QJUN vs. NFTY

Last updated Jun 24, 2026

QJUN (FT Cboe Vest Nasdaq-100 Buffer ETF - June) and NFTY (First Trust India NIFTY 50 Equal Weight ETF) are both exchange-traded funds - QJUN is a Nasdaq-100 fund actively managed by First Trust, while NFTY is a Asia Pacific Equities fund tracking the NIFTY 50 Equal Weight Index. QJUN is actively managed, while NFTY is passively managed. Over the past 5 years, QJUN returned 10.38%/yr vs 5.79%/yr for NFTY. At a 0.38 correlation, their price movements are largely independent. QJUN charges 0.90%/yr vs 0.80%/yr for NFTY.

Performance

QJUN vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QJUN achieves a 3.80% return, which is significantly higher than NFTY's -7.30% return.

QJUN

• 1D: -1.93%
• 1M: -1.81%
• YTD: 3.80%
• 6M: 3.64%
• 1Y: 13.93%
• 3Y*: 14.72%
• 5Y*: 10.38%
• 10Y*: —

NFTY

• 1D: -1.31%
• 1M: 1.01%
• YTD: -7.30%
• 6M: -7.62%
• 1Y: -6.58%
• 3Y*: 6.30%
• 5Y*: 5.79%
• 10Y*: 8.36%

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

QJUN vs. NFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	3.80%	13.59%	16.36%	36.34%	-17.34%	7.57%
NFTY First Trust India NIFTY 50 Equal Weight ETF	-7.30%	5.47%	5.18%	24.00%	-3.46%	8.77%

Correlation

The correlation between QJUN and NFTY is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jun 21, 2021	0.38

QJUN vs. NFTY - Sectors Allocation Comparison

Sectors	QJUN	NFTY
Technology	58.7%	9.0%
Communication Services	14.3%	1.9%
Consumer Cyclical	11.4%	16.6%
Consumer Defensive	6.4%	8.1%
Healthcare	3.7%	9.9%
Industrials	2.6%	8.5%
Utilities	1.2%	3.7%
Basic Materials	1.0%	13.1%
Energy	0.5%	8.5%
Financial Services	0.2%	20.9%
Real Estate	0.1%	-

Return for Risk

QJUN vs. NFTY — Risk / Return Rank

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

QJUN

QJUN Risk / Return Rank: 66
QJUN Sharpe Ratio Rank: 59
QJUN Sortino Ratio Rank: 59
QJUN Omega Ratio Rank: 69
QJUN Calmar Ratio Rank: 60
QJUN Martin Ratio Rank: 81

NFTY

NFTY Risk / Return Rank: 5
NFTY Sharpe Ratio Rank: 5
NFTY Sortino Ratio Rank: 5
NFTY Omega Ratio Rank: 5
NFTY Calmar Ratio Rank: 5
NFTY Martin Ratio Rank: 4

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.

QJUN vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QJUN	NFTY	Difference
Sharpe ratio: Return per unit of total volatility	1.81	-0.45	+2.26
Sortino ratio: Return per unit of downside risk	2.56	-0.58	+3.14
Omega ratio: Gain probability vs. loss probability	1.37	0.94	+0.44
Calmar ratio: Return relative to maximum drawdown	2.70	-0.41	+3.11
Martin ratio: Return relative to average drawdown	14.75	-1.01	+15.76

QJUN vs. NFTY - Sharpe Ratio Comparison

The current QJUN Sharpe Ratio is 1.81, which is higher than the NFTY Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of QJUN and NFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QJUN vs. NFTY - Drawdown Comparison

The maximum QJUN drawdown since its inception was -19.92%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for QJUN and NFTY.

Drawdown Indicators

	QJUN	NFTY	Difference
Max Drawdown Largest peak-to-trough decline	-19.92%	-47.67%	+27.75%
Max Drawdown (1Y) Largest decline over 1 year	-5.18%	-16.14%	+10.96%
Max Drawdown (3Y) Largest decline over 3 years	-16.47%	-21.55%	+5.08%
Max Drawdown (5Y) Largest decline over 5 years	-19.92%	-21.55%	+1.63%
Max Drawdown (10Y) Largest decline over 10 years	—	-47.67%	—
Current Drawdown Current decline from peak	-2.31%	-15.26%	+12.95%
Average Drawdown Average peak-to-trough decline	-3.84%	-9.60%	+5.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	6.56%	-5.61%

Volatility

QJUN vs. NFTY - Volatility Comparison

The current volatility for FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) is 2.03%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 4.23%. This indicates that QJUN experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QJUN	NFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	4.23%	-2.20%
Volatility (6M) Calculated over the trailing 6-month period	5.88%	12.75%	-6.87%
Volatility (1Y) Calculated over the trailing 1-year period	7.74%	14.75%	-7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	17.41%	-3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.13%	20.72%	-6.59%

QJUN vs. NFTY - Expense Ratio Comparison

QJUN has a 0.90% expense ratio, which is higher than NFTY's 0.80% expense ratio.

Dividends

QJUN vs. NFTY - Dividend Comparison

QJUN has not paid dividends to shareholders, while NFTY's dividend yield for the trailing twelve months is around 1.91%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NFTY First Trust India NIFTY 50 Equal Weight ETF	1.91%	1.24%	1.61%	0.13%	5.89%	1.53%	0.61%	0.97%	0.00%	4.10%	3.28%	4.39%
QJUN FT Cboe Vest Nasdaq-100 Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QJUN and NFTY in my portfolio?

QJUN and NFTY have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QJUN or NFTY?

NFTY has higher volatility (4.23%) compared to QJUN (2.03%). In terms of maximum drawdown, QJUN dropped -19.92% vs NFTY's -47.67%.

Which ETF is better, QJUN or NFTY?

On 5-year performance, QJUN leads with 10.38% vs 5.79% for NFTY. On fees, NFTY is cheaper at 0.80% per year. On volatility, QJUN has been the lower-risk option at 2.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QJUN or NFTY?

Over the 5-year period, QJUN has performed better with a 10.38% return vs 5.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QJUN or NFTY?

NFTY is cheaper with a 0.80% expense ratio, compared with 0.90% for QJUN.

Which ETF pays a higher dividend yield, QJUN or NFTY?

NFTY has the higher dividend yield at 1.91%, compared with 0.00% for QJUN.

What is the main difference between QJUN and NFTY?

QJUN is categorized as Nasdaq-100, while NFTY is Asia Pacific Equities. Their fees differ too: 0.90% for QJUN and 0.80% for NFTY.

Which has better risk-adjusted returns?

QJUN currently has the higher Sharpe Ratio (1.81 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.