QB vs. UXJL
QB (ProShares Nasdaq-100 Dynamic Daily Buffer ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. QB is passively managed, while UXJL is actively managed. A 0.79 correlation means they provide meaningful diversification when combined. QB charges 0.58%/yr vs 0.85%/yr for UXJL.
Performance
QB vs. UXJL - Performance Comparison
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Returns By Period
In the year-to-date period, QB achieves a 10.47% return, which is significantly lower than UXJL's 11.78% return.
QB
- 1D
- -0.19%
- 1M
- 2.95%
- YTD
- 10.47%
- 6M
- 9.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UXJL
- 1D
- -0.76%
- 1M
- 6.02%
- YTD
- 11.78%
- 6M
- 11.50%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QB vs. UXJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF | 10.47% | 5.25% |
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July | 11.78% | 9.31% |
Correlation
The correlation between QB and UXJL is 0.79, 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 Jul 22, 2025 | 0.79 |
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Return for Risk
QB vs. UXJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QB | UXJL | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 3.17 | 1.87 | +1.30 |
Drawdowns
QB vs. UXJL - Drawdown Comparison
The maximum QB drawdown since its inception was -1.83%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for QB and UXJL.
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Drawdown Indicators
| QB | UXJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.83% | -10.29% | +8.46% |
Current DrawdownCurrent decline from peak | -0.30% | -0.76% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -0.34% | -1.51% | +1.17% |
Volatility
QB vs. UXJL - Volatility Comparison
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Volatility by Period
| QB | UXJL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 13.90% | -8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 13.90% | -8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 13.90% | -8.15% |
QB vs. UXJL - Expense Ratio Comparison
QB has a 0.58% expense ratio, which is lower than UXJL's 0.85% expense ratio.
Dividends
QB vs. UXJL - Dividend Comparison
QB's dividend yield for the trailing twelve months is around 0.62%, while UXJL has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF | 0.62% | 0.48% |
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July | 0.00% | 0.00% |
Frequently Asked Questions
QB and UXJL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QB is cheaper with a 0.58% expense ratio, compared with 0.85% for UXJL.
QB has the higher dividend yield at 0.62%, compared with 0.00% for UXJL.
They also come from different issuers: ProShares and First Trust. Their fees differ too: 0.58% for QB and 0.85% for UXJL.
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