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RVRB vs. DJUN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RVRB vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reverb ETF (RVRB) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

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RVRB vs. DJUN - Yearly Performance Comparison


2026 (YTD)2025202420232022
RVRB
Reverb ETF
-5.44%18.86%24.48%26.80%1.74%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
-0.64%9.38%13.92%17.58%1.87%

Returns By Period

In the year-to-date period, RVRB achieves a -5.44% return, which is significantly lower than DJUN's -0.64% return.


RVRB

1D
0.00%
1M
-5.62%
YTD
-5.44%
6M
-2.99%
1Y
17.42%
3Y*
18.08%
5Y*
10Y*

DJUN

1D
1.60%
1M
-1.28%
YTD
-0.64%
6M
1.16%
1Y
12.04%
3Y*
11.33%
5Y*
7.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RVRB vs. DJUN - Expense Ratio Comparison

RVRB has a 0.30% expense ratio, which is lower than DJUN's 0.85% expense ratio.


Return for Risk

RVRB vs. DJUN — Risk / Return Rank

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

RVRB
RVRB Risk / Return Rank: 6161
Overall Rank
RVRB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RVRB Sortino Ratio Rank: 5757
Sortino Ratio Rank
RVRB Omega Ratio Rank: 6161
Omega Ratio Rank
RVRB Calmar Ratio Rank: 5656
Calmar Ratio Rank
RVRB Martin Ratio Rank: 6767
Martin Ratio Rank

DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 7171
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8282
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5252
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7171
Martin Ratio Rank
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.

RVRB vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reverb ETF (RVRB) 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.


RVRBDJUNDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.19

-0.07

Sortino ratio

Return per unit of downside risk

1.51

1.81

-0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.46

1.36

+0.09

Martin ratio

Return relative to average drawdown

6.94

7.41

-0.47

RVRB vs. DJUN - Sharpe Ratio Comparison

The current RVRB Sharpe Ratio is 1.12, which is comparable to the DJUN Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of RVRB and DJUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RVRBDJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.19

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.96

+0.34

Correlation

The correlation between RVRB and DJUN is 0.94, 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

RVRB vs. DJUN - Dividend Comparison

RVRB's dividend yield for the trailing twelve months is around 1.80%, while DJUN has not paid dividends to shareholders.


TTM2025202420232022
RVRB
Reverb ETF
1.80%1.93%1.68%0.97%0.27%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%

Drawdowns

RVRB vs. DJUN - Drawdown Comparison

The maximum RVRB drawdown since its inception was -19.34%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for RVRB and DJUN.


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Drawdown Indicators


RVRBDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-11.96%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-7.33%

-5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-7.27%

-1.61%

-5.66%

Average Drawdown

Average peak-to-trough decline

-2.21%

-1.64%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.40%

+1.19%

Volatility

RVRB vs. DJUN - Volatility Comparison

Reverb ETF (RVRB) has a higher volatility of 4.05% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.82%. This indicates that RVRB'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


RVRBDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

2.82%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

3.77%

+5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

10.23%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

8.50%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

8.16%

+6.51%