XISE vs. JULQ

Last updated Jun 4, 2026

XISE (FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September) and JULQ (Innovator Premium Income 40 Barrier ETF - July) are both Options Trading funds. Both are actively managed. XISE charges 0.85%/yr vs 0.79%/yr for JULQ.

Performance

XISE vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September (XISE) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XISE

• 1D: -0.02%
• 1M: 0.75%
• YTD: 3.00%
• 6M: 3.75%
• 1Y: 6.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JULQ

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XISE vs. JULQ - Yearly Performance Comparison

	2026 (YTD)
XISE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September	2.45%
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%

XISE vs. JULQ - Sectors Allocation Comparison

Sectors	XISE	JULQ
Technology	36.2%	31.7%
Financial Services	11.9%	14.0%
Communication Services	10.9%	9.5%
Consumer Cyclical	10.1%	10.4%
Healthcare	8.4%	10.9%
Industrials	8.1%	7.7%
Consumer Defensive	4.9%	6.2%
Energy	3.5%	3.2%
Utilities	2.3%	2.6%
Real Estate	1.9%	2.3%
Basic Materials	1.8%	1.8%

Return for Risk

XISE vs. JULQ — Risk / Return Rank

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

XISE

XISE Risk / Return Rank: 80
XISE Sharpe Ratio Rank: 71
XISE Sortino Ratio Rank: 81
XISE Omega Ratio Rank: 87
XISE Calmar Ratio Rank: 74
XISE 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.

XISE vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September (XISE) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.

	XISE	JULQ	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.59	—	—
Omega ratio: Gain probability vs. loss probability	1.53	—	—
Calmar ratio: Return relative to maximum drawdown	3.64	—	—
Martin ratio: Return relative to average drawdown	20.31	—	—
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

	XISE	JULQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.39	—	—

Drawdowns

XISE vs. JULQ - Drawdown Comparison

The maximum XISE drawdown since its inception was -6.17%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XISE and JULQ.

Drawdown Indicators

	XISE	JULQ	Difference
Max Drawdown Largest peak-to-trough decline	-6.17%	0.00%	-6.17%
Max Drawdown (1Y) Largest decline over 1 year	-1.88%	—	—
Current Drawdown Current decline from peak	-0.02%	0.00%	-0.02%
Average Drawdown Average peak-to-trough decline	-0.24%	0.00%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	—	—

Volatility

Volatility by Period

	XISE	JULQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.96%	0.00%	+2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.92%	0.00%	+4.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.92%	0.00%	+4.92%

XISE vs. JULQ - Expense Ratio Comparison

XISE has a 0.85% expense ratio, which is higher than JULQ's 0.79% expense ratio.

Dividends

XISE vs. JULQ - Dividend Comparison

XISE's dividend yield for the trailing twelve months is around 5.92%, while JULQ has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
JULQ Innovator Premium Income 40 Barrier ETF - July	0.00%	0.00%	0.00%	0.00%
XISE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF – September	5.92%	5.81%	7.04%	1.20%

Frequently Asked Questions

Which ETF is better, XISE or JULQ?

On fees, JULQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XISE or JULQ?

JULQ is cheaper with a 0.79% expense ratio, compared with 0.85% for XISE.

Which ETF pays a higher dividend yield, XISE or JULQ?

XISE has the higher dividend yield at 5.92%, compared with 0.00% for JULQ.

What is the main difference between XISE and JULQ?

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for XISE and 0.79% for JULQ.