XIJN vs. JULB

Last updated Jun 5, 2026

XIJN (FT Vest U.S. Equity Buffer & Premium Income ETF - June) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. XIJN charges 0.85%/yr vs 0.25%/yr for JULB.

Performance

XIJN vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XIJN achieves a 2.49% return, which is significantly lower than JULB's 6.52% return.

XIJN

• 1D: 0.00%
• 1M: 0.32%
• YTD: 2.49%
• 6M: 3.01%
• 1Y: 7.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULB

• 1D: 0.16%
• 1M: 2.16%
• YTD: 6.52%
• 6M: 7.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XIJN vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
XIJN FT Vest U.S. Equity Buffer & Premium Income ETF - June	2.49%	1.54%
JULB Aptus July Buffer ETF	6.52%	2.56%

Correlation

The correlation between XIJN and JULB is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.76

Return for Risk

XIJN vs. JULB — Risk / Return Rank

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

XIJN

XIJN Risk / Return Rank: 97
XIJN Sharpe Ratio Rank: 96
XIJN Sortino Ratio Rank: 98
XIJN Omega Ratio Rank: 98
XIJN Calmar Ratio Rank: 97
XIJN Martin Ratio Rank: 98

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.

XIJN vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN) and Aptus July Buffer ETF (JULB). 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.

	XIJN	JULB	Difference
Sharpe ratio: Return per unit of total volatility	3.96	—	—
Sortino ratio: Return per unit of downside risk	7.18	—	—
Omega ratio: Gain probability vs. loss probability	2.04	—	—
Calmar ratio: Return relative to maximum drawdown	9.93	—	—
Martin ratio: Return relative to average drawdown	53.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XIJN	JULB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.96	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	2.21	-0.61

Drawdowns

XIJN vs. JULB - Drawdown Comparison

The maximum XIJN drawdown since its inception was -4.65%, smaller than the maximum JULB drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for XIJN and JULB.

Drawdown Indicators

	XIJN	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-4.65%	-5.24%	+0.59%
Max Drawdown (1Y) Largest decline over 1 year	-0.75%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.15%	-0.87%	+0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.14%	—	—

Volatility

Volatility by Period

	XIJN	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.88%	6.79%	-4.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.50%	6.79%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.50%	6.79%	-2.29%

XIJN vs. JULB - Expense Ratio Comparison

XIJN has a 0.85% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

XIJN vs. JULB - Dividend Comparison

XIJN's dividend yield for the trailing twelve months is around 6.95%, while JULB has not paid dividends to shareholders.

Position	TTM	2025	2024
JULB Aptus July Buffer ETF	0.00%	0.00%	0.00%
XIJN FT Vest U.S. Equity Buffer & Premium Income ETF - June	6.95%	6.62%	2.68%

Frequently Asked Questions

Can I hold both XIJN and JULB in my portfolio?

XIJN and JULB have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XIJN or JULB?

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XIJN or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.85% for XIJN.

Which ETF pays a higher dividend yield, XIJN or JULB?

XIJN has the higher dividend yield at 6.95%, compared with 0.00% for JULB.

What is the main difference between XIJN and JULB?

They also come from different issuers: First Trust and Aptus Capital Advisors. Their fees differ too: 0.85% for XIJN and 0.25% for JULB.