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WZRD vs. DJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WZRD vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opportunistic Trader ETF (WZRD) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WZRD achieves a -95.64% return, which is significantly lower than DJUN's 4.39% return.


WZRD

1D
-24.11%
1M
-66.67%
6M
-94.79%
YTD
-95.64%
1Y
-96.34%
3Y*
5Y*
10Y*
ALL TIME*
-95.20%

DJUN

1D
0.42%
1M
0.36%
6M
3.79%
YTD
4.39%
1Y
9.38%
3Y*
10.46%
5Y*
7.98%
10Y*
ALL TIME*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.26M$1.81M$2.13M
$53.22K$31.27K$34.05K

WZRD vs. DJUN - Yearly Performance Comparison


Correlation

The correlation between WZRD and DJUN is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

-0.03

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Return for Risk

WZRD vs. DJUN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WZRD
WZRD Risk / Return Rank: 00
Overall Rank
WZRD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WZRD Sortino Ratio Rank: 00
Sortino Ratio Rank
WZRD Omega Ratio Rank: 00
Omega Ratio Rank
WZRD Calmar Ratio Rank: 00
Calmar Ratio Rank
WZRD Martin Ratio Rank: 00
Martin Ratio Rank

DJUN
DJUN Risk / Return Rank: 8686
Overall Rank
DJUN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 8585
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8989
Omega Ratio Rank
DJUN Calmar Ratio Rank: 7979
Calmar Ratio Rank
DJUN Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WZRD vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opportunistic Trader ETF (WZRD) 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.

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.


WZRDDJUNDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-6.06

Omega ratioGain probability vs. loss probability

0.54

1.41

-0.87

Calmar ratioReturn relative to maximum drawdown

-1.00

2.84

-3.83

Martin ratioReturn relative to average drawdown

-2.09

16.29

-18.38

WZRD vs. DJUN - Sharpe Ratio Comparison

The current WZRD Sharpe Ratio is -1.00, which is lower than the DJUN Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of WZRD and DJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WZRD vs. DJUN - Drawdown Comparison

The maximum WZRD drawdown since its inception was -96.46%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for WZRD and DJUN.


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Drawdown Indicators


WZRDDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-11.96%

-84.50%

Max Drawdown (1Y)

Largest decline over 1 year

-96.46%

-3.15%

-93.31%

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

-96.46%

-0.35%

-96.11%

Average Drawdown

Average peak-to-trough decline

-33.13%

-1.56%

-31.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.06%

0.55%

+45.51%

Volatility

WZRD vs. DJUN - Volatility Comparison

Opportunistic Trader ETF (WZRD) has a higher volatility of 70.52% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 1.72%. This indicates that WZRD'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.


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Volatility by Period


WZRDDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

70.52%

1.72%

+68.80%

Volatility (6M)

Calculated over the trailing 6-month period

99.00%

3.94%

+95.06%

Volatility (1Y)

Calculated over the trailing 1-year period

96.72%

4.74%

+91.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.69%

8.54%

+84.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.69%

7.99%

+84.70%

WZRD vs. DJUN - Expense Ratio Comparison

WZRD has a 1.07% expense ratio, which is higher than DJUN's 0.85% expense ratio.


Dividends

WZRD vs. DJUN - Dividend Comparison

WZRD's dividend yield for the trailing twelve months is around 29.54%, while DJUN has not paid dividends to shareholders.


Frequently Asked Questions


WZRD and DJUN have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WZRD has higher volatility (70.52%) compared to DJUN (1.72%). In terms of maximum drawdown, WZRD dropped -96.46% vs DJUN's -11.96%.

On 1-year performance, DJUN leads with 9.38% vs -96.34% for WZRD. On fees, DJUN is cheaper at 0.85% per year. On volatility, DJUN has been the lower-risk option at 1.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DJUN has performed better with a 9.38% return vs -96.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJUN is cheaper with a 0.85% expense ratio, compared with 1.07% for WZRD.

WZRD has the higher dividend yield at 29.54%, compared with 0.00% for DJUN.

WZRD is categorized as Large Cap Blend Equities, while DJUN is Defined Outcome. They also come from different issuers: Tuttle and First Trust. Their fees differ too: 1.07% for WZRD and 0.85% for DJUN.

DJUN currently has the higher Sharpe Ratio (1.89 vs -1.00), 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.

Portfolio Optimizer

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