LGH vs. UJUN
LGH (HCM Defender 500 Index ETF) and UJUN (Innovator U.S. Equity Ultra Buffer ETF - June) are both Large Cap Blend Equities funds - LGH tracks the HCM Defender 500 Index while UJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, LGH returned 11.27%/yr vs 6.38%/yr for UJUN. Their correlation of 0.83 suggests significant overlap in exposure. LGH charges 1.23%/yr vs 0.79%/yr for UJUN.
Performance
LGH vs. UJUN - Performance Comparison
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Returns By Period
In the year-to-date period, LGH achieves a 4.82% return, which is significantly higher than UJUN's 3.32% return.
LGH
- 1D
- -0.92%
- 1M
- 7.14%
- YTD
- 4.82%
- 6M
- 4.52%
- 1Y
- 26.30%
- 3Y*
- 20.78%
- 5Y*
- 11.27%
- 10Y*
- —
UJUN
- 1D
- -0.30%
- 1M
- 0.45%
- YTD
- 3.32%
- 6M
- 4.16%
- 1Y
- 10.04%
- 3Y*
- 11.26%
- 5Y*
- 6.38%
- 10Y*
- —
LGH vs. UJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 4.82% | 19.47% | 27.00% | 24.19% | -27.37% | 39.92% | 18.51% | 11.06% |
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | 3.32% | 10.63% | 12.49% | 12.17% | -8.86% | 5.09% | 7.15% | 3.03% |
Correlation
The correlation between LGH and UJUN is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.83 |
The correlation between LGH and UJUN has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
LGH vs. UJUN — Risk / Return Rank
LGH
UJUN
LGH vs. UJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). 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.
| LGH | UJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.55 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.55 | -1.21 |
| Martin ratioReturn relative to average drawdown | 7.55 | 21.84 | -14.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGH | UJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.40 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.77 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.77 | +0.03 |
Drawdowns
LGH vs. UJUN - Drawdown Comparison
The maximum LGH drawdown since its inception was -29.60%, which is greater than UJUN's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for LGH and UJUN.
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Drawdown Indicators
| LGH | UJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.60% | -13.73% | -15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -2.84% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -18.42% | -11.24% | -7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -11.96% | -17.42% |
Current DrawdownCurrent decline from peak | -0.92% | -0.30% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -2.07% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 0.46% | +3.03% |
Volatility
LGH vs. UJUN - Volatility Comparison
HCM Defender 500 Index ETF (LGH) has a higher volatility of 4.07% compared to Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) at 0.41%. This indicates that LGH's price experiences larger fluctuations and is considered to be riskier than UJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGH | UJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 0.41% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 3.25% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 4.25% | +11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 8.32% | +8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.78% | 8.77% | +11.01% |
LGH vs. UJUN - Expense Ratio Comparison
LGH has a 1.23% expense ratio, which is higher than UJUN's 0.79% expense ratio.
Dividends
LGH vs. UJUN - Dividend Comparison
LGH's dividend yield for the trailing twelve months is around 0.37%, while UJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LGH HCM Defender 500 Index ETF | 0.37% | 0.38% | 0.40% | 0.63% | 0.61% | 0.14% | 0.23% | 0.01% |
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.89% |
Frequently Asked Questions
LGH and UJUN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LGH has higher volatility (4.07%) compared to UJUN (0.41%). In terms of maximum drawdown, LGH dropped -29.60% vs UJUN's -13.73%.
On 5-year performance, LGH leads with 11.27% vs 6.38% for UJUN. On fees, UJUN is cheaper at 0.79% per year. On volatility, UJUN has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LGH has performed better with a 11.27% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UJUN is cheaper with a 0.79% expense ratio, compared with 1.23% for LGH.
LGH has the higher dividend yield at 0.37%, compared with 0.00% for UJUN.
LGH tracks HCM Defender 500 Index, while UJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Howard Capital Management and Innovator. Their fees differ too: 1.23% for LGH and 0.79% for UJUN.
UJUN currently has the higher Sharpe Ratio (2.40 vs 1.72), 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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