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DDM vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDM vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Dow30 (DDM) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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DDM vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DDM
ProShares Ultra Dow30
-7.34%20.59%21.60%24.34%-19.48%10.35%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-1.36%15.42%14.43%25.72%-15.66%7.28%

Returns By Period

In the year-to-date period, DDM achieves a -7.34% return, which is significantly lower than XTJL's -1.36% return.


DDM

1D
0.92%
1M
-9.73%
YTD
-7.34%
6M
-1.68%
1Y
16.27%
3Y*
19.19%
5Y*
10.41%
10Y*
17.63%

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)

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DDM vs. XTJL - Expense Ratio Comparison

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


Return for Risk

DDM vs. XTJL — Risk / Return Rank

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

DDM
DDM Risk / Return Rank: 2929
Overall Rank
DDM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
DDM Omega Ratio Rank: 2929
Omega Ratio Rank
DDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
DDM Martin Ratio Rank: 3030
Martin Ratio Rank

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.

DDM vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Dow30 (DDM) 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.


DDMXTJLDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.86

-0.37

Sortino ratio

Return per unit of downside risk

0.92

1.38

-0.46

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.15

Calmar ratio

Return relative to maximum drawdown

0.77

1.18

-0.41

Martin ratio

Return relative to average drawdown

2.63

7.42

-4.79

DDM vs. XTJL - Sharpe Ratio Comparison

The current DDM Sharpe Ratio is 0.49, which is lower than the XTJL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DDM and XTJL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DDMXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.86

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.56

-0.19

Correlation

The correlation between DDM and XTJL is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DDM vs. XTJL - Dividend Comparison

DDM's dividend yield for the trailing twelve months is around 1.08%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
DDM
ProShares Ultra Dow30
1.08%0.94%1.00%0.27%0.83%0.18%0.31%0.62%0.89%0.68%1.08%1.23%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DDM vs. XTJL - Drawdown Comparison

The maximum DDM drawdown since its inception was -81.70%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for DDM and XTJL.


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Drawdown Indicators


DDMXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-81.70%

-23.24%

-58.46%

Max Drawdown (1Y)

Largest decline over 1 year

-20.92%

-13.81%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

Max Drawdown (10Y)

Largest decline over 10 years

-63.13%

Current Drawdown

Current decline from peak

-14.36%

-2.77%

-11.59%

Average Drawdown

Average peak-to-trough decline

-17.44%

-4.18%

-13.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

2.19%

+3.93%

Volatility

DDM vs. XTJL - Volatility Comparison

ProShares Ultra Dow30 (DDM) has a higher volatility of 9.85% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.44%. This indicates that DDM'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.


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Volatility by Period


DDMXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

4.44%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.54%

6.27%

+12.27%

Volatility (1Y)

Calculated over the trailing 1-year period

33.55%

18.18%

+15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.42%

15.46%

+13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.69%

15.46%

+19.23%