XJUN vs. FFEB
Compare and contrast key facts about FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) and FT Vest U.S. Equity Buffer ETF - February (FFEB).
XJUN and FFEB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XJUN is a passively managed fund by FT Vest that tracks the performance of the SPDR S&P 500 ETF Trust. It was launched on Jul 12, 2021. FFEB is an actively managed fund by FT Vest. It was launched on Feb 21, 2020.
Performance
XJUN vs. FFEB - Performance Comparison
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XJUN vs. FFEB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XJUN FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June | 0.03% | 11.18% | 9.96% | 14.63% | 0.05% | 3.36% |
FFEB FT Vest U.S. Equity Buffer ETF - February | -1.36% | 13.76% | 16.64% | 19.95% | -7.51% | 4.80% |
Returns By Period
In the year-to-date period, XJUN achieves a 0.03% return, which is significantly higher than FFEB's -1.36% return.
XJUN
- 1D
- 1.06%
- 1M
- -0.77%
- YTD
- 0.03%
- 6M
- 1.80%
- 1Y
- 11.63%
- 3Y*
- 10.16%
- 5Y*
- —
- 10Y*
- —
FFEB
- 1D
- 1.97%
- 1M
- -3.34%
- YTD
- -1.36%
- 6M
- 1.28%
- 1Y
- 14.47%
- 3Y*
- 14.32%
- 5Y*
- 9.99%
- 10Y*
- —
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XJUN vs. FFEB - Expense Ratio Comparison
Both XJUN and FFEB have an expense ratio of 0.85%.
Return for Risk
XJUN vs. FFEB — Risk / Return Rank
XJUN
FFEB
XJUN vs. FFEB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) and FT Vest U.S. Equity Buffer ETF - February (FFEB). 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.
| XJUN | FFEB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.17 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.76 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.72 | -0.11 |
Martin ratioReturn relative to average drawdown | 10.92 | 9.15 | +1.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XJUN | FFEB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.17 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.77 | +0.36 |
Correlation
The correlation between XJUN and FFEB is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XJUN vs. FFEB - Dividend Comparison
Neither XJUN nor FFEB has paid dividends to shareholders.
Drawdowns
XJUN vs. FFEB - Drawdown Comparison
The maximum XJUN drawdown since its inception was -9.14%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for XJUN and FFEB.
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Drawdown Indicators
| XJUN | FFEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.14% | -22.81% | +13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.51% | -8.65% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.85% | — |
Current DrawdownCurrent decline from peak | -0.93% | -3.87% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -0.92% | -2.46% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.62% | -0.51% |
Volatility
XJUN vs. FFEB - Volatility Comparison
The current volatility for FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) is 1.93%, while FT Vest U.S. Equity Buffer ETF - February (FFEB) has a volatility of 3.72%. This indicates that XJUN experiences smaller price fluctuations and is considered to be less risky than FFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJUN | FFEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 3.72% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 5.65% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 12.39% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.30% | 10.88% | -3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.30% | 13.90% | -6.60% |