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Innovator Growth Accelerated ETF - Quarterly (XDQQ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Apr 1, 2021

Region

North America (U.S.)

Leveraged

2x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
XDQQ vs. QQQ XDQQ vs. EALT
Popular comparisons:
XDQQ vs. QQQ XDQQ vs. EALT

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.72%
12.53%
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)

Returns By Period

Innovator Growth Accelerated ETF - Quarterly had a return of 26.70% year-to-date (YTD) and 28.74% in the last 12 months.


XDQQ

YTD

26.70%

1M

4.39%

6M

12.72%

1Y

28.74%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of XDQQ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.89%4.04%1.36%-3.78%7.13%5.30%-1.43%1.68%3.41%-0.18%26.70%
20237.81%1.21%2.91%1.22%6.14%2.24%3.13%0.31%-6.56%-1.41%9.11%1.48%30.15%
2022-8.70%-4.87%4.72%-13.80%-1.64%-9.25%9.61%-1.48%-11.59%3.67%5.95%-9.72%-33.74%
20213.30%0.91%3.05%2.62%3.44%-3.88%5.19%0.57%2.01%18.29%

Expense Ratio

XDQQ features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for XDQQ: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XDQQ is 58, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of XDQQ is 5858
Combined Rank
The Sharpe Ratio Rank of XDQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of XDQQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XDQQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XDQQ is 5454
Calmar Ratio Rank
The Martin Ratio Rank of XDQQ is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Growth Accelerated ETF - Quarterly (XDQQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XDQQ, currently valued at 1.84, compared to the broader market0.002.004.001.842.53
The chart of Sortino ratio for XDQQ, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.453.39
The chart of Omega ratio for XDQQ, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.47
The chart of Calmar ratio for XDQQ, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.693.65
The chart of Martin ratio for XDQQ, currently valued at 9.90, compared to the broader market0.0020.0040.0060.0080.00100.009.9016.21
XDQQ
^GSPC

The current Innovator Growth Accelerated ETF - Quarterly Sharpe ratio is 1.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Growth Accelerated ETF - Quarterly with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.84
2.53
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Growth Accelerated ETF - Quarterly 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
-0.53%
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Growth Accelerated ETF - Quarterly. 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 ETF - Quarterly was 35.63%, occurring on Dec 28, 2022. Recovery took 377 trading sessions.

The current Innovator Growth Accelerated ETF - Quarterly drawdown is 0.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.63%Jan 4, 2022248Dec 28, 2022377Jul 1, 2024625
-12.32%Jul 11, 202420Aug 7, 202435Sep 26, 202455
-6.25%Sep 27, 20216Oct 4, 202118Oct 28, 202124
-5.3%Apr 27, 202112May 12, 202110May 26, 202122
-2.56%Oct 30, 20242Oct 31, 20244Nov 6, 20246

Volatility

Volatility Chart

The current Innovator Growth Accelerated ETF - Quarterly volatility is 4.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.41%
3.97%
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)