CEGX vs. XTJL

Last updated Jul 17, 2026

CEGX (Tradr 2X Long CEG Daily ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. Over the past year, CEGX returned -50.84% vs 13.86% for XTJL. At a 0.37 correlation, their price movements are largely independent. CEGX charges 1.30%/yr vs 0.79%/yr for XTJL.

Performance

CEGX vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CEG Daily ETF (CEGX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CEGX achieves a -57.70% return, which is significantly lower than XTJL's 5.97% return.

CEGX

• 1D: -4.90%
• 1M: -13.33%
• 6M: -53.77%
• YTD: -57.70%
• 1Y: -50.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XTJL

• 1D: -0.42%
• 1M: 0.38%
• 6M: 5.24%
• YTD: 5.97%
• 1Y: 13.86%
• 3Y*: 14.08%
• 5Y*: 9.83%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CEGX vs. XTJL - Yearly Performance Comparison

	2026 (YTD)	2025
CEGX Tradr 2X Long CEG Daily ETF	-57.70%	13.33%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.97%	7.28%

Correlation

The correlation between CEGX and XTJL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025	0.37

Return for Risk

CEGX vs. XTJL — Risk / Return Rank

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

CEGX

CEGX Risk / Return Rank: 5
CEGX Sharpe Ratio Rank: 5
CEGX Sortino Ratio Rank: 6
CEGX Omega Ratio Rank: 6
CEGX Calmar Ratio Rank: 4
CEGX Martin Ratio Rank: 4

XTJL

XTJL Risk / Return Rank: 79
XTJL Sharpe Ratio Rank: 74
XTJL Sortino Ratio Rank: 79
XTJL Omega Ratio Rank: 86
XTJL Calmar Ratio Rank: 68
XTJL Martin Ratio Rank: 89

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.

CEGX vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CEG Daily ETF (CEGX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.

	CEGX	XTJL	Difference
Sharpe ratio: Return per unit of total volatility	-0.55	1.88	-2.43
Sortino ratio: Return per unit of downside risk	-0.40	2.81	-3.21
Omega ratio: Gain probability vs. loss probability	0.95	1.41	-0.46
Calmar ratio: Return relative to maximum drawdown	-0.70	2.72	-3.42
Martin ratio: Return relative to average drawdown	-1.17	15.38	-16.55

CEGX vs. XTJL - Sharpe Ratio Comparison

The current CEGX Sharpe Ratio is -0.55, which is lower than the XTJL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of CEGX and XTJL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CEGX vs. XTJL - Drawdown Comparison

The maximum CEGX drawdown since its inception was -72.88%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for CEGX and XTJL.

Drawdown Indicators

	CEGX	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-23.24%	-49.64%
Max Drawdown (1Y) Largest decline over 1 year	-72.88%	-5.12%	-67.76%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.24%	—
Current Drawdown Current decline from peak	-69.59%	-0.42%	-69.17%
Average Drawdown Average peak-to-trough decline	-37.04%	-3.95%	-33.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.33%	0.90%	+42.43%

Volatility

CEGX vs. XTJL - Volatility Comparison

Tradr 2X Long CEG Daily ETF (CEGX) has a higher volatility of 20.97% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 1.39%. This indicates that CEGX's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CEGX	XTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.97%	1.39%	+19.58%
Volatility (6M) Calculated over the trailing 6-month period	71.18%	5.73%	+65.45%
Volatility (1Y) Calculated over the trailing 1-year period	93.60%	7.40%	+86.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	93.42%	15.10%	+78.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	93.42%	15.05%	+78.37%

CEGX vs. XTJL - Expense Ratio Comparison

CEGX has a 1.30% expense ratio, which is higher than XTJL's 0.79% expense ratio.

Dividends

CEGX vs. XTJL - Dividend Comparison

Neither CEGX nor XTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CEGX and XTJL in my portfolio?

CEGX and XTJL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CEGX or XTJL?

CEGX has higher volatility (20.97%) compared to XTJL (1.39%). In terms of maximum drawdown, CEGX dropped -72.88% vs XTJL's -23.24%.

Which ETF is better, CEGX or XTJL?

On 1-year performance, XTJL leads with 13.86% vs -50.84% for CEGX. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 1.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CEGX or XTJL?

Over the 1-year period, XTJL has performed better with a 13.86% return vs -50.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CEGX or XTJL?

XTJL is cheaper with a 0.79% expense ratio, compared with 1.30% for CEGX.

Which ETF pays a higher dividend yield, CEGX or XTJL?

CEGX and XTJL have nearly identical dividend yields, around 0.00%.

What is the main difference between CEGX and XTJL?

They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.30% for CEGX and 0.79% for XTJL.

Which has better risk-adjusted returns?

XTJL currently has the higher Sharpe Ratio (1.88 vs -0.55), 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.