XJUN vs. ITOT
Compare and contrast key facts about FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
XJUN and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XJUN is an actively managed fund by First Trust. It was launched on Jul 12, 2021. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XJUN or ITOT.
Key characteristics
| XJUN | ITOT | |
|---|---|---|
| YTD Return | 8.05% | 19.60% |
| 1Y Return | 14.72% | 34.89% |
| 3Y Return (Ann) | 8.23% | 8.66% |
| Sharpe Ratio | 2.64 | 2.54 |
| Daily Std Dev | 5.25% | 13.00% |
| Max Drawdown | -6.49% | -55.21% |
| Current Drawdown | -0.10% | -0.32% |
Correlation
The correlation between XJUN and ITOT is 0.91, 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.
Performance
XJUN vs. ITOT - Performance Comparison
In the year-to-date period, XJUN achieves a 8.05% return, which is significantly lower than ITOT's 19.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XJUN vs. ITOT - Expense Ratio Comparison
XJUN has a 0.85% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
XJUN vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
XJUN vs. ITOT - Dividend Comparison
XJUN has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XJUN FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.27% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
XJUN vs. ITOT - Drawdown Comparison
The maximum XJUN drawdown since its inception was -6.49%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for XJUN and ITOT. For additional features, visit the drawdowns tool.
Volatility
XJUN vs. ITOT - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - June (XJUN) is 1.76%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.11%. This indicates that XJUN experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.