SKRE vs. DJUN

Last updated Apr 2, 2026

Compare and contrast key facts about Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).

SKRE and DJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SKRE is a passively managed fund by Tuttle that tracks the performance of the S&P Regional Banks Select Industry. It was launched on Jan 4, 2024. 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 SKRE 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

SKRE vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

SKRE vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	-7.39%	-31.29%	-44.51%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	-0.21%	9.38%	15.02%

Returns By Period

In the year-to-date period, SKRE achieves a -7.39% return, which is significantly lower than DJUN's -0.21% return.

SKRE

• 1D: -1.91%
• 1M: 4.55%
• YTD: -7.39%
• 6M: -16.99%
• 1Y: -42.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJUN

• 1D: 0.43%
• 1M: -0.96%
• YTD: -0.21%
• 6M: 1.56%
• 1Y: 12.29%
• 3Y*: 11.49%
• 5Y*: 7.44%
• 10Y*: —

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

SKRE vs. DJUN - Expense Ratio Comparison

SKRE has a 0.75% expense ratio, which is lower than DJUN's 0.85% expense ratio.

DJUN

FT Cboe Vest U.S. Equity Deep Buffer ETF - June

SKRE

Tuttle Capital Daily 2X Inverse Regional Banks ETF

Return for Risk

SKRE vs. DJUN — Risk / Return Rank

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

SKRE

SKRE Risk / Return Rank: 2
SKRE Sharpe Ratio Rank: 2
SKRE Sortino Ratio Rank: 2
SKRE Omega Ratio Rank: 2
SKRE Calmar Ratio Rank: 2
SKRE Martin Ratio Rank: 4

DJUN

DJUN Risk / Return Rank: 69
DJUN Sharpe Ratio Rank: 66
DJUN Sortino Ratio Rank: 69
DJUN Omega Ratio Rank: 81
DJUN Calmar Ratio Rank: 54
DJUN Martin Ratio Rank: 73

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.

SKRE vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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.

	SKRE	DJUN	Difference
Sharpe ratio Return per unit of total volatility	-0.74	1.22	-1.96
Sortino ratio Return per unit of downside risk	-1.00	1.85	-2.84
Omega ratio Gain probability vs. loss probability	0.88	1.33	-0.45
Calmar ratio Return relative to maximum drawdown	-0.66	1.53	-2.19
Martin ratio Return relative to average drawdown	-0.92	8.47	-9.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKRE vs. DJUN - Sharpe Ratio Comparison

The current SKRE Sharpe Ratio is -0.74, which is lower than the DJUN Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SKRE 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.

Sharpe Ratios by Period

	SKRE	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.74	1.22	-1.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.66	0.97	-1.63

Correlation

The correlation between SKRE and DJUN is -0.50. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SKRE vs. DJUN - Dividend Comparison

SKRE's dividend yield for the trailing twelve months is around 0.28%, while DJUN has not paid dividends to shareholders.

	TTM	2025	2024
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	0.28%	0.26%	3.16%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%	0.00%

Drawdowns

SKRE vs. DJUN - Drawdown Comparison

The maximum SKRE drawdown since its inception was -75.30%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for SKRE and DJUN.

Drawdown Indicators

	SKRE	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-75.30%	-11.96%	-63.34%
Max Drawdown (1Y) Largest decline over 1 year	-63.10%	-7.33%	-55.77%
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	-69.96%	-1.18%	-68.78%
Average Drawdown Average peak-to-trough decline	-45.30%	-1.64%	-43.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.08%	1.33%	+43.75%

Volatility

SKRE vs. DJUN - Volatility Comparison

Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) has a higher volatility of 10.85% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.86%. This indicates that SKRE'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.

Volatility by Period

	SKRE	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.85%	2.86%	+7.99%
Volatility (6M) Calculated over the trailing 6-month period	35.70%	3.79%	+31.91%
Volatility (1Y) Calculated over the trailing 1-year period	57.35%	10.23%	+47.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.75%	8.50%	+48.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.75%	8.16%	+48.59%