MART vs. JULT

Last updated Apr 1, 2026

Compare and contrast key facts about Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT).

MART and JULT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MART is an actively managed fund by Allianz. It was launched on Feb 28, 2023. JULT is an actively managed fund by Allianz. It was launched on Jun 30, 2020.

Performance

MART vs. JULT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT). The values are adjusted to include any dividend payments, if applicable.

MART vs. JULT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MART Allianzim U.S. Large Cap Buffer10 Mar ETF	-0.96%	14.93%	15.60%	16.94%
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF	-2.04%	13.73%	17.43%	18.46%

Returns By Period

In the year-to-date period, MART achieves a -0.96% return, which is significantly higher than JULT's -2.04% return.

MART

• 1D: 2.09%
• 1M: -3.15%
• YTD: -0.96%
• 6M: 1.74%
• 1Y: 14.62%
• 3Y*: 14.33%
• 5Y*: —
• 10Y*: —

JULT

• 1D: 2.00%
• 1M: -2.85%
• YTD: -2.04%
• 6M: 0.19%
• 1Y: 14.92%
• 3Y*: 14.55%
• 5Y*: 9.82%
• 10Y*: —

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

MART vs. JULT - Expense Ratio Comparison

Both MART and JULT have an expense ratio of 0.74%.

MART

Allianzim U.S. Large Cap Buffer10 Mar ETF

JULT

AllianzIM U.S. Large Cap Buffer10 Jul ETF

Return for Risk

MART vs. JULT — Risk / Return Rank

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

MART

MART Risk / Return Rank: 74
MART Sharpe Ratio Rank: 68
MART Sortino Ratio Rank: 71
MART Omega Ratio Rank: 80
MART Calmar Ratio Rank: 66
MART Martin Ratio Rank: 83

JULT

JULT Risk / Return Rank: 73
JULT Sharpe Ratio Rank: 67
JULT Sortino Ratio Rank: 71
JULT Omega Ratio Rank: 76
JULT Calmar Ratio Rank: 67
JULT Martin Ratio Rank: 83

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.

MART vs. JULT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) and AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT). 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.

	MART	JULT	Difference
Sharpe ratio Return per unit of total volatility	1.21	1.21	-0.01
Sortino ratio Return per unit of downside risk	1.81	1.84	-0.03
Omega ratio Gain probability vs. loss probability	1.31	1.30	+0.02
Calmar ratio Return relative to maximum drawdown	1.71	1.76	-0.05
Martin ratio Return relative to average drawdown	9.61	9.67	-0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MART vs. JULT - Sharpe Ratio Comparison

The current MART Sharpe Ratio is 1.21, which is comparable to the JULT Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MART and JULT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MART	JULT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.21	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.54	1.04	+0.50

Correlation

The correlation between MART and JULT is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

MART vs. JULT - Dividend Comparison

Neither MART nor JULT has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
MART Allianzim U.S. Large Cap Buffer10 Mar ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JULT AllianzIM U.S. Large Cap Buffer10 Jul ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.86%

Drawdowns

MART vs. JULT - Drawdown Comparison

The maximum MART drawdown since its inception was -11.61%, smaller than the maximum JULT drawdown of -13.57%. Use the drawdown chart below to compare losses from any high point for MART and JULT.

Drawdown Indicators

	MART	JULT	Difference
Max Drawdown Largest peak-to-trough decline	-11.61%	-13.57%	+1.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	-8.72%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.57%	—
Current Drawdown Current decline from peak	-3.33%	-3.33%	0.00%
Average Drawdown Average peak-to-trough decline	-0.93%	-1.82%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	1.59%	-0.03%

Volatility

MART vs. JULT - Volatility Comparison

Allianzim U.S. Large Cap Buffer10 Mar ETF (MART) has a higher volatility of 3.90% compared to AllianzIM U.S. Large Cap Buffer10 Jul ETF (JULT) at 3.66%. This indicates that MART's price experiences larger fluctuations and is considered to be riskier than JULT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MART	JULT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	3.66%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	5.56%	5.63%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	12.18%	12.35%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.82%	10.96%	-1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.82%	10.60%	-0.78%