UTRN vs. DJUN

Last updated Jun 4, 2026

UTRN (Vesper U.S. Large Cap Short-Term Reversal Strategy ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - UTRN tracks the Vesper US Large Cap Short-Term Reversal Index while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. UTRN charges 0.75%/yr vs 0.85%/yr for DJUN.

Performance

UTRN vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UTRN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 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*: —

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

UTRN vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
UTRN Vesper U.S. Large Cap Short-Term Reversal Strategy ETF	0.00%	-3.65%	28.82%	0.72%	-20.36%	30.54%	19.52%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.78%	9.38%	13.92%	17.58%	-6.30%	6.27%	6.48%

Correlation

The correlation between UTRN and DJUN is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020	0.60

The correlation between UTRN and DJUN shifts across timeframes, from 0.45 (3 years) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

UTRN vs. DJUN — Risk / Return Rank

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

DJUN

DJUN Risk / Return Rank: 77
DJUN Sharpe Ratio Rank: 67
DJUN Sortino Ratio Rank: 74
DJUN Omega Ratio Rank: 83
DJUN Calmar Ratio Rank: 71
DJUN 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.

UTRN vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	UTRN	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.04	—

Drawdowns

Drawdown Indicators

	UTRN	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	—	-11.96%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-3.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.96%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-1.59%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.53%	—

Volatility

Volatility by Period

	UTRN	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	5.04%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	8.52%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	8.06%	—

UTRN vs. DJUN - Expense Ratio Comparison

UTRN has a 0.75% expense ratio, which is lower than DJUN's 0.85% expense ratio.

Dividends

UTRN vs. DJUN - Dividend Comparison

Neither UTRN nor DJUN has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UTRN Vesper U.S. Large Cap Short-Term Reversal Strategy ETF	0.00%	0.00%	1.06%	2.75%	1.09%	24.51%	9.09%	3.77%	0.71%

Frequently Asked Questions

Can I hold both UTRN and DJUN in my portfolio?

UTRN and DJUN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UTRN or DJUN?

On fees, UTRN is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UTRN or DJUN?

UTRN is cheaper with a 0.75% expense ratio, compared with 0.85% for DJUN.

Which ETF pays a higher dividend yield, UTRN or DJUN?

UTRN and DJUN have nearly identical dividend yields, around 0.00%.

What is the main difference between UTRN and DJUN?

UTRN tracks Vesper US Large Cap Short-Term Reversal Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: Exchange Traded Concepts and First Trust. Their fees differ too: 0.75% for UTRN and 0.85% for DJUN.