QBSF vs. UXJL
QBSF (AllianzIM U.S. Equity Buffer15 ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. QBSF charges 0.64%/yr vs 0.85%/yr for UXJL.
Performance
QBSF vs. UXJL - Performance Comparison
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Returns By Period
In the year-to-date period, QBSF achieves a 2.42% return, which is significantly lower than UXJL's 12.29% return.
QBSF
- 1D
- 0.13%
- 1M
- 0.58%
- YTD
- 2.42%
- 6M
- 3.38%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UXJL
- 1D
- 0.46%
- 1M
- 5.57%
- YTD
- 12.29%
- 6M
- 12.01%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QBSF vs. UXJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QBSF AllianzIM U.S. Equity Buffer15 ETF | 2.42% | 4.27% |
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July | 12.29% | 9.31% |
Correlation
The correlation between QBSF and UXJL is 0.83, 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 | 0.83 |
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Return for Risk
QBSF vs. UXJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer15 ETF (QBSF) 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
| QBSF | UXJL | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 2.89 | 1.91 | +0.98 |
Drawdowns
QBSF vs. UXJL - Drawdown Comparison
The maximum QBSF drawdown since its inception was -1.58%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for QBSF and UXJL.
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Drawdown Indicators
| QBSF | UXJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.58% | -10.29% | +8.71% |
Current DrawdownCurrent decline from peak | -0.07% | -0.31% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -1.51% | +1.29% |
Volatility
QBSF vs. UXJL - Volatility Comparison
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Volatility by Period
| QBSF | UXJL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 13.88% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.74% | 13.88% | -11.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.74% | 13.88% | -11.14% |
QBSF vs. UXJL - Expense Ratio Comparison
QBSF has a 0.64% expense ratio, which is lower than UXJL's 0.85% expense ratio.
Dividends
QBSF vs. UXJL - Dividend Comparison
Neither QBSF nor UXJL has paid dividends to shareholders.
Frequently Asked Questions
QBSF and UXJL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QBSF is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QBSF is cheaper with a 0.64% expense ratio, compared with 0.85% for UXJL.
QBSF and UXJL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: AllianzIM and First Trust. Their fees differ too: 0.64% for QBSF and 0.85% for UXJL.
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