UJUL vs. VOO
Compare and contrast key facts about Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) and Vanguard S&P 500 ETF (VOO).
UJUL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UJUL is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect September Series Index. It was launched on Aug 8, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both UJUL and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UJUL or VOO.
Performance
UJUL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, UJUL achieves a 14.29% return, which is significantly lower than VOO's 26.58% return.
UJUL
14.29%
1.71%
7.12%
17.93%
6.79%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| UJUL | VOO | |
|---|---|---|
| Sharpe Ratio | 3.04 | 2.69 |
| Sortino Ratio | 4.35 | 3.59 |
| Omega Ratio | 1.65 | 1.50 |
| Calmar Ratio | 4.38 | 3.88 |
| Martin Ratio | 22.65 | 17.58 |
| Ulcer Index | 0.79% | 1.86% |
| Daily Std Dev | 5.91% | 12.19% |
| Max Drawdown | -14.11% | -33.99% |
| Current Drawdown | -0.08% | -0.53% |
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UJUL vs. VOO - Expense Ratio Comparison
UJUL has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between UJUL and VOO is 0.88, 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.
Risk-Adjusted Performance
UJUL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
UJUL vs. VOO - Dividend Comparison
UJUL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UJUL Innovator U.S. Equity Ultra Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UJUL vs. VOO - Drawdown Comparison
The maximum UJUL drawdown since its inception was -14.11%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UJUL and VOO. For additional features, visit the drawdowns tool.
Volatility
UJUL vs. VOO - Volatility Comparison
The current volatility for Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) is 1.96%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that UJUL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.