UJUN vs. SCHX
Compare and contrast key facts about Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) and Schwab U.S. Large-Cap ETF (SCHX).
UJUN and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UJUN is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 3, 2019. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both UJUN and SCHX 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
UJUN vs. SCHX - Performance Comparison
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UJUN vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | -0.05% | 10.63% | 12.49% | 12.17% | -8.86% | 5.09% | 7.15% | 6.80% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 18.78% |
Returns By Period
In the year-to-date period, UJUN achieves a -0.05% return, which is significantly higher than SCHX's -3.70% return.
UJUN
- 1D
- 0.39%
- 1M
- -0.88%
- YTD
- -0.05%
- 6M
- 1.73%
- 1Y
- 12.55%
- 3Y*
- 10.68%
- 5Y*
- 5.66%
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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UJUN vs. SCHX - Expense Ratio Comparison
UJUN has a 0.79% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
UJUN vs. SCHX — Risk / Return Rank
UJUN
SCHX
UJUN vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| UJUN | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.98 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.50 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.51 | +0.10 |
Martin ratioReturn relative to average drawdown | 9.07 | 7.02 | +2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UJUN | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.98 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.66 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.80 | -0.08 |
Correlation
The correlation between UJUN and SCHX is 0.90, 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
UJUN vs. SCHX - Dividend Comparison
UJUN has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.16%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UJUN Innovator U.S. Equity Ultra Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.89% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
UJUN vs. SCHX - Drawdown Comparison
The maximum UJUN drawdown since its inception was -13.73%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for UJUN and SCHX.
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Drawdown Indicators
| UJUN | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -34.33% | +20.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -12.19% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -25.41% | +13.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -1.04% | -5.67% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -4.00% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.62% | -1.21% |
Volatility
UJUN vs. SCHX - Volatility Comparison
The current volatility for Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) is 2.61%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that UJUN experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UJUN | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 5.36% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 3.45% | 9.67% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 18.33% | -7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 17.13% | -8.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 18.13% | -9.27% |