UJUN vs. VTI

Last updated Jun 4, 2026

UJUN (Innovator U.S. Equity Ultra Buffer ETF - June) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - UJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, UJUN returned 6.38%/yr vs 12.69%/yr for VTI. Their correlation of 0.90 suggests significant overlap in exposure. UJUN charges 0.79%/yr vs 0.03%/yr for VTI.

Performance

UJUN vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UJUN achieves a 3.32% return, which is significantly lower than VTI's 11.20% return.

UJUN

• 1D: -0.30%
• 1M: 0.45%
• YTD: 3.32%
• 6M: 4.16%
• 1Y: 10.04%
• 3Y*: 11.26%
• 5Y*: 6.38%
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

UJUN vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
UJUN Innovator U.S. Equity Ultra Buffer ETF - June	3.32%	10.63%	12.49%	12.17%	-8.86%	5.09%	7.15%	6.80%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	18.14%

Correlation

The correlation between UJUN and VTI is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019	0.90

The correlation between UJUN and VTI has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

UJUN vs. VTI - Sectors Allocation Comparison

Sectors	UJUN	VTI
Technology	36.2%	33.5%
Financial Services	11.9%	12.0%
Communication Services	10.9%	10.3%
Consumer Cyclical	10.1%	10.0%
Healthcare	8.4%	9.2%
Industrials	8.1%	9.8%
Consumer Defensive	4.9%	4.7%
Energy	3.5%	3.7%
Utilities	2.3%	2.3%
Real Estate	1.9%	2.4%
Basic Materials	1.8%	2.0%

Return for Risk

UJUN vs. VTI — Risk / Return Rank

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

UJUN

UJUN Risk / Return Rank: 81
UJUN Sharpe Ratio Rank: 73
UJUN Sortino Ratio Rank: 81
UJUN Omega Ratio Rank: 88
UJUN Calmar Ratio Rank: 72
UJUN Martin Ratio Rank: 91

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

UJUN vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.33	+0.07
Sortino ratio: Return per unit of downside risk	3.66	3.18	+0.47
Omega ratio: Gain probability vs. loss probability	1.55	1.42	+0.13
Calmar ratio: Return relative to maximum drawdown	3.55	3.17	+0.38
Martin ratio: Return relative to average drawdown	21.84	14.62	+7.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UJUN vs. VTI - Sharpe Ratio Comparison

The current UJUN Sharpe Ratio is 2.40, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of UJUN and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UJUN	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.33	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	0.73	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.51	+0.27

Drawdowns

UJUN vs. VTI - Drawdown Comparison

The maximum UJUN drawdown since its inception was -13.73%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for UJUN and VTI.

Drawdown Indicators

	UJUN	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-55.45%	+41.72%
Max Drawdown (1Y) Largest decline over 1 year	-2.84%	-8.92%	+6.08%
Max Drawdown (3Y) Largest decline over 3 years	-11.24%	-19.30%	+8.06%
Max Drawdown (5Y) Largest decline over 5 years	-11.96%	-25.36%	+13.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.30%	-0.72%	+0.42%
Average Drawdown Average peak-to-trough decline	-2.07%	-8.03%	+5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.46%	1.93%	-1.47%

Volatility

UJUN vs. VTI - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) is 0.41%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that UJUN experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UJUN	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.41%	2.96%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	3.25%	9.13%	-5.88%
Volatility (1Y) Calculated over the trailing 1-year period	4.25%	12.17%	-7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.32%	17.40%	-9.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.77%	18.30%	-9.53%

UJUN vs. VTI - Expense Ratio Comparison

UJUN has a 0.79% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

UJUN vs. VTI - Dividend Comparison

UJUN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.01%.

Position	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%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both UJUN and VTI in my portfolio?

UJUN and VTI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UJUN or VTI?

VTI has higher volatility (2.96%) compared to UJUN (0.41%). In terms of maximum drawdown, UJUN dropped -13.73% vs VTI's -55.45%.

Which ETF is better, UJUN or VTI?

On 5-year performance, VTI leads with 12.69% vs 6.38% for UJUN. On fees, VTI is cheaper at 0.03% per year. On volatility, UJUN has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, UJUN or VTI?

Over the 5-year period, VTI has performed better with a 12.69% return vs 6.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, UJUN or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.79% for UJUN.

Which ETF pays a higher dividend yield, UJUN or VTI?

VTI has the higher dividend yield at 1.01%, compared with 0.00% for UJUN.

What is the main difference between UJUN and VTI?

UJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Innovator and Vanguard. Their fees differ too: 0.79% for UJUN and 0.03% for VTI.

Which has better risk-adjusted returns?

UJUN currently has the higher Sharpe Ratio (2.40 vs 2.33), 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.