PSFJ vs. JULB

Last updated Jun 4, 2026

PSFJ (Pacer Swan SOS Flex (July) ETF) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. With a 0.96 correlation, they move nearly in lockstep. PSFJ charges 0.61%/yr vs 0.25%/yr for JULB.

Performance

PSFJ vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Flex (July) ETF (PSFJ) 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, PSFJ achieves a 5.52% return, which is significantly lower than JULB's 6.35% return.

PSFJ

• 1D: -0.01%
• 1M: 1.64%
• YTD: 5.52%
• 6M: 6.21%
• 1Y: 17.26%
• 3Y*: 15.35%
• 5Y*: —
• 10Y*: —

JULB

• 1D: -0.07%
• 1M: 2.40%
• YTD: 6.35%
• 6M: 6.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSFJ vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
PSFJ Pacer Swan SOS Flex (July) ETF	5.52%	2.58%
JULB Aptus July Buffer ETF	6.35%	2.56%

Correlation

The correlation between PSFJ and JULB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.96

Return for Risk

PSFJ vs. JULB — Risk / Return Rank

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

PSFJ

PSFJ Risk / Return Rank: 84
PSFJ Sharpe Ratio Rank: 82
PSFJ Sortino Ratio Rank: 88
PSFJ Omega Ratio Rank: 87
PSFJ Calmar Ratio Rank: 76
PSFJ Martin Ratio Rank: 89

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.

PSFJ vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (July) ETF (PSFJ) 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.

	PSFJ	JULB	Difference
Sharpe ratio: Return per unit of total volatility	2.65	—	—
Sortino ratio: Return per unit of downside risk	4.00	—	—
Omega ratio: Gain probability vs. loss probability	1.54	—	—
Calmar ratio: Return relative to maximum drawdown	3.80	—	—
Martin ratio: Return relative to average drawdown	20.28	—	—
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

	PSFJ	JULB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	2.17	-1.07

Drawdowns

PSFJ vs. JULB - Drawdown Comparison

The maximum PSFJ drawdown since its inception was -12.20%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for PSFJ and JULB.

Drawdown Indicators

	PSFJ	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-12.20%	-5.24%	-6.96%
Max Drawdown (1Y) Largest decline over 1 year	-4.56%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.20%	—	—
Current Drawdown Current decline from peak	-0.01%	-0.07%	+0.06%
Average Drawdown Average peak-to-trough decline	-1.78%	-0.87%	-0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	PSFJ	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.55%	6.81%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.36%	6.81%	+3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.36%	6.81%	+3.55%

PSFJ vs. JULB - Expense Ratio Comparison

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

Dividends

PSFJ vs. JULB - Dividend Comparison

Neither PSFJ nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PSFJ and JULB in my portfolio?

With a correlation of 0.96, PSFJ and JULB 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, PSFJ 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, PSFJ or JULB?

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

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

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

What is the main difference between PSFJ and JULB?

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