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DRIP vs. XDQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIP vs. XDQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). The values are adjusted to include any dividend payments, if applicable.

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DRIP vs. XDQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-53.90%-14.81%1.27%-17.24%-73.57%-47.87%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
-6.44%13.75%31.47%30.15%-33.74%18.29%

Returns By Period

In the year-to-date period, DRIP achieves a -53.90% return, which is significantly lower than XDQQ's -6.44% return.


DRIP

1D
4.02%
1M
-30.07%
YTD
-53.90%
6M
-51.15%
1Y
-60.00%
3Y*
-31.92%
5Y*
-46.13%
10Y*
-47.04%

XDQQ

1D
3.48%
1M
-6.32%
YTD
-6.44%
6M
-2.16%
1Y
16.19%
3Y*
17.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRIP vs. XDQQ - Expense Ratio Comparison

DRIP has a 1.07% expense ratio, which is higher than XDQQ's 0.79% expense ratio.


Return for Risk

DRIP vs. XDQQ — Risk / Return Rank

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

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 22
Martin Ratio Rank

XDQQ
XDQQ Risk / Return Rank: 4949
Overall Rank
XDQQ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4545
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5151
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5858
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.

DRIP vs. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


DRIPXDQQDifference

Sharpe ratio

Return per unit of total volatility

-0.90

0.76

-1.66

Sortino ratio

Return per unit of downside risk

-1.52

1.24

-2.76

Omega ratio

Gain probability vs. loss probability

0.83

1.19

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.80

1.28

-2.08

Martin ratio

Return relative to average drawdown

-1.30

5.69

-6.99

DRIP vs. XDQQ - Sharpe Ratio Comparison

The current DRIP Sharpe Ratio is -0.90, which is lower than the XDQQ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DRIP and XDQQ, 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


DRIPXDQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

0.76

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.37

-0.80

Correlation

The correlation between DRIP and XDQQ is -0.24. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DRIP vs. XDQQ - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 4.28%, while XDQQ has not paid dividends to shareholders.


TTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
4.28%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DRIP vs. XDQQ - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for DRIP and XDQQ.


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Drawdown Indicators


DRIPXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-99.95%

-35.63%

-64.32%

Max Drawdown (1Y)

Largest decline over 1 year

-76.02%

-12.64%

-63.38%

Max Drawdown (5Y)

Largest decline over 5 years

-96.75%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

-99.94%

-8.77%

-91.17%

Average Drawdown

Average peak-to-trough decline

-90.30%

-11.15%

-79.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.55%

2.84%

+43.71%

Volatility

DRIP vs. XDQQ - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) has a higher volatility of 14.57% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.14%. This indicates that DRIP's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIPXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

7.14%

+7.43%

Volatility (6M)

Calculated over the trailing 6-month period

38.68%

12.76%

+25.92%

Volatility (1Y)

Calculated over the trailing 1-year period

66.53%

21.40%

+45.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.89%

19.96%

+48.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.12%

19.96%

+77.16%