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Issuer
Innovator
Inception Date
Jul 1, 2021
Region
North America (U.S.)
Leveraged
3x
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Assets Under Management
$22M

Share Price Chart


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Performance

QTJL Performance Chart

Innovator Growth Accelerated Plus ETF - July (QTJL) is up 7.4% since the beginning of the year. QTJL is currently trading at $42 per share.


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S&P 500 Index

Returns By Period

Innovator Growth Accelerated Plus ETF - July (QTJL) has returned 7.42% so far this year and 19.31% over the past 12 months.


Innovator Growth Accelerated Plus ETF - July

1D
0.07%
1M
0.48%
YTD
7.42%
6M
7.21%
1Y
19.31%
3Y*
19.10%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTJL Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2021, QTJL's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +11.9%, while the worst month was Apr 2022 at -16.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QTJL closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +14.7%, while the worst single day was Apr 4, 2025 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-0.42%-2.55%8.16%1.26%0.29%7.42%
20252.14%-1.41%-6.70%1.90%11.04%3.63%2.10%1.36%3.06%1.67%0.13%1.20%21.07%
20241.76%2.60%0.94%-0.11%2.09%0.47%-0.90%1.50%2.37%-0.32%4.83%0.27%16.50%
202311.86%0.13%7.61%2.07%3.00%0.99%3.24%-0.57%-3.87%-1.60%10.28%3.91%42.39%
2022-4.81%-4.18%5.57%-16.50%-2.31%-9.18%7.93%-2.67%-8.27%3.88%5.52%-7.30%-30.16%
20211.97%3.53%-3.74%5.73%0.36%1.43%9.36%

Benchmark Metrics

Innovator Growth Accelerated Plus ETF - July has an annualized alpha of -1.66%, beta of 1.09, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since July 01, 2021.

  • This ETF participated in 86.72% of S&P 500 Index downside but only 83.40% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.09 and R2 of 0.84, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.66%
Beta
1.09
0.84
Upside Capture
83.40%
Downside Capture
86.72%

Expense Ratio

QTJL has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QTJL ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QTJL Risk / Return Rank: 6767
Overall Rank
QTJL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6262
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7171
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6060
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QTJLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

2.90

2.78

+0.12

Martin ratioReturn relative to average drawdown

15.29

12.44

+2.85

Dividends

Dividend History


Innovator Growth Accelerated Plus ETF - July doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Growth Accelerated Plus ETF - July. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Growth Accelerated Plus ETF - July was 33.40%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-33.40%Oct 2022
9mo 20d1y 3mo
2y 22dDec 2021 - Jan 2024
2025 selloff2025
-22.43%Apr 2025
1mo 17d1mo 5d
2mo 22dFeb 2025 - May 2025
2024 correction2024
-10.97%Aug 2024
25d2mo 5d
3moJul 2024 - Oct 2024
2026 pullback2026
-6.68%Mar 2026
2mo10d
2mo 10dJan 2026 - Apr 2026
2021 pullback2021
-5.47%Oct 2021
26d17d
1mo 13dSep 2021 - Oct 2021

Drawdown Indicators


QTJLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-56.78%

+23.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-9.10%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-18.90%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-7.86%

-10.71%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

2.03%

-0.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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