JUNP vs. UXJL

Last updated Jun 24, 2026

JUNP (PGIM S&P 500 Buffer 12 ETF - June) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. JUNP charges 0.50%/yr vs 0.85%/yr for UXJL.

Performance

JUNP vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM S&P 500 Buffer 12 ETF - June (JUNP) 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, JUNP achieves a 2.55% return, which is significantly lower than UXJL's 8.46% return.

JUNP

• 1D: -0.76%
• 1M: -0.83%
• YTD: 2.55%
• 6M: 2.53%
• 1Y: 10.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -1.53%
• 1M: -1.62%
• YTD: 8.46%
• 6M: 7.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JUNP vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
JUNP PGIM S&P 500 Buffer 12 ETF - June	2.55%	5.56%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	8.46%	8.62%

Correlation

The correlation between JUNP and UXJL is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 21, 2025	0.90

Return for Risk

JUNP vs. UXJL — Risk / Return Rank

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

JUNP

JUNP Risk / Return Rank: 70
JUNP Sharpe Ratio Rank: 61
JUNP Sortino Ratio Rank: 64
JUNP Omega Ratio Rank: 73
JUNP Calmar Ratio Rank: 68
JUNP Martin Ratio Rank: 85

UXJL

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

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.

JUNP vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM S&P 500 Buffer 12 ETF - June (JUNP) 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.

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.

	JUNP	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	1.84	—	—
Sortino ratio: Return per unit of downside risk	2.64	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.10	—	—
Martin ratio: Return relative to average drawdown	16.12	—	—

Drawdowns

JUNP vs. UXJL - Drawdown Comparison

The maximum JUNP drawdown since its inception was -11.23%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for JUNP and UXJL.

Drawdown Indicators

	JUNP	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-11.23%	-10.29%	-0.94%
Max Drawdown (1Y) Largest decline over 1 year	-3.49%	—	—
Current Drawdown Current decline from peak	-1.58%	-3.71%	+2.13%
Average Drawdown Average peak-to-trough decline	-0.89%	-1.58%	+0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	—	—

Volatility

Volatility by Period

	JUNP	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.92%	14.58%	-8.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.45%	14.58%	-5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.45%	14.58%	-5.13%

JUNP vs. UXJL - Expense Ratio Comparison

JUNP has a 0.50% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

JUNP vs. UXJL - Dividend Comparison

Neither JUNP nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JUNP and UXJL in my portfolio?

With a correlation of 0.90, JUNP 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, JUNP or UXJL?

On fees, JUNP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JUNP or UXJL?

JUNP is cheaper with a 0.50% expense ratio, compared with 0.85% for UXJL.

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

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

What is the main difference between JUNP and UXJL?

They also come from different issuers: PGIM and First Trust. Their fees differ too: 0.50% for JUNP and 0.85% for UXJL.