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ADBU vs. QTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBU vs. QTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily ADBE Bull 2X ETF (ADBU) and Innovator Growth Accelerated Plus ETF - July (QTJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ADBU

1D
-4.40%
1M
-0.73%
YTD
6M
1Y
3Y*
5Y*
10Y*

QTJL

1D
-0.01%
1M
1.20%
YTD
7.15%
6M
7.91%
1Y
20.52%
3Y*
19.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBU vs. QTJL - Yearly Performance Comparison


Correlation

The correlation between ADBU and QTJL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.06

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Return for Risk

ADBU vs. QTJL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADBU

QTJL
QTJL Risk / Return Rank: 6868
Overall Rank
QTJL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6363
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7070
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8181
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.

ADBU vs. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ADBE Bull 2X ETF (ADBU) and Innovator Growth Accelerated Plus ETF - July (QTJL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ADBU vs. QTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ADBUQTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.52

+0.20

Drawdowns

ADBU vs. QTJL - Drawdown Comparison

The maximum ADBU drawdown since its inception was -16.09%, smaller than the maximum QTJL drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for ADBU and QTJL.


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Drawdown Indicators


ADBUQTJLDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-33.40%

+17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Current Drawdown

Current decline from peak

-12.99%

-0.01%

-12.98%

Average Drawdown

Average peak-to-trough decline

-6.33%

-7.94%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

ADBU vs. QTJL - Volatility Comparison


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Volatility by Period


ADBUQTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

90.05%

10.01%

+80.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.05%

20.42%

+69.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.05%

20.42%

+69.63%

ADBU vs. QTJL - Expense Ratio Comparison

ADBU has a 0.97% expense ratio, which is higher than QTJL's 0.79% expense ratio.


Dividends

ADBU vs. QTJL - Dividend Comparison

Neither ADBU nor QTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ADBU and QTJL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTJL is cheaper with a 0.79% expense ratio, compared with 0.97% for ADBU.

ADBU and QTJL have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Direxion and Innovator. Their fees differ too: 0.97% for ADBU and 0.79% for QTJL.

Portfolio Optimizer

Find the right allocation for ADBU and QTJL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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