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JULQ vs. FLJJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULQ vs. FLJJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - July (JULQ) and Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ). 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*

FLJJ

1D
0.03%
1M
1.60%
YTD
5.01%
6M
5.83%
1Y
15.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULQ vs. FLJJ - Yearly Performance Comparison


JULQ vs. FLJJ - Sectors Allocation Comparison


Sectors
JULQ
FLJJ

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%
FLJJ
36.2%

Financial Services

JULQ
14.0%
FLJJ
11.9%

Healthcare

JULQ
10.9%
FLJJ
8.4%

Consumer Cyclical

JULQ
10.4%
FLJJ
10.1%

Communication Services

JULQ
9.5%
FLJJ
10.9%

Industrials

JULQ
7.7%
FLJJ
8.1%

Consumer Defensive

JULQ
6.2%
FLJJ
4.9%

Energy

JULQ
3.2%
FLJJ
3.5%

Utilities

JULQ
2.6%
FLJJ
2.3%

Real Estate

JULQ
2.3%
FLJJ
1.9%

Basic Materials

JULQ
1.8%
FLJJ
1.8%

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Return for Risk

JULQ vs. FLJJ — Risk / Return Rank

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

JULQ

FLJJ
FLJJ Risk / Return Rank: 8989
Overall Rank
FLJJ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLJJ Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLJJ Omega Ratio Rank: 9494
Omega Ratio Rank
FLJJ Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLJJ Martin Ratio Rank: 9090
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. FLJJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - July (JULQ) and Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ). 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. FLJJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULQFLJJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

Drawdowns

JULQ vs. FLJJ - Drawdown Comparison

The maximum JULQ drawdown since its inception was 0.00%, smaller than the maximum FLJJ drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for JULQ and FLJJ.


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Drawdown Indicators


JULQFLJJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-6.91%

+6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.78%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

Volatility

JULQ vs. FLJJ - Volatility Comparison


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Volatility by Period


JULQFLJJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.08%

-5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.20%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.20%

-6.20%

JULQ vs. FLJJ - Expense Ratio Comparison

JULQ has a 0.79% expense ratio, which is higher than FLJJ's 0.74% expense ratio.


Dividends

JULQ vs. FLJJ - Dividend Comparison

Neither JULQ nor FLJJ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, FLJJ is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLJJ is cheaper with a 0.74% expense ratio, compared with 0.79% for JULQ.

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

They also come from different issuers: Innovator and Allianz. Their fees differ too: 0.79% for JULQ and 0.74% for FLJJ.

Portfolio Optimizer

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