PortfoliosLab logoPortfoliosLab logo
CLDL vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLDL vs. XTJL - Performance Comparison

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

Loading graphics...

CLDL vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CLDL
Direxion Daily Cloud Computing Bull 2X Shares
0.00%3.74%25.41%84.75%-72.32%-17.87%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-1.36%15.42%14.43%25.72%-15.66%7.28%

Returns By Period


CLDL

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XTJL

1D
2.47%
1M
-2.34%
YTD
-1.36%
6M
1.27%
1Y
15.57%
3Y*
14.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CLDL vs. XTJL - Expense Ratio Comparison

CLDL has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

CLDL vs. XTJL — Risk / Return Rank

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

CLDL

XTJL
XTJL Risk / Return Rank: 5757
Overall Rank
XTJL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5151
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7373
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4545
Calmar Ratio Rank
XTJL Martin Ratio Rank: 7171
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.

CLDL vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Cloud Computing Bull 2X Shares (CLDL) 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.


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

CLDL vs. XTJL - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


CLDLXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Correlation

The correlation between CLDL and XTJL is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CLDL vs. XTJL - Dividend Comparison

CLDL's dividend yield for the trailing twelve months is around 0.21%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021
CLDL
Direxion Daily Cloud Computing Bull 2X Shares
0.21%0.26%0.00%0.00%0.00%4.78%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLDL vs. XTJL - Drawdown Comparison


Loading graphics...

Drawdown Indicators


CLDLXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-2.77%

Average Drawdown

Average peak-to-trough decline

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

CLDL vs. XTJL - Volatility Comparison


Loading graphics...

Volatility by Period


CLDLXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%