COHX vs. QTJL

Last updated Aug 4, 2026

COHX (Tradr 2X Long COHR Daily ETF) and QTJL (Innovator Growth Accelerated Plus ETF - July) are both Leveraged Equities funds. COHX is passively managed, while QTJL is actively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. COHX charges 1.49%/yr vs 0.79%/yr for QTJL.

Performance

COHX vs. QTJL - Performance Comparison

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

Returns By Period

COHX

• 1D: 19.22%
• 1M: -32.02%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

QTJL

• 1D: 1.43%
• 1M: -0.57%
• 6M: 2.72%
• YTD: 4.03%
• 1Y: 13.57%
• 3Y*: 17.40%
• 5Y*: 9.12%
• 10Y*: —
• ALL TIME*: 9.62%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COHX Tradr 2X Long COHR Daily ETF	$12.24M	$11.92M	$40.90M
QTJL Innovator Growth Accelerated Plus ETF - July	$205.17K	$322.53K	$250.53K

COHX vs. QTJL - Yearly Performance Comparison

	2026 (YTD)
COHX Tradr 2X Long COHR Daily ETF	10.59%
QTJL Innovator Growth Accelerated Plus ETF - July	3.96%

Correlation

The correlation between COHX and QTJL is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026	0.54

Return for Risk

COHX vs. QTJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COHX

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

QTJL

QTJL Risk / Return Rank: 49
QTJL Sharpe Ratio Rank: 45
QTJL Sortino Ratio Rank: 45
QTJL Omega Ratio Rank: 50
QTJL Calmar Ratio Rank: 43
QTJL Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COHX vs. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long COHR Daily ETF (COHX) 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.

	COHX	QTJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.16	—
Sortino ratio: Return per unit of downside risk	—	1.72	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.61	—
Martin ratio: Return relative to average drawdown	—	7.83	—

Drawdowns

COHX vs. QTJL - Drawdown Comparison

The maximum COHX drawdown since its inception was -77.53%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for COHX and QTJL.

Drawdown Indicators

	COHX	QTJL	Difference
Max Drawdown Largest peak-to-trough decline	-77.53%	-33.40%	-44.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.48%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.40%	—
Current Drawdown Current decline from peak	-62.96%	-3.26%	-59.70%
Average Drawdown Average peak-to-trough decline	-25.62%	-7.74%	-17.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.74%	—

Volatility

Volatility by Period

	COHX	QTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	190.24%	11.73%	+178.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	190.24%	20.45%	+169.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	190.24%	20.30%	+169.94%

COHX vs. QTJL - Expense Ratio Comparison

COHX has a 1.49% expense ratio, which is higher than QTJL's 0.79% expense ratio.

Dividends

COHX vs. QTJL - Dividend Comparison

Neither COHX nor QTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COHX and QTJL in my portfolio?

COHX and QTJL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COHX or QTJL?

On fees, QTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COHX or QTJL?

QTJL is cheaper with a 0.79% expense ratio, compared with 1.49% for COHX.

Which ETF pays a higher dividend yield, COHX or QTJL?

COHX and QTJL have nearly identical dividend yields, around 0.00%.

What is the main difference between COHX and QTJL?

They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.49% for COHX and 0.79% for QTJL.