NBOS vs. JULQ

Last updated Apr 1, 2026

Compare and contrast key facts about Neuberger Berman Option Strategy ETF (NBOS) and Innovator Premium Income 40 Barrier ETF - July (JULQ).

NBOS and JULQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NBOS is an actively managed fund by Neuberger Berman. It was launched on Sep 16, 2016. JULQ is an actively managed fund by Innovator. It was launched on Jun 30, 2023.

Performance

NBOS vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Option Strategy ETF (NBOS) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

NBOS vs. JULQ - Yearly Performance Comparison

	2026 (YTD)
NBOS Neuberger Berman Option Strategy ETF	-1.58%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%

Returns By Period

NBOS

• 1D: 2.22%
• 1M: -2.26%
• YTD: 0.16%
• 6M: 3.96%
• 1Y: 13.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

NBOS vs. JULQ - Expense Ratio Comparison

NBOS has a 0.56% expense ratio, which is lower than JULQ's 0.79% expense ratio.

JULQ

Innovator Premium Income 40 Barrier ETF - July

NBOS

Neuberger Berman Option Strategy ETF

Return for Risk

NBOS vs. JULQ — Risk / Return Rank

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

NBOS

NBOS Risk / Return Rank: 68
NBOS Sharpe Ratio Rank: 65
NBOS Sortino Ratio Rank: 63
NBOS Omega Ratio Rank: 75
NBOS Calmar Ratio Rank: 58
NBOS Martin Ratio Rank: 77

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.

NBOS vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Option Strategy ETF (NBOS) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.

	NBOS	JULQ	Difference
Sharpe ratio Return per unit of total volatility	1.15	—	—
Sortino ratio Return per unit of downside risk	1.60	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	1.47	—	—
Martin ratio Return relative to average drawdown	8.32	—	—
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

	NBOS	JULQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	—	—

Dividends

NBOS vs. JULQ - Dividend Comparison

NBOS's dividend yield for the trailing twelve months is around 8.14%, while JULQ has not paid dividends to shareholders.

	TTM	2025	2024
NBOS Neuberger Berman Option Strategy ETF	8.14%	7.81%	7.32%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%	0.00%	0.00%

Drawdowns

NBOS vs. JULQ - Drawdown Comparison

The maximum NBOS drawdown since its inception was -12.66%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NBOS and JULQ.

Drawdown Indicators

	NBOS	JULQ	Difference
Max Drawdown Largest peak-to-trough decline	-12.66%	0.00%	-12.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.39%	—	—
Current Drawdown Current decline from peak	-2.60%	0.00%	-2.60%
Average Drawdown Average peak-to-trough decline	-1.17%	0.00%	-1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	—	—

Volatility

Volatility by Period

	NBOS	JULQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.77%	0.00%	+11.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.24%	0.00%	+10.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.24%	0.00%	+10.24%