NELS vs. UJUN
NELS (Nelson Select ETF) and UJUN (Innovator U.S. Equity Ultra Buffer ETF - June) are both Large Cap Blend Equities funds. NELS is actively managed, while UJUN is passively managed. Their correlation of 0.82 suggests significant overlap in exposure. NELS charges 1.69%/yr vs 0.79%/yr for UJUN.
Performance
NELS vs. UJUN - Performance Comparison
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Returns By Period
In the year-to-date period, NELS achieves a 10.77% return, which is significantly higher than UJUN's 2.66% return.
NELS
- 1D
- -0.15%
- 1M
- 1.26%
- YTD
- 10.77%
- 6M
- 10.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UJUN
- 1D
- -0.16%
- 1M
- -0.54%
- YTD
- 2.66%
- 6M
- 2.81%
- 1Y
- 9.74%
- 3Y*
- 10.71%
- 5Y*
- 6.12%
- 10Y*
- —
NELS vs. UJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NELS Nelson Select ETF | 10.77% | 1.83% |
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | 2.66% | 2.10% |
Correlation
The correlation between NELS 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 (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.82 |
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Return for Risk
NELS vs. UJUN — Risk / Return Rank
NELS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
UJUN
NELS vs. UJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) 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.
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 | UJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.45 | — |
| Martin ratioReturn relative to average drawdown | — | 18.38 | — |
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Drawdowns
NELS vs. UJUN - Drawdown Comparison
The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum UJUN drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for NELS and UJUN.
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Drawdown Indicators
| NELS | UJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -13.73% | +4.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.96% | — |
Current DrawdownCurrent decline from peak | -1.75% | -0.93% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -2.06% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.53% | — |
Volatility
NELS vs. UJUN - Volatility Comparison
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Volatility by Period
| NELS | UJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 4.55% | +10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 8.37% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 8.77% | +5.93% |
NELS vs. UJUN - Expense Ratio Comparison
NELS has a 1.69% expense ratio, which is higher than UJUN's 0.79% expense ratio.
Dividends
NELS vs. UJUN - Dividend Comparison
Neither NELS nor UJUN has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
NELS Nelson Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
NELS 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.
On fees, UJUN is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UJUN is cheaper with a 0.79% expense ratio, compared with 1.69% for NELS.
NELS and UJUN have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Nelson Capital Management and Innovator. Their fees differ too: 1.69% for NELS and 0.79% for UJUN.
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