QDEC vs. ZJUN
QDEC (FT Vest Nasdaq-100 Buffer ETF – December) and ZJUN (Innovator Equity Defined Protection ETF - 1 Yr June) are both exchange-traded funds - QDEC is a Nasdaq-100 fund actively managed by FT Vest, while ZJUN is a Defined Outcome fund actively managed by Innovator. Both are actively managed. Over the past year, QDEC returned 25.54% vs 6.47% for ZJUN. A 0.76 correlation means they provide meaningful diversification when combined. QDEC charges 0.90%/yr vs 0.79%/yr for ZJUN.
Performance
QDEC vs. ZJUN - Performance Comparison
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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*
- —
QDEC vs. ZJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QDEC FT Vest Nasdaq-100 Buffer ETF – December | 9.56% | 15.28% |
ZJUN Innovator Equity Defined Protection ETF - 1 Yr June | 2.42% | 3.95% |
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
QDEC
ZJUN
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.
| QDEC | ZJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | — | — |
Sortino ratioReturn per unit of downside risk | 3.71 | — | — |
Omega ratioGain probability vs. loss probability | 1.50 | — | — |
Calmar ratioReturn relative to maximum drawdown | 3.39 | — | — |
Martin ratioReturn relative to average drawdown | 16.17 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDEC | ZJUN | Difference | |
|---|---|---|---|
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
| QDEC | ZJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -0.08% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | — | — |
Volatility
QDEC vs. ZJUN - Volatility Comparison
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Volatility by Period
| QDEC | ZJUN | Difference | |
|---|---|---|---|
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.
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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