QUAL vs. DJUN
Compare and contrast key facts about iShares MSCI USA Quality Factor ETF (QUAL) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).
QUAL and DJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. Both QUAL and DJUN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QUAL vs. DJUN - Performance Comparison
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QUAL vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | -2.54% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 21.06% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | -0.18% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Returns By Period
In the year-to-date period, QUAL achieves a -2.54% return, which is significantly lower than DJUN's -0.18% return.
QUAL
- 1D
- 0.20%
- 1M
- -4.31%
- YTD
- -2.54%
- 6M
- -1.12%
- 1Y
- 13.24%
- 3Y*
- 17.00%
- 5Y*
- 10.75%
- 10Y*
- 13.06%
DJUN
- 1D
- 0.03%
- 1M
- -0.69%
- YTD
- -0.18%
- 6M
- 1.52%
- 1Y
- 11.63%
- 3Y*
- 11.41%
- 5Y*
- 7.44%
- 10Y*
- —
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QUAL vs. DJUN - Expense Ratio Comparison
QUAL has a 0.15% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Return for Risk
QUAL vs. DJUN — Risk / Return Rank
QUAL
DJUN
QUAL vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.
| QUAL | DJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.15 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.76 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.78 | -0.57 |
Martin ratioReturn relative to average drawdown | 5.43 | 9.81 | -4.39 |
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
| QUAL | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.15 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.88 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.97 | -0.22 |
Correlation
The correlation between QUAL and DJUN is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QUAL vs. DJUN - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.98%, while DJUN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
DJUN FT Cboe Vest U.S. Equity Deep 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% |
Drawdowns
QUAL vs. DJUN - Drawdown Comparison
The maximum QUAL drawdown since its inception was -34.06%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for QUAL and DJUN.
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Drawdown Indicators
| QUAL | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.06% | -11.96% | -22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -4.02% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -11.96% | -16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | — | — |
Current DrawdownCurrent decline from peak | -5.78% | -1.15% | -4.63% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -1.64% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 1.33% | +1.23% |
Volatility
QUAL vs. DJUN - Volatility Comparison
iShares MSCI USA Quality Factor ETF (QUAL) has a higher volatility of 5.32% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.84%. This indicates that QUAL's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUAL | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.84% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 3.79% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 10.23% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 8.49% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 8.16% | +9.92% |