio Rank
KFEB Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JULB vs. KFEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aptus July Buffer ETF (JULB) and Innovator U.S. Small Cap Power Buffer ETF - February (KFEB). 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.


JULBKFEBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

4.04

Martin ratioReturn relative to average drawdown

15.07

JULB vs. KFEB - Sharpe Ratio Comparison


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Drawdowns

JULB vs. KFEB - Drawdown Comparison

The maximum JULB drawdown since its inception was -5.24%, smaller than the maximum KFEB drawdown of -14.16%. Use the drawdown chart below to compare losses from any high point for JULB and KFEB.


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Drawdown Indicators


JULBKFEBDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-14.16%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.80%

Current Drawdown

Current decline from peak

-0.20%

-0.45%

+0.25%

Average Drawdown

Average peak-to-trough decline

-0.78%

-2.12%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

JULB vs. KFEB - Volatility Comparison


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Volatility by Period


JULBKFEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.81%

10.82%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

12.75%

-5.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

12.75%

-5.94%

JULB vs. KFEB - Expense Ratio Comparison

JULB has a 0.25% expense ratio, which is lower than KFEB's 0.79% expense ratio.


Dividends

JULB vs. KFEB - Dividend Comparison

Neither JULB nor KFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JULB and KFEB have a correlation of 0.77, 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 0.79% for KFEB.

JULB and KFEB have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Aptus and Innovator. Their fees differ too: 0.25% for JULB and 0.79% for KFEB.

Portfolio Optimizer

Find the right allocation for JULB and KFEB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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