YMAR vs. JULB

Last updated Jun 4, 2026

YMAR (FT Vest International Equity Moderate Buffer ETF - March) and JULB (Aptus July Buffer ETF) are both Defined Outcome funds. YMAR is passively managed, while JULB is actively managed. A 0.72 correlation means they provide meaningful diversification when combined. YMAR charges 0.90%/yr vs 0.25%/yr for JULB.

Performance

YMAR vs. JULB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF - March (YMAR) 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, YMAR achieves a 5.29% return, which is significantly lower than JULB's 6.35% return.

YMAR

• 1D: -0.29%
• 1M: 1.52%
• YTD: 5.29%
• 6M: 6.66%
• 1Y: 13.02%
• 3Y*: 10.63%
• 5Y*: 6.23%
• 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)

YMAR vs. JULB - Yearly Performance Comparison

	2026 (YTD)	2025
YMAR FT Vest International Equity Moderate Buffer ETF - March	5.29%	3.07%
JULB Aptus July Buffer ETF	6.35%	2.56%

Correlation

The correlation between YMAR and JULB is 0.72, 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	0.72

Return for Risk

YMAR vs. JULB — Risk / Return Rank

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

YMAR

YMAR Risk / Return Rank: 68
YMAR Sharpe Ratio Rank: 57
YMAR Sortino Ratio Rank: 59
YMAR Omega Ratio Rank: 63
YMAR Calmar Ratio Rank: 80
YMAR Martin Ratio Rank: 82

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.

YMAR vs. JULB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) 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.

	YMAR	JULB	Difference
Sharpe ratio: Return per unit of total volatility	1.90	—	—
Sortino ratio: Return per unit of downside risk	2.77	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	4.07	—	—
Martin ratio: Return relative to average drawdown	16.21	—	—
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

	YMAR	JULB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	2.17	-1.56

Drawdowns

YMAR vs. JULB - Drawdown Comparison

The maximum YMAR drawdown since its inception was -22.60%, which is greater than JULB's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for YMAR and JULB.

Drawdown Indicators

	YMAR	JULB	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	-5.24%	-17.36%
Max Drawdown (1Y) Largest decline over 1 year	-3.21%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-9.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.07%	-0.22%
Average Drawdown Average peak-to-trough decline	-4.04%	-0.87%	-3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.81%	—	—

Volatility

Volatility by Period

	YMAR	JULB	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.92%	6.81%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	6.81%	+4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.26%	6.81%	+4.45%

YMAR vs. JULB - Expense Ratio Comparison

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

Dividends

YMAR vs. JULB - Dividend Comparison

Neither YMAR nor JULB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both YMAR and JULB in my portfolio?

YMAR and JULB have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, YMAR 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, YMAR or JULB?

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

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

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

What is the main difference between YMAR and JULB?

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