USCL vs. DJUN
USCL (Ishares Climate Conscious & Transition MSCI USA ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - USCL tracks the MSCI USA Extended Climate Action Index - Benchmark TR Gross while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past year, USCL returned 20.82% vs 10.92% for DJUN. Their correlation of 0.92 suggests significant overlap in exposure. USCL charges 0.08%/yr vs 0.85%/yr for DJUN.
Performance
USCL vs. DJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USCL achieves a 7.04% return, which is significantly higher than DJUN's 3.78% return.
USCL
- 1D
- -0.85%
- 1M
- 4.29%
- YTD
- 7.04%
- 6M
- 6.94%
- 1Y
- 20.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
USCL vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 7.04% | 14.26% | 27.04% | 12.71% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 6.66% |
Correlation
The correlation between USCL and DJUN is 0.87, 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 | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2023 | 0.92 |
The correlation between USCL and DJUN has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USCL vs. DJUN — Risk / Return Rank
USCL
DJUN
USCL vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.
| USCL | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.51 | -1.47 |
| Martin ratioReturn relative to average drawdown | 8.09 | 20.66 | -12.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| USCL | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.22 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 1.04 | +0.36 |
Drawdowns
USCL vs. DJUN - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for USCL and DJUN.
Loading charts...
Drawdown Indicators
| USCL | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -11.96% | -7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -3.15% | -7.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.96% | — |
Current DrawdownCurrent decline from peak | -0.85% | 0.00% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -1.59% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 0.53% | +2.05% |
Volatility
USCL vs. DJUN - Volatility Comparison
Ishares Climate Conscious & Transition MSCI USA ETF (USCL) has a higher volatility of 2.79% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.25%. This indicates that USCL's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USCL | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 0.25% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 3.55% | +5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 5.04% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 8.52% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 8.06% | +6.78% |
USCL vs. DJUN - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
USCL vs. DJUN - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.07%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% |
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.07% | 1.10% | 1.18% | 0.85% |
Frequently Asked Questions
USCL and DJUN have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USCL has higher volatility (2.79%) compared to DJUN (0.25%). In terms of maximum drawdown, USCL dropped -19.00% vs DJUN's -11.96%.
On 1-year performance, USCL leads with 20.82% vs 10.92% for DJUN. On fees, USCL is cheaper at 0.08% per year. On volatility, DJUN has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USCL has performed better with a 20.82% return vs 10.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USCL is cheaper with a 0.08% expense ratio, compared with 0.85% for DJUN.
USCL has the higher dividend yield at 1.07%, compared with 0.00% for DJUN.
USCL tracks MSCI USA Extended Climate Action Index - Benchmark TR Gross, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.08% for USCL and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.22 vs 1.73), 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.
Find the right allocation for USCL and DJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer