BOEG vs. QTJL
BOEG (Leverage Shares 2X Long BA Daily ETF) and QTJL (Innovator Growth Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. Over the past year, BOEG returned -4.03% vs 18.39% for QTJL. At a 0.37 correlation, their price movements are largely independent. BOEG charges 0.75%/yr vs 0.79%/yr for QTJL.
Performance
BOEG vs. QTJL - Performance Comparison
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Returns By Period
In the year-to-date period, BOEG achieves a -9.75% return, which is significantly lower than QTJL's 7.41% return.
BOEG
- 1D
- -2.13%
- 1M
- -3.15%
- YTD
- -9.75%
- 6M
- -11.04%
- 1Y
- -4.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QTJL
- 1D
- 0.01%
- 1M
- 0.38%
- YTD
- 7.41%
- 6M
- 6.99%
- 1Y
- 18.39%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
BOEG vs. QTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BOEG Leverage Shares 2X Long BA Daily ETF | -9.75% | 6.85% |
QTJL Innovator Growth Accelerated Plus ETF - July | 7.41% | 11.27% |
Correlation
The correlation between BOEG and QTJL 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 Jun 13, 2025 | 0.37 |
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Return for Risk
BOEG vs. QTJL — Risk / Return Rank
BOEG
QTJL
BOEG vs. QTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BA Daily ETF (BOEG) 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.
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.
| BOEG | QTJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.76 | -2.85 |
| Martin ratioReturn relative to average drawdown | -0.17 | 14.56 | -14.73 |
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Drawdowns
BOEG vs. QTJL - Drawdown Comparison
The maximum BOEG drawdown since its inception was -46.47%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for BOEG and QTJL.
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Drawdown Indicators
| BOEG | QTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.47% | -33.40% | -13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -46.47% | -6.68% | -39.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.43% | — |
Current DrawdownCurrent decline from peak | -32.24% | -0.01% | -32.23% |
Average DrawdownAverage peak-to-trough decline | -19.66% | -7.84% | -11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 1.27% | +22.37% |
Volatility
BOEG vs. QTJL - Volatility Comparison
Leverage Shares 2X Long BA Daily ETF (BOEG) has a higher volatility of 21.94% compared to Innovator Growth Accelerated Plus ETF - July (QTJL) at 0.59%. This indicates that BOEG's price experiences larger fluctuations and is considered to be riskier than QTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOEG | QTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.94% | 0.59% | +21.35% |
Volatility (6M)Calculated over the trailing 6-month period | 46.89% | 7.37% | +39.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.38% | 9.86% | +54.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.91% | 20.29% | +43.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.91% | 20.29% | +43.62% |
BOEG vs. QTJL - Expense Ratio Comparison
BOEG has a 0.75% expense ratio, which is lower than QTJL's 0.79% expense ratio.
Dividends
BOEG vs. QTJL - Dividend Comparison
Neither BOEG nor QTJL has paid dividends to shareholders.
Frequently Asked Questions
BOEG and QTJL 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.
BOEG has higher volatility (21.94%) compared to QTJL (0.59%). In terms of maximum drawdown, BOEG dropped -46.47% vs QTJL's -33.40%.
On 1-year performance, QTJL leads with 18.39% vs -4.03% for BOEG. On fees, BOEG is cheaper at 0.75% per year. On volatility, QTJL has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QTJL has performed better with a 18.39% return vs -4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOEG is cheaper with a 0.75% expense ratio, compared with 0.79% for QTJL.
BOEG and QTJL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and Innovator. Their fees differ too: 0.75% for BOEG and 0.79% for QTJL.
QTJL currently has the higher Sharpe Ratio (1.87 vs -0.06), 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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