XJUL vs. LITL
XJUL (FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July) and LITL (Simplify Piper Sandler US Small-Cap PLUS Income ETF) are both exchange-traded funds - XJUL is a Options Trading fund actively managed by FT Vest, while LITL is a Small Cap Blend Equities fund actively managed by Simplify. Both are actively managed. Over the past year, XJUL returned 10.17% vs 31.53% for LITL. Their 0.67 correlation means they have sometimes moved together and sometimes differently. XJUL charges 0.85%/yr vs 0.91%/yr for LITL.
Performance
XJUL vs. LITL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XJUL achieves a 4.97% return, which is significantly lower than LITL's 15.04% 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%
LITL
- 1D
- 0.24%
- 1M
- -2.40%
- 6M
- 12.72%
- YTD
- 15.04%
- 1Y
- 31.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $92.88K | $67.65K | $57.85K | |
| $231.21K | $142.92K | $603.44K |
XJUL vs. LITL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XJUL FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July | 4.97% | 11.27% |
LITL Simplify Piper Sandler US Small-Cap PLUS Income ETF | 15.04% | 18.93% |
Correlation
The correlation between XJUL and LITL is 0.68, 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. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.67 |
The correlation between XJUL and LITL has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XJUL vs. LITL — Risk / Return Rank
XJUL
LITL
XJUL vs. LITL - 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 Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL). 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 | LITL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.27 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.05 | +0.41 |
| Martin ratioReturn relative to average drawdown | 18.85 | 9.55 | +9.30 |
Loading charts...
Drawdowns
XJUL vs. LITL - Drawdown Comparison
The maximum XJUL drawdown since its inception was -9.10%, roughly equal to the maximum LITL drawdown of -9.32%. Use the drawdown chart below to compare losses from any high point for XJUL and LITL.
Loading charts...
Drawdown Indicators
| XJUL | LITL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.10% | -9.32% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -9.32% | +6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -9.10% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.98% | +2.98% |
Average DrawdownAverage peak-to-trough decline | -0.55% | -2.24% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 2.98% | -2.47% |
Volatility
XJUL vs. LITL - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July (XJUL) is 1.25%, while Simplify Piper Sandler US Small-Cap PLUS Income ETF (LITL) has a volatility of 3.56%. This indicates that XJUL experiences smaller price fluctuations and is considered to be less risky than LITL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XJUL | LITL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 3.56% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 12.19% | -8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.29% | 18.20% | -13.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 18.33% | -11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.84% | 18.33% | -11.49% |
XJUL vs. LITL - Expense Ratio Comparison
XJUL has a 0.85% expense ratio, which is lower than LITL's 0.91% expense ratio.
Dividends
XJUL vs. LITL - Dividend Comparison
XJUL has not paid dividends to shareholders, while LITL's dividend yield for the trailing twelve months is around 1.67%.
| Position | TTM | 2025 |
|---|---|---|
LITL Simplify Piper Sandler US Small-Cap PLUS Income ETF | 1.67% | 0.71% |
XJUL FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - July | 0.00% | 0.00% |
Frequently Asked Questions
XJUL and LITL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LITL has higher volatility (3.56%) compared to XJUL (1.25%). In terms of maximum drawdown, XJUL dropped -9.10% vs LITL's -9.32%.
On 1-year performance, LITL leads with 31.53% vs 10.17% for XJUL. On fees, XJUL is cheaper at 0.85% 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.
Over the 1-year period, LITL has performed better with a 31.53% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJUL is cheaper with a 0.85% expense ratio, compared with 0.91% for LITL.
LITL has the higher dividend yield at 1.67%, compared with 0.00% for XJUL.
XJUL is categorized as Options Trading, while LITL is Small Cap Blend Equities. They also come from different issuers: FT Vest and Simplify. Their fees differ too: 0.85% for XJUL and 0.91% for LITL.
XJUL currently has the higher Sharpe Ratio (2.23 vs 1.57), 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.
Find the right allocation for XJUL and LITL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer