JULW vs. LITL
JULW (AllianzIM U.S. Large Cap Buffer20 Jul ETF) and LITL (Simplify Piper Sandler US Small-Cap PLUS Income ETF) are both exchange-traded funds - JULW is a Options Trading fund actively managed by Allianz, while LITL is a Small Cap Blend Equities fund actively managed by Simplify. Both are actively managed. Over the past year, JULW returned 9.65% vs 31.53% for LITL. Their 0.71 correlation means they have sometimes moved together and sometimes differently. JULW charges 0.74%/yr vs 0.91%/yr for LITL.
Performance
JULW vs. LITL - Performance Comparison
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Returns By Period
In the year-to-date period, JULW achieves a 4.60% return, which is significantly lower than LITL's 15.04% return.
JULW
- 1D
- 0.32%
- 1M
- 0.47%
- 6M
- 4.04%
- YTD
- 4.60%
- 1Y
- 9.65%
- 3Y*
- 10.78%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 8.91%
LITL
- 1D
- 0.24%
- 1M
- -2.40%
- 6M
- 12.72%
- YTD
- 15.04%
- 1Y
- 31.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $987.83K | $2.34M | $2.75M | |
| $92.88K | $67.65K | $57.85K |
JULW vs. LITL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF | 4.60% | 14.24% |
LITL Simplify Piper Sandler US Small-Cap PLUS Income ETF | 15.04% | 18.93% |
Correlation
The correlation between JULW and LITL is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.71 |
The correlation between JULW and LITL has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.
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Return for Risk
JULW vs. LITL — Risk / Return Rank
JULW
LITL
JULW vs. LITL - 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 Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JULW | LITL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.05 | +0.03 |
| Martin ratioReturn relative to average drawdown | 17.06 | 9.55 | +7.51 |
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Drawdowns
JULW vs. LITL - Drawdown Comparison
The maximum JULW drawdown since its inception was -9.49%, roughly equal to the maximum LITL drawdown of -9.32%. Use the drawdown chart below to compare losses from any high point for JULW and LITL.
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Drawdown Indicators
| JULW | LITL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.49% | -9.32% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -9.32% | +6.36% |
Max Drawdown (3Y)Largest decline over 3 years | -9.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -9.49% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -2.98% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -2.24% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 2.98% | -2.44% |
Volatility
JULW vs. LITL - Volatility Comparison
The current volatility for AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW) is 1.62%, while Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL) has a volatility of 3.56%. This indicates that JULW experiences smaller price fluctuations and is considered to be less risky than LITL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JULW | LITL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 3.56% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | 12.19% | -8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 18.20% | -13.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.90% | 18.33% | -11.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.48% | 18.33% | -11.85% |
JULW vs. LITL - Expense Ratio Comparison
JULW has a 0.74% expense ratio, which is lower than LITL's 0.91% expense ratio.
Dividends
JULW vs. LITL - Dividend Comparison
JULW has not paid dividends to shareholders, while LITL's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.04% |
LITL Simplify Piper Sandler US Small-Cap PLUS Income ETF | 1.67% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JULW and LITL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITL has higher volatility (3.56%) compared to JULW (1.62%). In terms of maximum drawdown, JULW dropped -9.49% vs LITL's -9.32%.
On 1-year performance, LITL leads with 31.53% vs 9.65% for JULW. On fees, JULW is cheaper at 0.74% per year. On volatility, JULW has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LITL has performed better with a 31.53% return vs 9.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JULW is cheaper with a 0.74% expense ratio, compared with 0.91% for LITL.
LITL has the higher dividend yield at 1.67%, compared with 0.00% for JULW.
JULW is categorized as Options Trading, while LITL is Small Cap Blend Equities. They also come from different issuers: Allianz and Simplify. Their fees differ too: 0.74% for JULW and 0.91% for LITL.
JULW currently has the higher Sharpe Ratio (2.11 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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