JULU vs. UXJL

Last updated Jun 6, 2026

JULU (AllianzIM U.S. Equity Buffer15 Uncapped Jul ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. With a 0.97 correlation, they move nearly in lockstep. JULU charges 0.74%/yr vs 0.85%/yr for UXJL.

Performance

JULU vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer15 Uncapped Jul ETF (JULU) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JULU achieves a 6.33% return, which is significantly lower than UXJL's 8.90% return.

JULU

• 1D: -2.62%
• 1M: 0.22%
• YTD: 6.33%
• 6M: 6.00%
• 1Y: 19.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -3.02%
• 1M: 0.47%
• YTD: 8.90%
• 6M: 8.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JULU vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
JULU AllianzIM U.S. Equity Buffer15 Uncapped Jul ETF	6.33%	6.85%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	8.90%	9.31%

Correlation

The correlation between JULU and UXJL is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 22, 2025	0.97

Return for Risk

JULU vs. UXJL — Risk / Return Rank

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

JULU

JULU Risk / Return Rank: 64
JULU Sharpe Ratio Rank: 64
JULU Sortino Ratio Rank: 63
JULU Omega Ratio Rank: 64
JULU Calmar Ratio Rank: 60
JULU Martin Ratio Rank: 67

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.

JULU vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer15 Uncapped Jul ETF (JULU) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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.

	JULU	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	1.97	—	—
Sortino ratio: Return per unit of downside risk	2.70	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.81	—	—
Martin ratio: Return relative to average drawdown	11.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JULU	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.55	-0.44

Drawdowns

JULU vs. UXJL - Drawdown Comparison

The maximum JULU drawdown since its inception was -12.46%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for JULU and UXJL.

Drawdown Indicators

	JULU	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-12.46%	-10.29%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-7.04%	—	—
Current Drawdown Current decline from peak	-2.92%	-3.32%	+0.40%
Average Drawdown Average peak-to-trough decline	-1.93%	-1.51%	-0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	—	—

Volatility

Volatility by Period

	JULU	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.03%	14.24%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.52%	14.24%	-2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.52%	14.24%	-2.72%

JULU vs. UXJL - Expense Ratio Comparison

JULU has a 0.74% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

JULU vs. UXJL - Dividend Comparison

Neither JULU nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JULU and UXJL in my portfolio?

With a correlation of 0.97, JULU and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, JULU or UXJL?

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

Which ETF is cheaper, JULU or UXJL?

JULU is cheaper with a 0.74% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, JULU or UXJL?

JULU and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between JULU and UXJL?

They also come from different issuers: Allianz and First Trust. Their fees differ too: 0.74% for JULU and 0.85% for UXJL.