PSCW vs. JULB

Last updated Jun 3, 2026

PSCW (Pacer Swan SOS Conservative (April) ETF) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. A 0.77 correlation means they provide meaningful diversification when combined. PSCW charges 0.61%/yr vs 0.25%/yr for JULB.

Performance

PSCW vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (April) ETF (PSCW) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCW achieves a 7.56% return, which is significantly higher than JULB's 6.42% return.

PSCW

• 1D: 0.02%
• 1M: 1.39%
• YTD: 7.56%
• 6M: 8.72%
• 1Y: 15.21%
• 3Y*: 11.75%
• 5Y*: 7.29%
• 10Y*: —

JULB

• 1D: 0.02%
• 1M: 2.27%
• YTD: 6.42%
• 6M: 7.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCW vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
PSCW Pacer Swan SOS Conservative (April) ETF	7.56%	2.04%
JULB Aptus July Buffer ETF	6.42%	2.56%

Correlation

The correlation between PSCW and JULB is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.77

Return for Risk

PSCW vs. JULB — Risk / Return Rank

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

PSCW

PSCW Risk / Return Rank: 97
PSCW Sharpe Ratio Rank: 95
PSCW Sortino Ratio Rank: 97
PSCW Omega Ratio Rank: 97
PSCW Calmar Ratio Rank: 97
PSCW Martin Ratio Rank: 98

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.

PSCW vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (April) ETF (PSCW) and Aptus July Buffer ETF (JULB). 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.

	PSCW	JULB	Difference
Sharpe ratio Return per unit of total volatility	3.90	—	—
Sortino ratio Return per unit of downside risk	6.54	—	—
Omega ratio Gain probability vs. loss probability	1.92	—	—
Calmar ratio Return relative to maximum drawdown	10.51	—	—
Martin ratio Return relative to average drawdown	53.89	—	—
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

	PSCW	JULB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.90	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	2.20	-1.21

Drawdowns

PSCW vs. JULB - Drawdown Comparison

The maximum PSCW drawdown since its inception was -11.89%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for PSCW and JULB.

Drawdown Indicators

	PSCW	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-11.89%	-5.24%	-6.65%
Max Drawdown (1Y) Largest decline over 1 year	-1.50%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-11.89%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.18%	-0.88%	-1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.29%	—	—

Volatility

Volatility by Period

	PSCW	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.94%	6.83%	-2.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.64%	6.83%	+0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.60%	6.83%	+0.77%

PSCW vs. JULB - Expense Ratio Comparison

PSCW has a 0.61% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

PSCW vs. JULB - Dividend Comparison

Neither PSCW nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSCW and JULB in my portfolio?

PSCW and JULB have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSCW or JULB?

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSCW or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.61% for PSCW.

Which ETF pays a higher dividend yield, PSCW or JULB?

PSCW and JULB have nearly identical dividend yields, around 0.00%.

What is the main difference between PSCW and JULB?

They also come from different issuers: Pacer and Aptus Capital Advisors. Their fees differ too: 0.61% for PSCW and 0.25% for JULB.