ALLIANZIM U.S. EQUITY BUFFER20 JUL ETF
Symbol: JULW
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/06/2020
Latest date: 15/10/2026
Current price: $41.76
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
1.19%
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
1.84%
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
4.60%
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
8.91%
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
20.61%
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
40.40%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.034%
Best day
1.284%
Worst day
-0.801%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.70 | $41.76 | $41.70 | $41.76 | 600 |
| 14/10/2026 | $41.65 | $41.68 | $41.65 | $41.68 | 7,200 |
| 13/10/2026 | $41.87 | $41.88 | $41.85 | $41.87 | 3,800 |
| 12/10/2026 | $41.87 | $41.88 | $41.87 | $41.88 | 1,100 |
| 09/10/2026 | $41.85 | $41.89 | $41.85 | $41.89 | 3,300 |
| 08/10/2026 | $41.81 | $41.81 | $41.75 | $41.77 | 1,500 |
| 07/10/2026 | $41.78 | $41.84 | $41.74 | $41.81 | 11,400 |
| 06/10/2026 | $41.88 | $41.91 | $41.86 | $41.86 | 2,000 |
| 05/10/2026 | $41.71 | $41.81 | $41.71 | $41.76 | 2,300 |
| 02/10/2026 | $41.68 | $41.68 | $41.60 | $41.65 | 12,200 |