WZRD vs. FJUN

Last updated Jun 23, 2026

WZRD (Opportunistic Trader ETF) and FJUN (FT Cboe Vest U.S. Equity Buffer ETF - June) are both Large Cap Blend Equities funds. At a correlation of -0.00, they often move in opposite directions. WZRD charges 1.07%/yr vs 0.85%/yr for FJUN.

Performance

WZRD vs. FJUN - 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 Buffer ETF - June (FJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WZRD achieves a -74.01% return, which is significantly lower than FJUN's 4.84% return.

WZRD

• 1D: 1.73%
• 1M: -25.12%
• YTD: -74.01%
• 6M: -74.33%
• 1Y: —
• 3Y*: —
• 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)

WZRD vs. FJUN - Yearly Performance Comparison

	2026 (YTD)	2025
WZRD Opportunistic Trader ETF	-74.01%	-18.13%
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	4.84%	7.66%

Correlation

The correlation between WZRD and FJUN is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	-0.00

Return for Risk

WZRD vs. FJUN — Risk / Return Rank

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

WZRD

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

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.

WZRD vs. FJUN - 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 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.

	WZRD	FJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	2.54	—
Sortino ratio: Return per unit of downside risk	—	3.89	—
Omega ratio: Gain probability vs. loss probability	—	1.55	—
Calmar ratio: Return relative to maximum drawdown	—	3.44	—
Martin ratio: Return relative to average drawdown	—	19.85	—

Drawdowns

WZRD vs. FJUN - Drawdown Comparison

The maximum WZRD drawdown since its inception was -79.25%, which is greater than FJUN's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for WZRD and FJUN.

Drawdown Indicators

	WZRD	FJUN	Difference
Max Drawdown Largest peak-to-trough decline	-79.25%	-13.26%	-65.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.26%	—
Current Drawdown Current decline from peak	-78.89%	-0.17%	-78.72%
Average Drawdown Average peak-to-trough decline	-26.85%	-1.66%	-25.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.72%	—

Volatility

Volatility by Period

	WZRD	FJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	56.33%	5.61%	+50.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.33%	10.55%	+45.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.33%	10.24%	+46.09%

WZRD vs. FJUN - Expense Ratio Comparison

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

Dividends

WZRD vs. FJUN - Dividend Comparison

WZRD's dividend yield for the trailing twelve months is around 4.95%, while FJUN has not paid dividends to shareholders.

Position	TTM	2025
FJUN FT Cboe Vest U.S. Equity Buffer ETF - June	0.00%	0.00%
WZRD Opportunistic Trader ETF	4.95%	1.29%

Frequently Asked Questions

Can I hold both WZRD and FJUN in my portfolio?

WZRD and FJUN have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WZRD or FJUN?

On fees, FJUN is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WZRD or FJUN?

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

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

WZRD has the higher dividend yield at 4.95%, compared with 0.00% for FJUN.

What is the main difference between WZRD and FJUN?

They also come from different issuers: Opportunistic Trader and First Trust. Their fees differ too: 1.07% for WZRD and 0.85% for FJUN.