NRSH vs. DJUN
NRSH (Aztlan North America Nearshoring Stock Selection ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both exchange-traded funds - NRSH is a Large Cap Blend Equities fund tracking the Aztlan North America Nearshoring Price Return Index - Benchmark Price Return, while DJUN is a Defined Outcome fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past year, NRSH returned 50.05% vs 10.07% for DJUN. Their 0.59 correlation means they have sometimes moved together and sometimes differently. NRSH charges 0.75%/yr vs 0.85%/yr for DJUN.
Performance
NRSH vs. DJUN - Performance Comparison
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Returns By Period
In the year-to-date period, NRSH achieves a 35.88% return, which is significantly higher than DJUN's 5.05% return.
NRSH
- 1D
- 1.65%
- 1M
- -3.34%
- 6M
- 23.82%
- YTD
- 35.88%
- 1Y
- 50.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.42%
DJUN
- 1D
- 0.63%
- 1M
- 1.00%
- 6M
- 4.32%
- YTD
- 5.05%
- 1Y
- 10.07%
- 3Y*
- 11.12%
- 5Y*
- 8.09%
- 10Y*
- —
- ALL TIME*
- 8.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.23M | $1.78M | $2.17M | |
| $198.65K | $150.08K | $89.39K |
NRSH vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NRSH Aztlan North America Nearshoring Stock Selection ETF | 35.88% | 12.95% | -6.17% | 9.15% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 5.05% | 9.38% | 13.92% | 3.23% |
Correlation
The correlation between NRSH and DJUN is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.59 |
The correlation between NRSH and DJUN has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
NRSH vs. DJUN — Risk / Return Rank
NRSH
DJUN
NRSH vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aztlan North America Nearshoring Stock Selection ETF (NRSH) 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.
| NRSH | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.48 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.24 | +0.40 |
| Martin ratioReturn relative to average drawdown | 12.40 | 18.58 | -6.19 |
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Drawdowns
NRSH vs. DJUN - Drawdown Comparison
The maximum NRSH drawdown since its inception was -24.01%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for NRSH and DJUN.
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Drawdown Indicators
| NRSH | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.01% | -11.96% | -12.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -3.15% | -10.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.96% | — |
Current DrawdownCurrent decline from peak | -8.72% | 0.00% | -8.72% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -1.56% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 0.55% | +3.50% |
Volatility
NRSH vs. DJUN - Volatility Comparison
Aztlan North America Nearshoring Stock Selection ETF (NRSH) has a higher volatility of 8.71% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 1.82%. This indicates that NRSH's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRSH | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 1.82% | +6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 23.07% | 3.98% | +19.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 4.76% | +22.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 8.54% | +13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.50% | 7.99% | +14.51% |
NRSH vs. DJUN - Expense Ratio Comparison
NRSH has a 0.75% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
NRSH vs. DJUN - Dividend Comparison
NRSH's dividend yield for the trailing twelve months is around 0.31%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% |
NRSH Aztlan North America Nearshoring Stock Selection ETF | 0.31% | 0.42% | 0.90% | 0.17% |
Frequently Asked Questions
NRSH and DJUN have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRSH has higher volatility (8.71%) compared to DJUN (1.82%). In terms of maximum drawdown, NRSH dropped -24.01% vs DJUN's -11.96%.
On 1-year performance, NRSH leads with 50.05% vs 10.07% for DJUN. On fees, NRSH is cheaper at 0.75% per year. On volatility, DJUN has been the lower-risk option at 1.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NRSH has performed better with a 50.05% return vs 10.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NRSH is cheaper with a 0.75% expense ratio, compared with 0.85% for DJUN.
NRSH has the higher dividend yield at 0.31%, compared with 0.00% for DJUN.
NRSH is categorized as Large Cap Blend Equities, while DJUN is Defined Outcome. NRSH tracks Aztlan North America Nearshoring Price Return Index - Benchmark Price Return, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Aztlan and First Trust. Their fees differ too: 0.75% for NRSH and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.15 vs 1.83), 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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