NELS vs. DJUN

Last updated Aug 1, 2026

NELS (Nelson Select ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both exchange-traded funds - NELS is a Large Cap Blend Equities fund actively managed by Nelson Capital, while DJUN is a Defined Outcome fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. NELS is actively managed, while DJUN is passively managed. Their correlation of 0.81 means they have usually moved in the same direction. NELS charges 1.69%/yr vs 0.85%/yr for DJUN.

Performance

NELS vs. DJUN - Performance Comparison

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

Returns By Period

In the year-to-date period, NELS achieves a 11.33% return, which is significantly higher than DJUN's 4.39% return.

NELS

• 1D: 0.70%
• 1M: 0.37%
• 6M: 9.60%
• YTD: 11.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DJUN

• 1D: 0.42%
• 1M: 0.36%
• 6M: 3.79%
• YTD: 4.39%
• 1Y: 9.38%
• 3Y*: 10.46%
• 5Y*: 7.98%
• 10Y*: —
• ALL TIME*: 8.29%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	$1.26M	$1.81M	$2.13M
NELS Nelson Select ETF	$273.15K	$219.73K	$239.79K

NELS vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025
NELS Nelson Select ETF	11.33%	1.83%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	4.39%	2.01%

Correlation

The correlation between NELS and DJUN is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.81

Return for Risk

NELS vs. DJUN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NELS

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

DJUN

DJUN Risk / Return Rank: 86
DJUN Sharpe Ratio Rank: 81
DJUN Sortino Ratio Rank: 85
DJUN Omega Ratio Rank: 89
DJUN Calmar Ratio Rank: 79
DJUN Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NELS vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	NELS	DJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	1.89	—
Sortino ratio: Return per unit of downside risk	—	2.85	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	2.84	—
Martin ratio: Return relative to average drawdown	—	16.29	—

Drawdowns

NELS vs. DJUN - Drawdown Comparison

The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum DJUN drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for NELS and DJUN.

Drawdown Indicators

	NELS	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-9.30%	-11.96%	+2.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	-1.25%	-0.35%	-0.90%
Average Drawdown Average peak-to-trough decline	-1.66%	-1.56%	-0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.55%	—

Volatility

Volatility by Period

	NELS	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.28%	4.74%	+9.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.28%	8.54%	+5.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.28%	7.99%	+6.29%

NELS vs. DJUN - Expense Ratio Comparison

NELS has a 1.69% expense ratio, which is higher than DJUN's 0.85% expense ratio.

Dividends

NELS vs. DJUN - Dividend Comparison

Neither NELS nor DJUN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both NELS and DJUN in my portfolio?

NELS and DJUN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NELS or DJUN?

On fees, DJUN is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, NELS or DJUN?

DJUN is cheaper with a 0.85% expense ratio, compared with 1.69% for NELS.

Which ETF pays a higher dividend yield, NELS or DJUN?

NELS and DJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between NELS and DJUN?

NELS is categorized as Large Cap Blend Equities, while DJUN is Defined Outcome. They also come from different issuers: Nelson Capital and First Trust. Their fees differ too: 1.69% for NELS and 0.85% for DJUN.