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JULQ vs. XIMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JULQ vs. XIMR - 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 Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). The values are adjusted to include any dividend payments, if applicable.

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JULQ vs. XIMR - Yearly Performance Comparison


Returns By Period


JULQ

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

XIMR

1D
0.16%
1M
0.74%
YTD
1.38%
6M
2.85%
1Y
6.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JULQ vs. XIMR - Expense Ratio Comparison

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


Return for Risk

JULQ vs. XIMR — Risk / Return Rank

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

JULQ

XIMR
XIMR Risk / Return Rank: 7373
Overall Rank
XIMR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XIMR Sortino Ratio Rank: 6969
Sortino Ratio Rank
XIMR Omega Ratio Rank: 9595
Omega Ratio Rank
XIMR Calmar Ratio Rank: 5050
Calmar Ratio Rank
XIMR Martin Ratio Rank: 8585
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. XIMR - 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 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.


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

JULQ vs. XIMR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULQXIMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

Dividends

JULQ vs. XIMR - Dividend Comparison

JULQ has not paid dividends to shareholders, while XIMR's dividend yield for the trailing twelve months is around 6.34%.


Drawdowns

JULQ vs. XIMR - Drawdown Comparison

The maximum JULQ drawdown since its inception was 0.00%, smaller than the maximum XIMR drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for JULQ and XIMR.


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Drawdown Indicators


JULQXIMRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-5.12%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.19%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

JULQ vs. XIMR - Volatility Comparison


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Volatility by Period


JULQXIMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.81%

-5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.49%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.49%

-4.49%