XJUN vs. IBUF
XJUN (FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June) and IBUF (Innovator International Developed 10 Buffer ETF - Quarterly) are both Defined Outcome funds. XJUN is passively managed, while IBUF is actively managed. Over the past year, XJUN returned 8.15% vs 15.11% for IBUF. Their 0.60 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.85% expense ratio.
Performance
XJUN vs. IBUF - Performance Comparison
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Returns By Period
In the year-to-date period, XJUN achieves a 3.80% return, which is significantly lower than IBUF's 8.76% return.
XJUN
- 1D
- 0.34%
- 1M
- 0.52%
- 6M
- 3.23%
- YTD
- 3.80%
- 1Y
- 8.15%
- 3Y*
- 9.63%
- 5Y*
- 8.41%
- 10Y*
- —
- ALL TIME*
- 8.33%
IBUF
- 1D
- -0.07%
- 1M
- 0.99%
- 6M
- 7.59%
- YTD
- 8.76%
- 1Y
- 15.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $405.63K | $479.21K | $587.05K | |
| $203.75K | $265.54K | $1.06M |
XJUN vs. IBUF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XJUN FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June | 3.80% | 11.18% | 4.92% |
IBUF Innovator International Developed 10 Buffer ETF - Quarterly | 8.76% | 13.54% | 2.73% |
Correlation
The correlation between XJUN and IBUF is 0.63, 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. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2024 | 0.60 |
The correlation between XJUN and IBUF has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
XJUN vs. IBUF — Risk / Return Rank
XJUN
IBUF
XJUN vs. IBUF - 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 Innovator International Developed 10 Buffer ETF - Quarterly (IBUF). 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.
| XJUN | IBUF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.52 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 7.04 | -3.11 |
| Martin ratioReturn relative to average drawdown | 20.67 | 24.50 | -3.83 |
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Drawdowns
XJUN vs. IBUF - Drawdown Comparison
The maximum XJUN drawdown since its inception was -9.14%, which is greater than IBUF's maximum drawdown of -5.92%. Use the drawdown chart below to compare losses from any high point for XJUN and IBUF.
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Drawdown Indicators
| XJUN | IBUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.14% | -5.92% | -3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -2.17% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -9.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -9.14% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.07% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -0.47% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.62% | -0.25% |
Volatility
XJUN vs. IBUF - Volatility Comparison
FT Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) and Innovator International Developed 10 Buffer ETF - Quarterly (IBUF) have volatilities of 1.43% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJUN | IBUF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.41% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 5.45% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.60% | 6.17% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.13% | 6.69% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 6.69% | +0.42% |
XJUN vs. IBUF - Expense Ratio Comparison
Both XJUN and IBUF have an expense ratio of 0.85%.
Dividends
XJUN vs. IBUF - Dividend Comparison
Neither XJUN nor IBUF has paid dividends to shareholders.
Frequently Asked Questions
XJUN and IBUF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XJUN has higher volatility (1.43%) compared to IBUF (1.41%). In terms of maximum drawdown, XJUN dropped -9.14% vs IBUF's -5.92%.
On 1-year performance, IBUF leads with 15.11% vs 8.15% for XJUN. Both ETFs have the same 0.85% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBUF has performed better with a 15.11% return vs 8.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJUN and IBUF have the same expense ratio: 0.85% per year.
XJUN and IBUF have nearly identical dividend yields, around 0.00%.
They also come from different issuers: FT Vest and Innovator.
IBUF currently has the higher Sharpe Ratio (2.48 vs 2.15), 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.
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