KRUZ vs. DJUN

Last updated Apr 2, 2026

Compare and contrast key facts about Unusual Whales Subversive Republican Trading ETF (KRUZ) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).

KRUZ and DJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KRUZ is an actively managed fund by Subversive. It was launched on Feb 7, 2023. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020.

Performance

KRUZ vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Republican Trading ETF (KRUZ) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

KRUZ vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
KRUZ Unusual Whales Subversive Republican Trading ETF	0.00%	-1.31%	14.45%	10.16%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	-0.21%	9.38%	13.92%	11.74%

Returns By Period

KRUZ

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJUN

• 1D: 0.43%
• 1M: -0.96%
• YTD: -0.21%
• 6M: 1.56%
• 1Y: 12.29%
• 3Y*: 11.49%
• 5Y*: 7.44%
• 10Y*: —

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

KRUZ vs. DJUN - Expense Ratio Comparison

KRUZ has a 0.83% expense ratio, which is lower than DJUN's 0.85% expense ratio.

DJUN

FT Cboe Vest U.S. Equity Deep Buffer ETF - June

KRUZ

Unusual Whales Subversive Republican Trading ETF

Return for Risk

KRUZ vs. DJUN — Risk / Return Rank

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

DJUN

DJUN Risk / Return Rank: 69
DJUN Sharpe Ratio Rank: 66
DJUN Sortino Ratio Rank: 69
DJUN Omega Ratio Rank: 81
DJUN Calmar Ratio Rank: 54
DJUN Martin Ratio Rank: 73

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.

KRUZ vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

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

Sharpe Ratios by Period

	KRUZ	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.97	—

Correlation

The correlation between KRUZ and DJUN is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

KRUZ vs. DJUN - Dividend Comparison

Neither KRUZ nor DJUN has paid dividends to shareholders.

	TTM	2025	2024	2023
KRUZ Unusual Whales Subversive Republican Trading ETF	0.00%	0.00%	0.57%	1.01%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	KRUZ	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	—	-11.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.33%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	—	-1.18%	—
Average Drawdown Average peak-to-trough decline	—	-1.64%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.33%	—

Volatility

Volatility by Period

	KRUZ	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.86%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.23%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	8.50%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	8.16%	—