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APRJ vs. LDUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APRJ vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 30 Barrier ETF - April (APRJ) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APRJ achieves a 3.18% return, which is significantly higher than LDUR's 0.91% return.


APRJ

1D
-0.10%
1M
0.70%
YTD
3.18%
6M
3.64%
1Y
6.91%
3Y*
6.35%
5Y*
10Y*

LDUR

1D
-0.02%
1M
0.15%
YTD
0.91%
6M
1.29%
1Y
4.37%
3Y*
5.11%
5Y*
2.23%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APRJ vs. LDUR - Yearly Performance Comparison


2026 (YTD)202520242023
APRJ
Innovator Premium Income 30 Barrier ETF - April
3.18%5.71%6.24%5.38%
LDUR
PIMCO Enhanced Low Duration Active ETF
0.91%5.76%5.14%3.52%

Correlation

The correlation between APRJ and LDUR is -0.10, 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 (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2023

-0.03

The correlation between APRJ and LDUR shifts across timeframes, from -0.10 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

APRJ vs. LDUR — Risk / Return Rank

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

APRJ
APRJ Risk / Return Rank: 9898
Overall Rank
APRJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
APRJ Sortino Ratio Rank: 9999
Sortino Ratio Rank
APRJ Omega Ratio Rank: 9898
Omega Ratio Rank
APRJ Calmar Ratio Rank: 9999
Calmar Ratio Rank
APRJ Martin Ratio Rank: 9999
Martin Ratio Rank

LDUR
LDUR Risk / Return Rank: 8888
Overall Rank
LDUR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LDUR Sortino Ratio Rank: 9191
Sortino Ratio Rank
LDUR Omega Ratio Rank: 8888
Omega Ratio Rank
LDUR Calmar Ratio Rank: 8585
Calmar Ratio Rank
LDUR Martin Ratio Rank: 9292
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.

APRJ vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 30 Barrier ETF - April (APRJ) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.


APRJLDURDifference
Sharpe ratioReturn per unit of total volatility

+1.80

Sortino ratioReturn per unit of downside risk

+5.15

Omega ratioGain probability vs. loss probability

2.20

1.56

+0.64

Calmar ratioReturn relative to maximum drawdown

34.55

4.70

+29.85

Martin ratioReturn relative to average drawdown

103.47

22.64

+80.83

APRJ vs. LDUR - Sharpe Ratio Comparison

The current APRJ Sharpe Ratio is 4.63, which is higher than the LDUR Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of APRJ and LDUR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


APRJLDURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.63

2.83

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

0.87

+0.94

Drawdowns

APRJ vs. LDUR - Drawdown Comparison

The maximum APRJ drawdown since its inception was -4.68%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for APRJ and LDUR.


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Drawdown Indicators


APRJLDURDifference

Max Drawdown

Largest peak-to-trough decline

-4.68%

-8.68%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-0.93%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

-1.17%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-8.68%

Current Drawdown

Current decline from peak

-0.12%

-0.04%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.12%

-0.85%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

0.19%

-0.12%

Volatility

APRJ vs. LDUR - Volatility Comparison

Innovator Premium Income 30 Barrier ETF - April (APRJ) has a higher volatility of 0.47% compared to PIMCO Enhanced Low Duration Active ETF (LDUR) at 0.44%. This indicates that APRJ's price experiences larger fluctuations and is considered to be riskier than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APRJLDURDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

0.44%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

1.08%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

1.55%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

2.03%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

2.77%

+0.86%

APRJ vs. LDUR - Expense Ratio Comparison

APRJ has a 0.79% expense ratio, which is higher than LDUR's 0.54% expense ratio.


Dividends

APRJ vs. LDUR - Dividend Comparison

APRJ's dividend yield for the trailing twelve months is around 5.27%, more than LDUR's 4.35% yield.


PositionTTM20252024202320222021202020192018201720162015
APRJ
Innovator Premium Income 30 Barrier ETF - April
5.27%5.46%5.88%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDUR
PIMCO Enhanced Low Duration Active ETF
4.35%4.60%4.77%4.11%2.22%0.90%2.15%3.14%2.66%2.08%1.85%2.92%

Frequently Asked Questions


APRJ and LDUR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APRJ has higher volatility (0.47%) compared to LDUR (0.44%). In terms of maximum drawdown, APRJ dropped -4.68% vs LDUR's -8.68%.

On 3-year performance, APRJ leads with 6.35% vs 5.11% for LDUR. On fees, LDUR is cheaper at 0.54% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, APRJ has performed better with a 6.35% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDUR is cheaper with a 0.54% expense ratio, compared with 0.79% for APRJ.

APRJ has the higher dividend yield at 5.27%, compared with 4.35% for LDUR.

APRJ is categorized as Options Trading, while LDUR is Short-Term Bond. They also come from different issuers: Innovator and PIMCO. Their fees differ too: 0.79% for APRJ and 0.54% for LDUR.

APRJ currently has the higher Sharpe Ratio (4.63 vs 2.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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