JULW vs. XIMR

Last updated Jun 24, 2026

JULW (AllianzIM U.S. Large Cap Buffer20 Jul ETF) and XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) are both Options Trading funds. Both are actively managed. Over the past year, JULW returned 11.85% vs 7.87% for XIMR. A 0.66 correlation means they provide meaningful diversification when combined. JULW charges 0.74%/yr vs 0.85%/yr for XIMR.

Performance

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JULW having a 4.17% return and XIMR slightly lower at 4.15%.

JULW

• 1D: 0.04%
• 1M: 0.49%
• YTD: 4.17%
• 6M: 4.14%
• 1Y: 11.85%
• 3Y*: 11.22%
• 5Y*: 9.01%
• 10Y*: —

XIMR

• 1D: -0.16%
• 1M: 0.12%
• YTD: 4.15%
• 6M: 4.33%
• 1Y: 7.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JULW vs. XIMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF	4.17%	11.57%	8.26%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	4.15%	6.80%	5.75%

Correlation

The correlation between JULW and XIMR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024	0.66

The correlation between JULW and XIMR has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.

Return for Risk

JULW vs. XIMR — Risk / Return Rank

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

JULW

JULW Risk / Return Rank: 91
JULW Sharpe Ratio Rank: 91
JULW Sortino Ratio Rank: 94
JULW Omega Ratio Rank: 94
JULW Calmar Ratio Rank: 82
JULW Martin Ratio Rank: 93

XIMR

XIMR Risk / Return Rank: 97
XIMR Sharpe Ratio Rank: 96
XIMR Sortino Ratio Rank: 98
XIMR Omega Ratio Rank: 98
XIMR Calmar Ratio Rank: 95
XIMR Martin Ratio Rank: 98

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. XIMR - 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 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.

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	XIMR	Difference
Sharpe ratio: Return per unit of total volatility	2.81	3.87	-1.06
Sortino ratio: Return per unit of downside risk	4.40	7.00	-2.60
Omega ratio: Gain probability vs. loss probability	1.62	2.20	-0.58
Calmar ratio: Return relative to maximum drawdown	4.02	7.29	-3.28
Martin ratio: Return relative to average drawdown	22.90	59.00	-36.10

JULW vs. XIMR - Sharpe Ratio Comparison

The current JULW Sharpe Ratio is 2.81, which is comparable to the XIMR Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of JULW and XIMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JULW vs. XIMR - Drawdown Comparison

The maximum JULW drawdown since its inception was -9.49%, which is greater than XIMR's maximum drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for JULW and XIMR.

Drawdown Indicators

	JULW	XIMR	Difference
Max Drawdown Largest peak-to-trough decline	-9.49%	-5.12%	-4.37%
Max Drawdown (1Y) Largest decline over 1 year	-2.96%	-1.08%	-1.88%
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%	-0.30%	+0.30%
Average Drawdown Average peak-to-trough decline	-0.91%	-0.17%	-0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.52%	0.13%	+0.39%

Volatility

JULW vs. XIMR - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW) is 0.35%, while FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) has a volatility of 0.79%. This indicates that JULW experiences smaller price fluctuations and is considered to be less risky than XIMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JULW	XIMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.35%	0.79%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	3.20%	1.79%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	4.33%	2.08%	+2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.89%	4.34%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.51%	4.34%	+2.17%

JULW vs. XIMR - Expense Ratio Comparison

JULW has a 0.74% expense ratio, which is lower than XIMR's 0.85% expense ratio.

Dividends

JULW vs. XIMR - Dividend Comparison

JULW has not paid dividends to shareholders, while XIMR's dividend yield for the trailing twelve months is around 6.43%.

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%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	6.43%	6.41%	4.44%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JULW and XIMR in my portfolio?

JULW and XIMR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JULW or XIMR?

XIMR has higher volatility (0.79%) compared to JULW (0.35%). In terms of maximum drawdown, JULW dropped -9.49% vs XIMR's -5.12%.

Which ETF is better, JULW or XIMR?

On 1-year performance, JULW leads with 11.85% vs 7.87% for XIMR. On fees, JULW is cheaper at 0.74% per year. On volatility, JULW has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JULW or XIMR?

Over the 1-year period, JULW has performed better with a 11.85% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JULW or XIMR?

JULW is cheaper with a 0.74% expense ratio, compared with 0.85% for XIMR.

Which ETF pays a higher dividend yield, JULW or XIMR?

XIMR has the higher dividend yield at 6.43%, compared with 0.00% for JULW.

What is the main difference between JULW and XIMR?

They also come from different issuers: Allianz and FT Vest. Their fees differ too: 0.74% for JULW and 0.85% for XIMR.

Which has better risk-adjusted returns?

XIMR currently has the higher Sharpe Ratio (3.87 vs 2.81), 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.