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JULQ vs. DMAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULQ vs. DMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - July (JULQ) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JULQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

DMAR

1D
-0.04%
1M
1.36%
YTD
7.32%
6M
8.37%
1Y
15.16%
3Y*
12.15%
5Y*
7.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULQ vs. DMAR - Yearly Performance Comparison


JULQ vs. DMAR - Sectors Allocation Comparison


Sectors
JULQ
DMAR

Technology

31.7%
36.2%

Financial Services

14.0%
11.9%

Healthcare

10.9%
8.4%

Consumer Cyclical

10.4%
10.1%

Communication Services

9.5%
10.9%

Industrials

7.7%
8.1%

Consumer Defensive

6.2%
4.9%

Energy

3.2%
3.5%

Utilities

2.6%
2.3%

Real Estate

2.3%
1.9%

Basic Materials

1.8%
1.8%

Technology

JULQ
31.7%
DMAR
36.2%

Financial Services

JULQ
14.0%
DMAR
11.9%

Healthcare

JULQ
10.9%
DMAR
8.4%

Consumer Cyclical

JULQ
10.4%
DMAR
10.1%

Communication Services

JULQ
9.5%
DMAR
10.9%

Industrials

JULQ
7.7%
DMAR
8.1%

Consumer Defensive

JULQ
6.2%
DMAR
4.9%

Energy

JULQ
3.2%
DMAR
3.5%

Utilities

JULQ
2.6%
DMAR
2.3%

Real Estate

JULQ
2.3%
DMAR
1.9%

Basic Materials

JULQ
1.8%
DMAR
1.8%

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Return for Risk

JULQ vs. DMAR — Risk / Return Rank

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

JULQ

DMAR
DMAR Risk / Return Rank: 9797
Overall Rank
DMAR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DMAR Sortino Ratio Rank: 9898
Sortino Ratio Rank
DMAR Omega Ratio Rank: 9898
Omega Ratio Rank
DMAR Calmar Ratio Rank: 9696
Calmar Ratio Rank
DMAR Martin Ratio Rank: 9898
Martin Ratio Rank
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.

JULQ vs. DMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - July (JULQ) and FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR). 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.

JULQ vs. DMAR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULQDMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

Drawdowns

JULQ vs. DMAR - Drawdown Comparison

The maximum JULQ drawdown since its inception was 0.00%, smaller than the maximum DMAR drawdown of -9.84%. Use the drawdown chart below to compare losses from any high point for JULQ and DMAR.


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Drawdown Indicators


JULQDMARDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-9.84%

+9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

Max Drawdown (3Y)

Largest decline over 3 years

-9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-9.84%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.85%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

Volatility

JULQ vs. DMAR - Volatility Comparison


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Volatility by Period


JULQDMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.64%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

7.04%

-7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.97%

-6.97%

JULQ vs. DMAR - Expense Ratio Comparison

JULQ has a 0.79% expense ratio, which is lower than DMAR's 0.85% expense ratio.


Dividends

JULQ vs. DMAR - Dividend Comparison

Neither JULQ nor DMAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, JULQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULQ is cheaper with a 0.79% expense ratio, compared with 0.85% for DMAR.

JULQ and DMAR have nearly identical dividend yields, around 0.00%.

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

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