XJUL vs. FDND

Last updated Aug 1, 2026

XJUL (FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July) and FDND (FT Vest Dow Jones Internet & Target Income ETF) are both exchange-traded funds - XJUL is a Options Trading fund actively managed by FT Vest, while FDND is a Technology Equities fund actively managed by FT Vest. Both are actively managed. Over the past year, XJUL returned 10.17% vs 1.61% for FDND. Their 0.67 correlation means they have sometimes moved together and sometimes differently. XJUL charges 0.85%/yr vs 0.75%/yr for FDND.

Performance

XJUL vs. FDND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July (XJUL) and FT Vest Dow Jones Internet & Target Income ETF (FDND). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XJUL achieves a 4.97% return, which is significantly higher than FDND's 0.56% return.

XJUL

• 1D: 0.34%
• 1M: 0.72%
• 6M: 4.40%
• YTD: 4.97%
• 1Y: 10.17%
• 3Y*: 9.89%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.93%

FDND

• 1D: 2.22%
• 1M: 2.80%
• 6M: 3.79%
• YTD: 0.56%
• 1Y: 1.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.95%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDND FT Vest Dow Jones Internet & Target Income ETF	$52.86K	$42.66K	$64.39K
XJUL FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July	$231.21K	$142.92K	$603.44K

XJUL vs. FDND - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XJUL FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July	4.97%	10.19%	7.03%
FDND FT Vest Dow Jones Internet & Target Income ETF	0.56%	9.69%	15.85%

Correlation

The correlation between XJUL and FDND is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024	0.67

The correlation between XJUL and FDND has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.

Return for Risk

XJUL vs. FDND — Risk / Return Rank

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

XJUL

XJUL Risk / Return Rank: 91
XJUL Sharpe Ratio Rank: 89
XJUL Sortino Ratio Rank: 91
XJUL Omega Ratio Rank: 93
XJUL Calmar Ratio Rank: 87
XJUL Martin Ratio Rank: 94

FDND

FDND Risk / Return Rank: 9
FDND Sharpe Ratio Rank: 10
FDND Sortino Ratio Rank: 9
FDND Omega Ratio Rank: 9
FDND Calmar Ratio Rank: 10
FDND Martin Ratio Rank: 10

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.

XJUL vs. FDND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July (XJUL) and FT Vest Dow Jones Internet & Target Income ETF (FDND). 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.

	XJUL	FDND	Difference
Sharpe ratio: Return per unit of total volatility	2.23	-0.08	+2.31
Sortino ratio: Return per unit of downside risk	3.32	0.02	+3.30
Omega ratio: Gain probability vs. loss probability	1.49	1.00	+0.49
Calmar ratio: Return relative to maximum drawdown	3.47	-0.08	+3.54
Martin ratio: Return relative to average drawdown	18.85	-0.18	+19.03

XJUL vs. FDND - Sharpe Ratio Comparison

The current XJUL Sharpe Ratio is 2.23, which is higher than the FDND Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of XJUL and FDND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XJUL vs. FDND - Drawdown Comparison

The maximum XJUL drawdown since its inception was -9.10%, smaller than the maximum FDND drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for XJUL and FDND.

Drawdown Indicators

	XJUL	FDND	Difference
Max Drawdown Largest peak-to-trough decline	-9.10%	-24.12%	+15.02%
Max Drawdown (1Y) Largest decline over 1 year	-2.76%	-20.49%	+17.73%
Max Drawdown (3Y) Largest decline over 3 years	-9.10%	—	—
Current Drawdown Current decline from peak	0.00%	-5.97%	+5.97%
Average Drawdown Average peak-to-trough decline	-0.55%	-5.84%	+5.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.51%	9.05%	-8.54%

Volatility

XJUL vs. FDND - Volatility Comparison

The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July (XJUL) is 1.25%, while FT Vest Dow Jones Internet & Target Income ETF (FDND) has a volatility of 5.55%. This indicates that XJUL experiences smaller price fluctuations and is considered to be less risky than FDND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XJUL	FDND	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	5.55%	-4.30%
Volatility (6M) Calculated over the trailing 6-month period	3.27%	15.62%	-12.35%
Volatility (1Y) Calculated over the trailing 1-year period	4.29%	19.58%	-15.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.84%	21.40%	-14.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.84%	21.40%	-14.56%

XJUL vs. FDND - Expense Ratio Comparison

XJUL has a 0.85% expense ratio, which is higher than FDND's 0.75% expense ratio.

Dividends

XJUL vs. FDND - Dividend Comparison

XJUL has not paid dividends to shareholders, while FDND's dividend yield for the trailing twelve months is around 8.09%.

Position	TTM	2025	2024
FDND FT Vest Dow Jones Internet & Target Income ETF	8.09%	8.11%	5.51%
XJUL FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XJUL and FDND in my portfolio?

XJUL and FDND have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XJUL or FDND?

FDND has higher volatility (5.55%) compared to XJUL (1.25%). In terms of maximum drawdown, XJUL dropped -9.10% vs FDND's -24.12%.

Which ETF is better, XJUL or FDND?

On 1-year performance, XJUL leads with 10.17% vs 1.61% for FDND. On fees, FDND is cheaper at 0.75% per year. On volatility, XJUL has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XJUL or FDND?

Over the 1-year period, XJUL has performed better with a 10.17% return vs 1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XJUL or FDND?

FDND is cheaper with a 0.75% expense ratio, compared with 0.85% for XJUL.

Which ETF pays a higher dividend yield, XJUL or FDND?

FDND has the higher dividend yield at 8.09%, compared with 0.00% for XJUL.

What is the main difference between XJUL and FDND?

XJUL is categorized as Options Trading, while FDND is Technology Equities. Their fees differ too: 0.85% for XJUL and 0.75% for FDND.

Which has better risk-adjusted returns?

XJUL currently has the higher Sharpe Ratio (2.23 vs -0.08), 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.