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

ETF Info

IssuerInnovator
Inception DateApr 1, 2021
RegionNorth America (U.S.)
CategoryActively Managed, Leveraged, Leveraged Equities
Leveraged2x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Expense Ratio

The Innovator Growth Accelerated ETF - Quarterly has a high expense ratio of 0.79%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.79%

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.


Innovator Growth Accelerated ETF - Quarterly

Popular comparisons: XDQQ vs. QQQ

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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.35%
15.74%
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator Growth Accelerated ETF - Quarterly had a return of 4.81% year-to-date (YTD) and 21.98% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.81%6.12%
1 month-1.33%-1.08%
6 months11.35%15.73%
1 year21.98%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.89%4.04%1.36%
2023-6.56%-1.41%9.11%1.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XDQQ is 75, suggesting that the investment has average results relative to the market 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 7575
Innovator Growth Accelerated ETF - Quarterly(XDQQ)
The Sharpe Ratio Rank of XDQQ is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of XDQQ is 7676Sortino Ratio Rank
The Omega Ratio Rank of XDQQ is 8282Omega Ratio Rank
The Calmar Ratio Rank of XDQQ is 5959Calmar Ratio Rank
The Martin Ratio Rank of XDQQ is 8080Martin 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.


XDQQ
Sharpe ratio
The chart of Sharpe ratio for XDQQ, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.005.001.70
Sortino ratio
The chart of Sortino ratio for XDQQ, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.002.35
Omega ratio
The chart of Omega ratio for XDQQ, currently valued at 1.34, compared to the broader market1.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for XDQQ, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.000.78
Martin ratio
The chart of Martin ratio for XDQQ, currently valued at 8.18, compared to the broader market0.0020.0040.0060.0080.008.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Innovator Growth Accelerated ETF - Quarterly Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.70
1.89
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.25%
-3.66%
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. The portfolio has not yet recovered.

The current Innovator Growth Accelerated ETF - Quarterly drawdown is 10.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.63%Jan 4, 2022248Dec 28, 2022
-6.25%Sep 27, 20216Oct 4, 202118Oct 28, 202124
-5.3%Apr 27, 202112May 12, 202110May 26, 202122
-2.12%Nov 22, 20219Dec 3, 20213Dec 8, 202112
-2.07%Sep 17, 20212Sep 20, 20213Sep 23, 20215

Volatility

Volatility Chart

The current Innovator Growth Accelerated ETF - Quarterly volatility is 3.58%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.58%
3.44%
XDQQ (Innovator Growth Accelerated ETF - Quarterly)
Benchmark (^GSPC)