DJAN vs SSO

DJAN vs SSO

Which is better, DJAN or SSO?

SSO has been ahead.

SSO has a lower expense ratio. SSO led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90.

Lower Fees: SSOHigher Returns: SSO

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricDJANSSO
Expense Ratio0.85%0.84%Best
AUM$455M$9.2B
Dividend Yield0.00%0.69%
Holdings10521
YTD Return+7.90%+21.98%Best
1Y Return+11.42%+28.56%Best
3Y Return (annualized)+12.54%+37.60%Best
5Y Return (annualized)+7.97%+17.88%Best
Volatility (annualized)6.4%Best30.2%
Max Drawdown-9.6%Best-46.7%
$10,000 over 5 years$14,673$22,761Best
Fund FamilyFirst Trust Portfolios (US)ProShares
CategoryAlternativeAlternative
StyleMulti AlternativeMulti Alternative
InceptionJan 15, 2021Jun 19, 2006

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Jan 19, 2021 to Oct 14, 2026 (5.7 years).

DJAN vs SSO growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 5.7 years both funds cover.

Compare DJAN against instead:DJAN vs SPYDJAN vs QQQDJAN vs VOODJAN vs VTISSO against:SSO vs VXUS

DJAN vs SSO Performance

FT Vest US Equity Deep Buffer ETF - January (DJAN) is an ETF from First Trust Portfolios (US) and ProShares Ultra S&P500 (SSO) is an ETF from ProShares. Over the past year DJAN returned +11.42% while SSO returned +28.56%. Year to date, DJAN is up 7.90% versus a gain of 21.98% for SSO.

Over three years, DJAN compounded at +12.54% per year against +37.60% for SSO; over five years the annualized figures are +7.97% and +17.88% respectively. Across the full 6-year window we track, SSO has the edge at +21.81% annualized vs +7.97%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SSO has been the more volatile fund, with annualized monthly volatility of 30.2% compared with 6.4% for DJAN. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -9.6% for DJAN and -46.7% for SSO. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.90. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

DJAN charges 0.85% per year while SSO charges 0.84%. On a $10,000 position that is $85 vs $84 annually, a gap of $1 per year that compounds over a long holding period. On income, DJAN currently yields 0.00% against 0.69% for SSO.

You are not choosing between two funds in isolation.

Whichever of DJAN and SSO you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

DJANSSO

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Frequently Asked Questions

Which is cheaper, DJAN or SSO?

DJAN has an expense ratio of 0.85% while SSO charges 0.84%. SSO is the cheaper option, by $1 a year on a $10,000 investment.

Which performed better, DJAN or SSO?

Over the past year DJAN returned +11.42% vs +28.56% for SSO, so SSO leads on 1-year performance. Over the longest common window we track (6 years), DJAN annualized +7.97% vs +21.81% for SSO. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DJAN or SSO?

SSO has been the more volatile fund at 30.2% annualized versus 6.4% for DJAN. Worst drawdown: DJAN -9.6% vs SSO -46.7%.

Should I hold both DJAN and SSO?

DJAN and SSO have a monthly-return correlation of 0.90, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

Which pays a higher dividend, DJAN or SSO?

DJAN yields 0.00% while SSO yields 0.69%, so SSO currently pays the higher dividend yield.

Is SSO better than DJAN?

SSO has a lower expense ratio. SSO led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.90. Which one suits a particular account depends on what it is for. This is information, not a recommendation.