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XOCT vs. JULQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOCT vs. JULQ - 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 - October (XOCT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XOCT

1D
0.04%
1M
1.39%
YTD
4.40%
6M
5.26%
1Y
12.73%
3Y*
5Y*
10Y*

JULQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOCT vs. JULQ - Yearly Performance Comparison


XOCT vs. JULQ - Sectors Allocation Comparison


Sectors
XOCT
JULQ

Technology

36.2%
31.7%

Financial Services

11.9%
14.0%

Communication Services

10.9%
9.5%

Consumer Cyclical

10.1%
10.4%

Healthcare

8.4%
10.9%

Industrials

8.1%
7.7%

Consumer Defensive

4.9%
6.2%

Energy

3.5%
3.2%

Utilities

2.3%
2.6%

Real Estate

1.9%
2.3%

Basic Materials

1.8%
1.8%

Technology

XOCT
36.2%
JULQ
31.7%

Financial Services

XOCT
11.9%
JULQ
14.0%

Communication Services

XOCT
10.9%
JULQ
9.5%

Consumer Cyclical

XOCT
10.1%
JULQ
10.4%

Healthcare

XOCT
8.4%
JULQ
10.9%

Industrials

XOCT
8.1%
JULQ
7.7%

Consumer Defensive

XOCT
4.9%
JULQ
6.2%

Energy

XOCT
3.5%
JULQ
3.2%

Utilities

XOCT
2.3%
JULQ
2.6%

Real Estate

XOCT
1.9%
JULQ
2.3%

Basic Materials

XOCT
1.8%
JULQ
1.8%

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Return for Risk

XOCT vs. JULQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XOCT
XOCT Risk / Return Rank: 8383
Overall Rank
XOCT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XOCT Sortino Ratio Rank: 8787
Sortino Ratio Rank
XOCT Omega Ratio Rank: 9191
Omega Ratio Rank
XOCT Calmar Ratio Rank: 7070
Calmar Ratio Rank
XOCT Martin Ratio Rank: 8787
Martin Ratio Rank

JULQ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XOCT vs. JULQ - 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 - October (XOCT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.


XOCTJULQDifference

Sharpe ratio

Return per unit of total volatility

2.69

Sortino ratio

Return per unit of downside risk

4.02

Omega ratio

Gain probability vs. loss probability

1.60

Calmar ratio

Return relative to maximum drawdown

3.56

Martin ratio

Return relative to average drawdown

19.29

XOCT vs. JULQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XOCTJULQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.53

Drawdowns

XOCT vs. JULQ - Drawdown Comparison

The maximum XOCT drawdown since its inception was -10.00%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XOCT and JULQ.


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Drawdown Indicators


XOCTJULQDifference

Max Drawdown

Largest peak-to-trough decline

-10.00%

0.00%

-10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.52%

0.00%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

Volatility

XOCT vs. JULQ - Volatility Comparison


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Volatility by Period


XOCTJULQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

0.00%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

0.00%

+6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.98%

0.00%

+6.98%

XOCT vs. JULQ - Expense Ratio Comparison

XOCT has a 0.85% expense ratio, which is higher than JULQ's 0.79% expense ratio.


Dividends

XOCT vs. JULQ - Dividend Comparison

Neither XOCT nor JULQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, JULQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULQ is cheaper with a 0.79% expense ratio, compared with 0.85% for XOCT.

XOCT and JULQ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for XOCT and 0.79% for JULQ.

Portfolio Optimizer

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