She took up biathlon in Kyiv, where she lives. At the beginning of her sporting career she wasn't seen as a promising rising athlete. She didn't show good results in skiing so trainers were doubtful whether she would be a good biathlete. In January 2008 she competed in her first international competition, Junior World Championships in German Ruhpolding. Next three years she was a member of Ukrainian junior team. Dzhima had then pretty good results, including bronze in individual race at 2009 Junior European Championships. On 4 January 2012, she debuted in German Oberhof in women's relay with a team which later would win Olympic gold. Then they finished 8th. In two days she had her first race in sprint finishing 34th. Next season, 2012–13, she had one victory and two podiums in relay races. In 2013–14 season she had her first podium in pursuit in Austrian Hochfilzen finishing second. At the 2013 World Championships she took silver in relay competition. Together with Vita Semerenko, Valentina Semerenko and Olena Pidhrushna she won the gold medal in the Women's relay at the 2014 Winter Olympics, in Sochi, Russia. Next two seasons after Olympics weren't very successful but she had some Top-10 results. Her performances improved in 2016–17 season: in all World Cup rankings she achieved her highest rankings, including place in Top-10 of the general World Cup classification for the first time in her career. That year she won three medals at 2017 European Championships in Polish Duszniki-Zdrój which was the most successful European championships for Yuliia. Next month she received her second silver relay World Championships medal. Pre-Olympic 2017–18 season started very successful for her, since in two opening races in Swedish Östersund she finished third. On 28 December 2017, she participated in prestigious commercial competition World Team Challenge where she placed 5th together with Belgian biathlete Michael Rösch. She qualified to represent Ukraine at the 2018 Winter Olympics. Due to illness she didn't take part in sprint. Besides Ukrainian coaches thought that she would qualify to mass start but they were incompetent in rules regarding mass start qualification, so Yuliia participated only in individual race where she was 20th. In relay competitions she was 7th in mixed relay and 11th in classical relay. She received the Best Athlete of a Month award from National Olympic Committee of Ukraine in January 2017.
2014 Sochi
2018 Pyeongchang
2012 Ruhpolding
2013 Nové Město
2015 Kontiolahti
2016 Oslo
2017 Hochfilzen
2019 Östersund
2020 Antholz-Anterselva