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Innovator Growth Accelerated Plus ETF - July (QTJL...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Growth Accelerated Plus ETF - July, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Innovator Growth Accelerated Plus ETF - July (QTJL) has returned -2.20% so far this year and 26.03% over the past 12 months.


Innovator Growth Accelerated Plus ETF - July

1D
3.06%
1M
-2.55%
YTD
-2.20%
6M
0.76%
1Y
26.03%
3Y*
17.68%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 2021, QTJL's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 67% of months were positive and 33% 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 57% 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%-2.20%
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%
20211.93%3.53%-3.74%5.73%0.36%1.43%9.32%

Benchmark Metrics

Innovator Growth Accelerated Plus ETF - July has an annualized alpha of -0.71%, beta of 1.12, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 02, 2021.

  • This ETF participated in 88.25% of S&P 500 Index downside but only 87.43% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 1.12 and R² of 0.86, 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
-0.71%
Beta
1.12
0.86
Upside Capture
87.43%
Downside Capture
88.25%

Expense Ratio

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


Return for Risk

Risk / Return Rank

QTJL ranks 73 for risk / return — better than 73% 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: 7373
Overall Rank
QTJL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 7070
Sortino Ratio Rank
QTJL Omega Ratio Rank: 8383
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6464
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8585
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 a chosen benchmark (S&P 500 Index).


QTJLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.90

+0.23

Sortino ratio

Return per unit of downside risk

1.83

1.39

+0.45

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.69

1.40

+0.29

Martin ratio

Return relative to average drawdown

10.33

6.61

+3.72

Explore QTJL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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.

The current Innovator Growth Accelerated Plus ETF - July drawdown is 3.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.4%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-22.43%Feb 20, 202534Apr 8, 202524May 13, 202558
-10.97%Jul 11, 202418Aug 5, 202446Oct 9, 202464
-6.68%Jan 29, 202642Mar 30, 2026
-5.47%Sep 8, 202119Oct 4, 202113Oct 21, 202132

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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