JULJ vs. XIMR

Last updated Jun 25, 2026

JULJ (Innovator Premium Income 30 Barrier ETF - July) and XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) are both Options Trading funds. Both are actively managed. Over the past year, JULJ returned 5.47% vs 7.77% for XIMR. A 0.50 correlation means they provide meaningful diversification when combined. JULJ charges 0.79%/yr vs 0.85%/yr for XIMR.

Performance

JULJ vs. XIMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 30 Barrier ETF - July (JULJ) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JULJ achieves a 1.96% return, which is significantly lower than XIMR's 4.18% return.

JULJ

• 1D: 0.06%
• 1M: 0.20%
• YTD: 1.96%
• 6M: 2.02%
• 1Y: 5.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XIMR

• 1D: 0.03%
• 1M: 0.15%
• YTD: 4.18%
• 6M: 4.31%
• 1Y: 7.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JULJ vs. XIMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JULJ Innovator Premium Income 30 Barrier ETF - July	1.96%	5.91%	4.74%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	4.18%	6.80%	5.75%

Correlation

The correlation between JULJ and XIMR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024	0.50

The correlation between JULJ and XIMR has been stable across timeframes, ranging from 0.48 to 0.50 - a consistent structural relationship.

Return for Risk

JULJ vs. XIMR — Risk / Return Rank

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

JULJ

JULJ Risk / Return Rank: 97
JULJ Sharpe Ratio Rank: 96
JULJ Sortino Ratio Rank: 97
JULJ Omega Ratio Rank: 97
JULJ Calmar Ratio Rank: 97
JULJ Martin Ratio Rank: 98

XIMR

XIMR Risk / Return Rank: 97
XIMR Sharpe Ratio Rank: 97
XIMR Sortino Ratio Rank: 98
XIMR Omega Ratio Rank: 98
XIMR Calmar Ratio Rank: 95
XIMR Martin Ratio Rank: 98

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.

JULJ vs. XIMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 30 Barrier ETF - July (JULJ) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). 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.

	JULJ	XIMR	Difference
Sharpe ratio: Return per unit of total volatility	3.56	3.82	-0.26
Sortino ratio: Return per unit of downside risk	5.94	6.91	-0.98
Omega ratio: Gain probability vs. loss probability	1.85	2.19	-0.34
Calmar ratio: Return relative to maximum drawdown	9.07	7.20	+1.87
Martin ratio: Return relative to average drawdown	47.05	57.80	-10.75

JULJ vs. XIMR - Sharpe Ratio Comparison

The current JULJ Sharpe Ratio is 3.56, which is comparable to the XIMR Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of JULJ and XIMR, 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

JULJ vs. XIMR - Drawdown Comparison

The maximum JULJ drawdown since its inception was -3.62%, smaller than the maximum XIMR drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for JULJ and XIMR.

Drawdown Indicators

	JULJ	XIMR	Difference
Max Drawdown Largest peak-to-trough decline	-3.62%	-5.12%	+1.50%
Max Drawdown (1Y) Largest decline over 1 year	-0.61%	-1.08%	+0.47%
Current Drawdown Current decline from peak	-0.02%	-0.27%	+0.25%
Average Drawdown Average peak-to-trough decline	-0.10%	-0.17%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.12%	0.13%	-0.01%

Volatility

JULJ vs. XIMR - Volatility Comparison

The current volatility for Innovator Premium Income 30 Barrier ETF - July (JULJ) is 0.23%, while FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) has a volatility of 0.78%. This indicates that JULJ experiences smaller price fluctuations and is considered to be less risky than XIMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JULJ	XIMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.23%	0.78%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	0.94%	1.79%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	1.54%	2.04%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.05%	4.34%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.05%	4.34%	-1.29%

JULJ vs. XIMR - Expense Ratio Comparison

JULJ has a 0.79% expense ratio, which is lower than XIMR's 0.85% expense ratio.

Dividends

JULJ vs. XIMR - Dividend Comparison

JULJ's dividend yield for the trailing twelve months is around 5.66%, less than XIMR's 6.43% yield.

Position	TTM	2025	2024	2023
JULJ Innovator Premium Income 30 Barrier ETF - July	5.66%	5.76%	5.96%	3.21%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	6.43%	6.41%	4.44%	0.00%

Frequently Asked Questions

Can I hold both JULJ and XIMR in my portfolio?

JULJ and XIMR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JULJ or XIMR?

XIMR has higher volatility (0.78%) compared to JULJ (0.23%). In terms of maximum drawdown, JULJ dropped -3.62% vs XIMR's -5.12%.

Which ETF is better, JULJ or XIMR?

On 1-year performance, XIMR leads with 7.77% vs 5.47% for JULJ. On fees, JULJ is cheaper at 0.79% per year. On volatility, JULJ has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JULJ or XIMR?

Over the 1-year period, XIMR has performed better with a 7.77% return vs 5.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JULJ or XIMR?

JULJ is cheaper with a 0.79% expense ratio, compared with 0.85% for XIMR.

Which ETF pays a higher dividend yield, JULJ or XIMR?

XIMR has the higher dividend yield at 6.43%, compared with 5.66% for JULJ.

What is the main difference between JULJ and XIMR?

They also come from different issuers: Innovator and FT Vest. Their fees differ too: 0.79% for JULJ and 0.85% for XIMR.

Which has better risk-adjusted returns?

XIMR currently has the higher Sharpe Ratio (3.82 vs 3.56), 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.