SIXF vs. JULW

Last updated Aug 2, 2026

SIXF (Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF) and JULW (AllianzIM U.S. Large Cap Buffer20 Jul ETF) are both Options Trading funds from Allianz. Both are actively managed. Over the past year, SIXF returned 15.47% vs 9.65% for JULW. Their correlation of 0.89 means they have usually moved in the same direction. Both charge a 0.74% expense ratio.

Performance

SIXF vs. JULW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF (SIXF) and AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIXF achieves a 8.31% return, which is significantly higher than JULW's 4.60% return.

SIXF

• 1D: 0.48%
• 1M: 1.44%
• 6M: 6.90%
• YTD: 8.31%
• 1Y: 15.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.75%

JULW

• 1D: 0.32%
• 1M: 0.47%
• 6M: 4.04%
• YTD: 4.60%
• 1Y: 9.65%
• 3Y*: 10.78%
• 5Y*: 9.02%
• 10Y*: —
• ALL TIME*: 8.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF	$987.83K	$2.34M	$2.75M
SIXF Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF	$106.69K	$66.84K	$166.52K

SIXF vs. JULW - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SIXF Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF	8.31%	13.14%	12.53%
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF	4.60%	11.57%	11.00%

Correlation

The correlation between SIXF and JULW is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024	0.89

The correlation between SIXF and JULW has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

SIXF vs. JULW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SIXF

SIXF Risk / Return Rank: 89
SIXF Sharpe Ratio Rank: 90
SIXF Sortino Ratio Rank: 91
SIXF Omega Ratio Rank: 91
SIXF Calmar Ratio Rank: 82
SIXF Martin Ratio Rank: 92

JULW

JULW Risk / Return Rank: 89
JULW Sharpe Ratio Rank: 87
JULW Sortino Ratio Rank: 90
JULW Omega Ratio Rank: 91
JULW Calmar Ratio Rank: 83
JULW Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SIXF vs. JULW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF (SIXF) and AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW). 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.

	SIXF	JULW	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.11	+0.14
Sortino ratio: Return per unit of downside risk	3.28	3.20	+0.09
Omega ratio: Gain probability vs. loss probability	1.45	1.44	+0.01
Calmar ratio: Return relative to maximum drawdown	3.03	3.09	-0.06
Martin ratio: Return relative to average drawdown	15.65	17.06	-1.41

SIXF vs. JULW - Sharpe Ratio Comparison

The current SIXF Sharpe Ratio is 2.25, which is comparable to the JULW Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SIXF and JULW, 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

SIXF vs. JULW - Drawdown Comparison

The maximum SIXF drawdown since its inception was -11.25%, which is greater than JULW's maximum drawdown of -9.49%. Use the drawdown chart below to compare losses from any high point for SIXF and JULW.

Drawdown Indicators

	SIXF	JULW	Difference
Max Drawdown Largest peak-to-trough decline	-11.25%	-9.49%	-1.76%
Max Drawdown (1Y) Largest decline over 1 year	-4.82%	-2.96%	-1.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.49%	—
Current Drawdown Current decline from peak	0.00%	-0.20%	+0.20%
Average Drawdown Average peak-to-trough decline	-0.77%	-0.90%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	0.54%	+0.39%

Volatility

SIXF vs. JULW - Volatility Comparison

Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF (SIXF) has a higher volatility of 2.34% compared to AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW) at 1.62%. This indicates that SIXF's price experiences larger fluctuations and is considered to be riskier than JULW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIXF	JULW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	1.62%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	5.41%	3.44%	+1.97%
Volatility (1Y) Calculated over the trailing 1-year period	6.47%	4.34%	+2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.66%	6.90%	+1.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.66%	6.48%	+2.18%

SIXF vs. JULW - Expense Ratio Comparison

Both SIXF and JULW have an expense ratio of 0.74%.

Dividends

SIXF vs. JULW - Dividend Comparison

Neither SIXF nor JULW has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
JULW AllianzIM U.S. Large Cap Buffer20 Jul ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.04%
SIXF Allianzim U.S. Large Cap 6 Month Buffer10 Feb/Aug ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIXF and JULW in my portfolio?

SIXF and JULW have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXF or JULW?

SIXF has higher volatility (2.34%) compared to JULW (1.62%). In terms of maximum drawdown, SIXF dropped -11.25% vs JULW's -9.49%.

Which ETF is better, SIXF or JULW?

On 1-year performance, SIXF leads with 15.47% vs 9.65% for JULW. Both ETFs have the same 0.74% expense ratio. On volatility, JULW has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXF or JULW?

Over the 1-year period, SIXF has performed better with a 15.47% return vs 9.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXF or JULW?

SIXF and JULW have the same expense ratio: 0.74% per year.

Which ETF pays a higher dividend yield, SIXF or JULW?

SIXF and JULW have nearly identical dividend yields, around 0.00%.

Which has better risk-adjusted returns?

SIXF currently has the higher Sharpe Ratio (2.25 vs 2.11), 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.