JUNW vs. PRXV

Last updated Jun 4, 2026

JUNW (AllianzIM U.S. Equity Buffer20 Jun ETF) and PRXV (Praxis Impact Large Cap Value ETF) are both exchange-traded funds - JUNW is a Defined Outcome fund actively managed by Allianz, while PRXV is a Large Cap Value Equities fund actively managed by Praxis. Both are actively managed. At a 0.19 correlation, their price movements are largely independent. JUNW charges 0.74%/yr vs 0.36%/yr for PRXV.

Performance

JUNW vs. PRXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer20 Jun ETF (JUNW) and Praxis Impact Large Cap Value ETF (PRXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JUNW

• 1D: -0.19%
• 1M: 0.53%
• YTD: 3.15%
• 6M: 3.90%
• 1Y: 9.91%
• 3Y*: 10.79%
• 5Y*: —
• 10Y*: —

PRXV

• 1D: -0.03%
• 1M: 4.27%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JUNW vs. PRXV - Yearly Performance Comparison

	2026 (YTD)
JUNW AllianzIM U.S. Equity Buffer20 Jun ETF	0.85%
PRXV Praxis Impact Large Cap Value ETF	4.51%

Correlation

The correlation between JUNW and PRXV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 21, 2026	0.19

Return for Risk

JUNW vs. PRXV — Risk / Return Rank

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

JUNW

JUNW Risk / Return Rank: 89
JUNW Sharpe Ratio Rank: 85
JUNW Sortino Ratio Rank: 91
JUNW Omega Ratio Rank: 93
JUNW Calmar Ratio Rank: 82
JUNW Martin Ratio Rank: 94

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.

JUNW vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer20 Jun ETF (JUNW) and Praxis Impact Large Cap Value ETF (PRXV). 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.

	JUNW	PRXV	Difference
Sharpe ratio: Return per unit of total volatility	2.78	—	—
Sortino ratio: Return per unit of downside risk	4.35	—	—
Omega ratio: Gain probability vs. loss probability	1.64	—	—
Calmar ratio: Return relative to maximum drawdown	4.31	—	—
Martin ratio: Return relative to average drawdown	26.43	—	—
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

	JUNW	PRXV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.72	4.54	-2.82

Drawdowns

JUNW vs. PRXV - Drawdown Comparison

The maximum JUNW drawdown since its inception was -8.57%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for JUNW and PRXV.

Drawdown Indicators

	JUNW	PRXV	Difference
Max Drawdown Largest peak-to-trough decline	-8.57%	-1.18%	-7.39%
Max Drawdown (1Y) Largest decline over 1 year	-2.31%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.57%	—	—
Current Drawdown Current decline from peak	-0.19%	-0.03%	-0.16%
Average Drawdown Average peak-to-trough decline	-0.54%	-0.32%	-0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.38%	—	—

Volatility

Volatility by Period

	JUNW	PRXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.58%	9.66%	-6.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.41%	9.66%	-3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.41%	9.66%	-3.25%

JUNW vs. PRXV - Expense Ratio Comparison

JUNW has a 0.74% expense ratio, which is higher than PRXV's 0.36% expense ratio.

Dividends

JUNW vs. PRXV - Dividend Comparison

Neither JUNW nor PRXV has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JUNW and PRXV in my portfolio?

JUNW and PRXV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JUNW or PRXV?

On fees, PRXV is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JUNW or PRXV?

PRXV is cheaper with a 0.36% expense ratio, compared with 0.74% for JUNW.

Which ETF pays a higher dividend yield, JUNW or PRXV?

JUNW and PRXV have nearly identical dividend yields, around 0.00%.

What is the main difference between JUNW and PRXV?

JUNW is categorized as Defined Outcome, while PRXV is Large Cap Value Equities. They also come from different issuers: Allianz and Praxis. Their fees differ too: 0.74% for JUNW and 0.36% for PRXV.