ASTX vs. XDSQ
ASTX (Tradr 2X Long ASTS Daily ETF) and XDSQ (Innovator US Equity Accelerated ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, ASTX returned -42.09% vs 14.35% for XDSQ. At a 0.36 correlation, their price movements are largely independent. ASTX charges 1.30%/yr vs 0.79%/yr for XDSQ.
Performance
ASTX vs. XDSQ - Performance Comparison
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Returns By Period
In the year-to-date period, ASTX achieves a -61.97% return, which is significantly lower than XDSQ's 3.80% return.
ASTX
- 1D
- -15.53%
- 1M
- -39.48%
- 6M
- -77.89%
- YTD
- -61.97%
- 1Y
- -42.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDSQ
- 1D
- -0.49%
- 1M
- 0.79%
- 6M
- 2.05%
- YTD
- 3.80%
- 1Y
- 14.35%
- 3Y*
- 14.24%
- 5Y*
- 9.51%
- 10Y*
- —
ASTX vs. XDSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASTX Tradr 2X Long ASTS Daily ETF | -61.97% | 63.68% |
XDSQ Innovator US Equity Accelerated ETF | 3.80% | 9.93% |
Correlation
The correlation between ASTX and XDSQ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025 | 0.36 |
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Return for Risk
ASTX vs. XDSQ — Risk / Return Rank
ASTX
XDSQ
ASTX vs. XDSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long ASTS Daily ETF (ASTX) and Innovator US Equity Accelerated ETF (XDSQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ASTX | XDSQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.50 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.80 | 7.16 | -7.96 |
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Drawdowns
ASTX vs. XDSQ - Drawdown Comparison
The maximum ASTX drawdown since its inception was -84.62%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for ASTX and XDSQ.
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Drawdown Indicators
| ASTX | XDSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.62% | -26.06% | -58.56% |
Max Drawdown (1Y)Largest decline over 1 year | -84.62% | -9.60% | -75.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.06% | — |
Current DrawdownCurrent decline from peak | -84.62% | -0.49% | -84.13% |
Average DrawdownAverage peak-to-trough decline | -47.33% | -4.87% | -42.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.44% | 2.01% | +50.43% |
Volatility
ASTX vs. XDSQ - Volatility Comparison
Tradr 2X Long ASTS Daily ETF (ASTX) has a higher volatility of 73.52% compared to Innovator US Equity Accelerated ETF (XDSQ) at 1.42%. This indicates that ASTX's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASTX | XDSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 73.52% | 1.42% | +72.10% |
Volatility (6M)Calculated over the trailing 6-month period | 163.21% | 7.91% | +155.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 215.94% | 10.55% | +205.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 215.62% | 15.27% | +200.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 215.62% | 14.96% | +200.66% |
ASTX vs. XDSQ - Expense Ratio Comparison
ASTX has a 1.30% expense ratio, which is higher than XDSQ's 0.79% expense ratio.
Dividends
ASTX vs. XDSQ - Dividend Comparison
Neither ASTX nor XDSQ has paid dividends to shareholders.
Frequently Asked Questions
ASTX and XDSQ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASTX has higher volatility (73.52%) compared to XDSQ (1.42%). In terms of maximum drawdown, ASTX dropped -84.62% vs XDSQ's -26.06%.
On 1-year performance, XDSQ leads with 14.35% vs -42.09% for ASTX. On fees, XDSQ is cheaper at 0.79% per year. On volatility, XDSQ has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XDSQ has performed better with a 14.35% return vs -42.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XDSQ is cheaper with a 0.79% expense ratio, compared with 1.30% for ASTX.
ASTX and XDSQ have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.30% for ASTX and 0.79% for XDSQ.
XDSQ currently has the higher Sharpe Ratio (1.37 vs -0.20), 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.
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