USCA vs. FJUN

Last updated Jun 23, 2026

USCA (Xtrackers MSCI USA Climate Action Equity ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds - USCA tracks the MSCI USA Climate Action Index - Benchmark TR Gross while FJUN tracks the Cboe S&P 500 Buffer Protect Index June. Both are passively managed. Over the past 3 years, USCA returned 19.18%/yr vs 13.60%/yr for FJUN. Their correlation of 0.93 suggests significant overlap in exposure. USCA charges 0.07%/yr vs 0.85%/yr for FJUN.

Performance

USCA vs. FJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Climate Action Equity ETF (USCA) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with USCA having a 4.83% return and FJUN slightly higher at 4.84%.

USCA

• 1D: -0.61%
• 1M: -0.78%
• YTD: 4.83%
• 6M: 4.25%
• 1Y: 18.33%
• 3Y*: 19.18%
• 5Y*: —
• 10Y*: —

FJUN

• 1D: -0.17%
• 1M: 0.37%
• YTD: 4.84%
• 6M: 4.78%
• 1Y: 14.16%
• 3Y*: 13.60%
• 5Y*: 10.79%
• 10Y*: —

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

USCA vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
USCA Xtrackers MSCI USA Climate Action Equity ETF	4.83%	14.24%	27.24%	19.92%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	11.05%	16.38%	14.96%

Correlation

The correlation between USCA and FJUN is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Apr 4, 2023	0.93

The correlation between USCA and FJUN has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

USCA vs. FJUN - Sectors Allocation Comparison

Sectors	USCA	FJUN
Technology	41.9%	39.0%
Communication Services	12.2%	10.6%
Consumer Cyclical	10.5%	9.9%
Healthcare	9.0%	8.3%
Financial Services	8.9%	11.1%
Industrials	6.6%	7.8%
Consumer Defensive	4.0%	4.5%
Energy	1.9%	3.1%
Real Estate	1.8%	1.8%
Utilities	1.7%	2.1%
Basic Materials	1.5%	1.7%

Return for Risk

USCA vs. FJUN — Risk / Return Rank

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

USCA

USCA Risk / Return Rank: 41
USCA Sharpe Ratio Rank: 43
USCA Sortino Ratio Rank: 41
USCA Omega Ratio Rank: 41
USCA Calmar Ratio Rank: 37
USCA Martin Ratio Rank: 43

FJUN

FJUN Risk / Return Rank: 84
FJUN Sharpe Ratio Rank: 82
FJUN Sortino Ratio Rank: 89
FJUN Omega Ratio Rank: 90
FJUN Calmar Ratio Rank: 71
FJUN Martin Ratio Rank: 90

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.

USCA vs. FJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Climate Action Equity ETF (USCA) and FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN). 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.

	USCA	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	1.46	2.54	-1.08
Sortino ratio: Return per unit of downside risk	2.03	3.89	-1.86
Omega ratio: Gain probability vs. loss probability	1.26	1.55	-0.29
Calmar ratio: Return relative to maximum drawdown	1.80	3.44	-1.65
Martin ratio: Return relative to average drawdown	6.92	19.85	-12.93

USCA vs. FJUN - Sharpe Ratio Comparison

The current USCA Sharpe Ratio is 1.46, which is lower than the FJUN Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of USCA and FJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USCA vs. FJUN - Drawdown Comparison

The maximum USCA drawdown since its inception was -19.14%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for USCA and FJUN.

Drawdown Indicators

	USCA	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-13.26%	-5.88%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	-4.13%	-6.12%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-13.26%	-5.88%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-2.87%	-0.17%	-2.70%
Average Drawdown Average peak-to-trough decline	-2.17%	-1.66%	-0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	0.72%	+1.94%

Volatility

USCA vs. FJUN - Volatility Comparison

Xtrackers MSCI USA Climate Action Equity ETF (USCA) has a higher volatility of 4.65% compared to FT Cboe Vest U.S. Equity Buffer ETF - June (FJUN) at 0.44%. This indicates that USCA's price experiences larger fluctuations and is considered to be riskier than FJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USCA	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	0.44%	+4.21%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	4.33%	+5.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	5.61%	+7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	10.55%	+4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	10.24%	+4.60%

USCA vs. FJUN - Expense Ratio Comparison

USCA has a 0.07% expense ratio, which is lower than FJUN's 0.85% expense ratio.

Dividends

USCA vs. FJUN - Dividend Comparison

USCA's dividend yield for the trailing twelve months is around 1.14%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%	0.00%	0.00%
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.14%	1.14%	1.22%	1.15%

Frequently Asked Questions

Can I hold both USCA and FJUN in my portfolio?

USCA and FJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USCA or FJUN?

USCA has higher volatility (4.65%) compared to FJUN (0.44%). In terms of maximum drawdown, USCA dropped -19.14% vs FJUN's -13.26%.

Which ETF is better, USCA or FJUN?

On 3-year performance, USCA leads with 19.18% vs 13.60% for FJUN. On fees, USCA is cheaper at 0.07% per year. On volatility, FJUN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USCA or FJUN?

Over the 3-year period, USCA has performed better with a 19.18% return vs 13.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USCA or FJUN?

USCA is cheaper with a 0.07% expense ratio, compared with 0.85% for FJUN.

Which ETF pays a higher dividend yield, USCA or FJUN?

USCA has the higher dividend yield at 1.14%, compared with 0.00% for FJUN.

What is the main difference between USCA and FJUN?

USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross, while FJUN tracks Cboe S&P 500 Buffer Protect Index June. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.07% for USCA and 0.85% for FJUN.

Which has better risk-adjusted returns?

FJUN currently has the higher Sharpe Ratio (2.54 vs 1.46), 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.