ONEZ vs. UXJL

Last updated Jun 4, 2026

ONEZ (TrueShares Seasonality Laddered Buffered ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. ONEZ charges 0.98%/yr vs 0.85%/yr for UXJL.

Performance

ONEZ vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Seasonality Laddered Buffered ETF (ONEZ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ONEZ achieves a 7.27% return, which is significantly lower than UXJL's 11.78% return.

ONEZ

• 1D: -0.47%
• 1M: 3.77%
• YTD: 7.27%
• 6M: 7.15%
• 1Y: 17.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ONEZ vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
ONEZ TrueShares Seasonality Laddered Buffered ETF	7.27%	5.74%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between ONEZ and UXJL is 0.90, 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 Jul 22, 2025	0.90

Return for Risk

ONEZ vs. UXJL — Risk / Return Rank

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

ONEZ

ONEZ Risk / Return Rank: 58
ONEZ Sharpe Ratio Rank: 58
ONEZ Sortino Ratio Rank: 59
ONEZ Omega Ratio Rank: 56
ONEZ Calmar Ratio Rank: 55
ONEZ Martin Ratio Rank: 63

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.

ONEZ vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Seasonality Laddered Buffered ETF (ONEZ) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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.

	ONEZ	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	1.91	—	—
Sortino ratio: Return per unit of downside risk	2.76	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.67	—	—
Martin ratio: Return relative to average drawdown	11.14	—	—
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

	ONEZ	UXJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	1.87	-0.83

Drawdowns

ONEZ vs. UXJL - Drawdown Comparison

The maximum ONEZ drawdown since its inception was -13.24%, which is greater than UXJL's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for ONEZ and UXJL.

Drawdown Indicators

	ONEZ	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-10.29%	-2.95%
Max Drawdown (1Y) Largest decline over 1 year	-6.60%	—	—
Current Drawdown Current decline from peak	-0.61%	-0.76%	+0.15%
Average Drawdown Average peak-to-trough decline	-2.07%	-1.51%	-0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	—	—

Volatility

Volatility by Period

	ONEZ	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.23%	13.90%	-4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.88%	13.90%	-2.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.88%	13.90%	-2.02%

ONEZ vs. UXJL - Expense Ratio Comparison

ONEZ has a 0.98% expense ratio, which is higher than UXJL's 0.85% expense ratio.

Dividends

ONEZ vs. UXJL - Dividend Comparison

ONEZ's dividend yield for the trailing twelve months is around 3.70%, while UXJL has not paid dividends to shareholders.

Position	TTM	2025
ONEZ TrueShares Seasonality Laddered Buffered ETF	3.70%	3.97%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	0.00%	0.00%

Frequently Asked Questions

Can I hold both ONEZ and UXJL in my portfolio?

With a correlation of 0.90, ONEZ and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ONEZ or UXJL?

On fees, UXJL 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, ONEZ or UXJL?

UXJL is cheaper with a 0.85% expense ratio, compared with 0.98% for ONEZ.

Which ETF pays a higher dividend yield, ONEZ or UXJL?

ONEZ has the higher dividend yield at 3.70%, compared with 0.00% for UXJL.

What is the main difference between ONEZ and UXJL?

They also come from different issuers: TrueShares and First Trust. Their fees differ too: 0.98% for ONEZ and 0.85% for UXJL.