YDEC vs. JULB

Last updated Jun 4, 2026

YDEC (FT Vest International Equity Moderate Buffer ETF – December) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. YDEC charges 0.90%/yr vs 0.25%/yr for JULB.

Performance

YDEC vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – December (YDEC) and Aptus July Buffer ETF (JULB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YDEC achieves a 4.41% return, which is significantly lower than JULB's 6.35% return.

YDEC

• 1D: -0.27%
• 1M: 1.81%
• YTD: 4.41%
• 6M: 4.89%
• 1Y: 10.42%
• 3Y*: 8.01%
• 5Y*: 4.75%
• 10Y*: —

JULB

• 1D: -0.07%
• 1M: 2.40%
• YTD: 6.35%
• 6M: 6.93%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YDEC vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
YDEC FT Vest International Equity Moderate Buffer ETF – December	4.41%	1.93%
JULB Aptus July Buffer ETF	6.35%	2.56%

Correlation

The correlation between YDEC and JULB is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.65

Return for Risk

YDEC vs. JULB — Risk / Return Rank

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

YDEC

YDEC Risk / Return Rank: 48
YDEC Sharpe Ratio Rank: 46
YDEC Sortino Ratio Rank: 49
YDEC Omega Ratio Rank: 61
YDEC Calmar Ratio Rank: 36
YDEC Martin Ratio Rank: 49

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.

YDEC vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – December (YDEC) and Aptus July Buffer ETF (JULB). 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.

	YDEC	JULB	Difference
Sharpe ratio: Return per unit of total volatility	1.59	—	—
Sortino ratio: Return per unit of downside risk	2.39	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	1.78	—	—
Martin ratio: Return relative to average drawdown	8.03	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YDEC	JULB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	2.17	-1.63

Drawdowns

YDEC vs. JULB - Drawdown Comparison

The maximum YDEC drawdown since its inception was -23.34%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for YDEC and JULB.

Drawdown Indicators

	YDEC	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-23.34%	-5.24%	-18.10%
Max Drawdown (1Y) Largest decline over 1 year	-5.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.34%	—	—
Current Drawdown Current decline from peak	-0.31%	-0.07%	-0.24%
Average Drawdown Average peak-to-trough decline	-4.13%	-0.87%	-3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.30%	—	—

Volatility

Volatility by Period

	YDEC	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.60%	6.81%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.22%	6.81%	+4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.99%	6.81%	+4.18%

YDEC vs. JULB - Expense Ratio Comparison

YDEC has a 0.90% expense ratio, which is higher than JULB's 0.25% expense ratio.

Dividends

YDEC vs. JULB - Dividend Comparison

Neither YDEC nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both YDEC and JULB in my portfolio?

YDEC and JULB have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YDEC or JULB?

On fees, JULB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, YDEC or JULB?

JULB is cheaper with a 0.25% expense ratio, compared with 0.90% for YDEC.

Which ETF pays a higher dividend yield, YDEC or JULB?

YDEC and JULB have nearly identical dividend yields, around 0.00%.

What is the main difference between YDEC and JULB?

They also come from different issuers: FT Vest and Aptus Capital Advisors. Their fees differ too: 0.90% for YDEC and 0.25% for JULB.