ALLIANZIM U.S. EQUITY BUFFER20 JUL ETF
Symbol: JULW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: N/A
Latest date: 20/07/2026
Current price: $40.73
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
0.00%
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
1.81%
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
4.26%
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
8.93%
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
20.95%
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
35.65%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.035%
Best day
1.284%
Worst day
-0.804%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.82 | $40.87 | $40.73 | $40.73 | 26,100 |
| 17/07/2026 | $40.70 | $40.84 | $40.70 | $40.75 | 76,800 |
| 16/07/2026 | $41.04 | $41.04 | $40.87 | $40.92 | 31,000 |
| 15/07/2026 | $41.01 | $41.03 | $40.91 | $41.00 | 72,000 |
| 14/07/2026 | $40.91 | $40.94 | $40.86 | $40.92 | 189,400 |
| 13/07/2026 | $41.00 | $41.00 | $40.81 | $40.82 | 62,300 |
| 10/07/2026 | $40.90 | $40.98 | $40.88 | $40.96 | 60,300 |
| 09/07/2026 | $40.82 | $40.97 | $40.78 | $40.89 | 99,100 |
| 08/07/2026 | $40.72 | $40.80 | $40.61 | $40.74 | 41,800 |
| 07/07/2026 | $40.85 | $40.85 | $40.74 | $40.77 | 26,000 |