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ZJUN vs. QDEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. QDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and FT Vest Nasdaq-100 Buffer ETF – December (QDEC). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. QDEC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly higher than QDEC's -3.29% return.


ZJUN

1D
0.65%
1M
-0.37%
YTD
0.28%
6M
1.62%
1Y
3Y*
5Y*
10Y*

QDEC

1D
2.74%
1M
-2.75%
YTD
-3.29%
6M
1.11%
1Y
20.31%
3Y*
14.90%
5Y*
8.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. QDEC - Expense Ratio Comparison

ZJUN has a 0.79% expense ratio, which is lower than QDEC's 0.90% expense ratio.


Return for Risk

ZJUN vs. QDEC — Risk / Return Rank

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

ZJUN

QDEC
QDEC Risk / Return Rank: 7979
Overall Rank
QDEC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QDEC Sortino Ratio Rank: 7979
Sortino Ratio Rank
QDEC Omega Ratio Rank: 7878
Omega Ratio Rank
QDEC Calmar Ratio Rank: 7878
Calmar Ratio Rank
QDEC Martin Ratio Rank: 8686
Martin Ratio Rank
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.

ZJUN vs. QDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and FT Vest Nasdaq-100 Buffer ETF – December (QDEC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ZJUN vs. QDEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNQDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

0.62

+2.08

Correlation

The correlation between ZJUN and QDEC is 0.79, 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.


Dividends

ZJUN vs. QDEC - Dividend Comparison

Neither ZJUN nor QDEC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. QDEC - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum QDEC drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for ZJUN and QDEC.


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Drawdown Indicators


ZJUNQDECDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-25.25%

+24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

Current Drawdown

Current decline from peak

-0.43%

-5.04%

+4.61%

Average Drawdown

Average peak-to-trough decline

-0.09%

-5.18%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

ZJUN vs. QDEC - Volatility Comparison


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Volatility by Period


ZJUNQDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

15.27%

-13.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

14.77%

-12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

14.77%

-12.86%