ALLIANZIM U.S. EQUITY BUFFER20 JUL ETF
Symbol: JULW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/06/2020
Latest date: 03/06/2026
Current price: $40.62
Expense ratio: 0.74%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.02%
Ann. -10.40% (Sharpe / Sortino numerator)
Volatility
8.01%
Sharpe ratio
-1.752
VaR 95%
-0.70%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.39%
Ann. -1.12% (Sharpe / Sortino numerator)
Volatility
5.74%
Sharpe ratio
-0.827
VaR 95%
-0.67%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.53%
Ann. 2.97% (Sharpe / Sortino numerator)
Volatility
4.90%
Sharpe ratio
-0.135
VaR 95%
-0.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.84%
Ann. 12.34% (Sharpe / Sortino numerator)
Volatility
8.64%
Sharpe ratio
1.008
VaR 95%
-0.66%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.67%
Ann. 9.52% (Sharpe / Sortino numerator)
Volatility
7.53%
Sharpe ratio
0.782
VaR 95%
-0.70%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
39.40%
Ann. 11.56% (Sharpe / Sortino numerator)
Volatility
7.01%
Sharpe ratio
1.131
VaR 95%
-0.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.049%
Best day
1.284%
Worst day
-0.872%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $40.62 | $40.64 | $40.61 | $40.62 | 9,100 |
| 02/06/2026 | $40.62 | $40.65 | $40.62 | $40.63 | 6,700 |
| 01/06/2026 | $40.62 | $40.65 | $40.60 | $40.63 | 5,900 |
| 29/05/2026 | $40.63 | $40.63 | $40.61 | $40.61 | 16,100 |
| 28/05/2026 | $40.58 | $40.60 | $40.58 | $40.59 | 8,900 |
| 27/05/2026 | $40.56 | $40.60 | $40.56 | $40.57 | 62,700 |
| 26/05/2026 | $40.57 | $40.57 | $40.55 | $40.56 | 12,600 |
| 22/05/2026 | $40.55 | $40.57 | $40.54 | $40.55 | 13,200 |
| 21/05/2026 | $40.48 | $40.50 | $40.48 | $40.50 | 3,000 |
| 20/05/2026 | $40.45 | $40.50 | $40.44 | $40.49 | 6,900 |