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QDEC vs. ZJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDEC vs. ZJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Nasdaq-100 Buffer ETF – December (QDEC) and Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDEC achieves a 9.56% return, which is significantly higher than ZJUN's 2.42% return.


QDEC

1D
-0.11%
1M
3.42%
YTD
9.56%
6M
10.79%
1Y
25.54%
3Y*
17.59%
5Y*
10.93%
10Y*

ZJUN

1D
0.04%
1M
0.59%
YTD
2.42%
6M
3.00%
1Y
6.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDEC vs. ZJUN - Yearly Performance Comparison


Correlation

The correlation between QDEC and ZJUN 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 (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2025

0.76

The correlation between QDEC and ZJUN has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

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Return for Risk

QDEC vs. ZJUN — Risk / Return Rank

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

QDEC
QDEC Risk / Return Rank: 7979
Overall Rank
QDEC Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QDEC Sortino Ratio Rank: 8383
Sortino Ratio Rank
QDEC Omega Ratio Rank: 8383
Omega Ratio Rank
QDEC Calmar Ratio Rank: 6969
Calmar Ratio Rank
QDEC Martin Ratio Rank: 8282
Martin Ratio Rank

ZJUN
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.

QDEC vs. ZJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Nasdaq-100 Buffer ETF – December (QDEC) and Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN). 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.


QDECZJUNDifference

Sharpe ratio

Return per unit of total volatility

2.63

Sortino ratio

Return per unit of downside risk

3.71

Omega ratio

Gain probability vs. loss probability

1.50

Calmar ratio

Return relative to maximum drawdown

3.39

Martin ratio

Return relative to average drawdown

16.17

QDEC vs. ZJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QDECZJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

3.55

-2.76

Drawdowns

QDEC vs. ZJUN - Drawdown Comparison

The maximum QDEC drawdown since its inception was -25.25%, which is greater than ZJUN's maximum drawdown of -1.08%. Use the drawdown chart below to compare losses from any high point for QDEC and ZJUN.


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Drawdown Indicators


QDECZJUNDifference

Max Drawdown

Largest peak-to-trough decline

-25.25%

-1.08%

-24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-1.08%

-6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-5.04%

-0.08%

-4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

Volatility

QDEC vs. ZJUN - Volatility Comparison


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Volatility by Period


QDECZJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

1.83%

+7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.70%

1.83%

+12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

1.83%

+12.78%

QDEC vs. ZJUN - Expense Ratio Comparison

QDEC has a 0.90% expense ratio, which is higher than ZJUN's 0.79% expense ratio.


Dividends

QDEC vs. ZJUN - Dividend Comparison

Neither QDEC nor ZJUN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDEC and ZJUN 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.

On 1-year performance, QDEC leads with 25.54% vs 6.47% for ZJUN. On fees, ZJUN is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QDEC has performed better with a 25.54% return vs 6.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZJUN is cheaper with a 0.79% expense ratio, compared with 0.90% for QDEC.

QDEC and ZJUN have nearly identical dividend yields, around 0.00%.

QDEC is categorized as Nasdaq-100, while ZJUN is Defined Outcome. They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.90% for QDEC and 0.79% for ZJUN.

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