STEN vs. UXJL

Last updated Aug 1, 2026

STEN (iShares Large Cap 10% Target Buffer Sep ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds. Both are actively managed. Their 0.99 correlation means they have historically moved very closely together. STEN charges 0.50%/yr vs 0.85%/yr for UXJL.

Performance

STEN vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap 10% Target Buffer Sep ETF (STEN) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STEN achieves a 8.49% return, which is significantly lower than UXJL's 10.27% return.

STEN

• 1D: 0.73%
• 1M: 0.75%
• 6M: 7.36%
• YTD: 8.49%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

UXJL

• 1D: 0.93%
• 1M: 0.21%
• 6M: 8.78%
• YTD: 10.27%
• 1Y: 21.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.22%

*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)
STEN iShares Large Cap 10% Target Buffer Sep ETF	$12.61K	$40.38K	$88.23K
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	$17.25K	$15.17K	$23.14K

STEN vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
STEN iShares Large Cap 10% Target Buffer Sep ETF	8.49%	2.36%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	10.27%	2.17%

Correlation

The correlation between STEN and UXJL is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025	0.99

Return for Risk

STEN vs. UXJL — Risk / Return Rank

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

STEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UXJL

UXJL Risk / Return Rank: 56
UXJL Sharpe Ratio Rank: 55
UXJL Sortino Ratio Rank: 54
UXJL Omega Ratio Rank: 53
UXJL Calmar Ratio Rank: 53
UXJL Martin Ratio Rank: 64

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.

STEN vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap 10% Target Buffer Sep ETF (STEN) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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.

	STEN	UXJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.35	—
Sortino ratio: Return per unit of downside risk	—	1.90	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.92	—
Martin ratio: Return relative to average drawdown	—	7.73	—

Drawdowns

STEN vs. UXJL - Drawdown Comparison

The maximum STEN drawdown since its inception was -6.21%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for STEN and UXJL.

Drawdown Indicators

	STEN	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-6.21%	-10.29%	+4.08%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.29%	—
Current Drawdown Current decline from peak	-0.25%	-2.10%	+1.85%
Average Drawdown Average peak-to-trough decline	-0.91%	-1.67%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.56%	—

Volatility

Volatility by Period

	STEN	UXJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.35%	14.65%	-5.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.35%	14.47%	-5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.35%	14.47%	-5.12%

STEN vs. UXJL - Expense Ratio Comparison

STEN has a 0.50% expense ratio, which is lower than UXJL's 0.85% expense ratio.

Dividends

STEN vs. UXJL - Dividend Comparison

STEN's dividend yield for the trailing twelve months is around 0.29%, while UXJL has not paid dividends to shareholders.

Position	TTM	2025
STEN iShares Large Cap 10% Target Buffer Sep ETF	0.29%	0.31%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	0.00%	0.00%

Frequently Asked Questions

Can I hold both STEN and UXJL in my portfolio?

With a correlation of 0.99, STEN and UXJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, STEN or UXJL?

On fees, STEN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STEN or UXJL?

STEN is cheaper with a 0.50% expense ratio, compared with 0.85% for UXJL.

Which ETF pays a higher dividend yield, STEN or UXJL?

STEN has the higher dividend yield at 0.29%, compared with 0.00% for UXJL.

What is the main difference between STEN and UXJL?

They also come from different issuers: BlackRock and First Trust. Their fees differ too: 0.50% for STEN and 0.85% for UXJL.