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JULW vs. APRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULW vs. APRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW) and Innovator Premium Income 10 Barrier ETF - April (APRD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JULW

1D
0.05%
1M
0.89%
YTD
3.89%
6M
4.58%
1Y
12.90%
3Y*
11.73%
5Y*
8.99%
10Y*

APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULW vs. APRD - Yearly Performance Comparison


JULW vs. APRD - Sectors Allocation Comparison


Sectors
JULW
APRD

Technology

36.2%
32.0%

Financial Services

11.9%
13.7%

Communication Services

10.9%
9.9%

Consumer Cyclical

10.1%
11.6%

Healthcare

8.4%
10.5%

Industrials

8.1%
7.4%

Consumer Defensive

4.9%
5.5%

Energy

3.5%
3.2%

Utilities

2.3%
2.5%

Real Estate

1.9%
2.1%

Basic Materials

1.8%
1.7%

Technology

JULW
36.2%
APRD
32.0%

Financial Services

JULW
11.9%
APRD
13.7%

Communication Services

JULW
10.9%
APRD
9.9%

Consumer Cyclical

JULW
10.1%
APRD
11.6%

Healthcare

JULW
8.4%
APRD
10.5%

Industrials

JULW
8.1%
APRD
7.4%

Consumer Defensive

JULW
4.9%
APRD
5.5%

Energy

JULW
3.5%
APRD
3.2%

Utilities

JULW
2.3%
APRD
2.5%

Real Estate

JULW
1.9%
APRD
2.1%

Basic Materials

JULW
1.8%
APRD
1.7%

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Return for Risk

JULW vs. APRD — Risk / Return Rank

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

JULW
JULW Risk / Return Rank: 8989
Overall Rank
JULW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JULW Sortino Ratio Rank: 9292
Sortino Ratio Rank
JULW Omega Ratio Rank: 9292
Omega Ratio Rank
JULW Calmar Ratio Rank: 8383
Calmar Ratio Rank
JULW Martin Ratio Rank: 9393
Martin Ratio Rank

APRD
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.

JULW vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.


JULWAPRDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

4.37

Martin ratioReturn relative to average drawdown

24.60

JULW vs. APRD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULWAPRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

Drawdowns

JULW vs. APRD - Drawdown Comparison

The maximum JULW drawdown since its inception was -9.49%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JULW and APRD.


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Drawdown Indicators


JULWAPRDDifference

Max Drawdown

Largest peak-to-trough decline

-9.49%

0.00%

-9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-9.49%

Max Drawdown (5Y)

Largest decline over 5 years

-9.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.91%

0.00%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

JULW vs. APRD - Volatility Comparison


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Volatility by Period


JULWAPRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

0.00%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

0.00%

+6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

0.00%

+6.54%

JULW vs. APRD - Expense Ratio Comparison

JULW has a 0.74% expense ratio, which is lower than APRD's 0.79% expense ratio.


Dividends

JULW vs. APRD - Dividend Comparison

Neither JULW nor APRD has paid dividends to shareholders.


PositionTTM202520242023202220212020
APRD
Innovator Premium Income 10 Barrier ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JULW
AllianzIM U.S. Large Cap Buffer20 Jul ETF
0.00%0.00%0.00%0.00%0.00%0.00%3.04%

Frequently Asked Questions


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

JULW is cheaper with a 0.74% expense ratio, compared with 0.79% for APRD.

JULW and APRD have nearly identical dividend yields, around 0.00%.

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

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