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DXD vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXD vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Dow30 (DXD) 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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DXD vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DXD
ProShares UltraShort Dow30
7.86%-21.11%-16.07%-18.77%7.09%-13.10%
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, DXD achieves a 7.86% return, which is significantly higher than XTJL's -1.36% return.


DXD

1D
-4.93%
1M
11.45%
YTD
7.86%
6M
1.61%
1Y
-17.91%
3Y*
-16.52%
5Y*
-13.47%
10Y*
-23.42%

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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DXD vs. XTJL - Expense Ratio Comparison

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


Return for Risk

DXD vs. XTJL — Risk / Return Rank

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

DXD
DXD Risk / Return Rank: 44
Overall Rank
DXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DXD Sortino Ratio Rank: 44
Sortino Ratio Rank
DXD Omega Ratio Rank: 33
Omega Ratio Rank
DXD Calmar Ratio Rank: 55
Calmar Ratio Rank
DXD Martin Ratio Rank: 77
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.

DXD vs. XTJL - Risk-Adjusted Trends Comparison

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


DXDXTJLDifference

Sharpe ratio

Return per unit of total volatility

-0.54

0.86

-1.40

Sortino ratio

Return per unit of downside risk

-0.58

1.38

-1.96

Omega ratio

Gain probability vs. loss probability

0.92

1.28

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.45

1.18

-1.63

Martin ratio

Return relative to average drawdown

-0.61

7.42

-8.03

DXD vs. XTJL - Sharpe Ratio Comparison

The current DXD Sharpe Ratio is -0.54, which is lower than the XTJL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DXD 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


DXDXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

0.86

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.56

-1.19

Correlation

The correlation between DXD and XTJL is -0.84. 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

DXD vs. XTJL - Dividend Comparison

DXD's dividend yield for the trailing twelve months is around 3.43%, while XTJL has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
DXD
ProShares UltraShort Dow30
3.43%4.25%5.91%3.87%0.25%0.00%0.31%1.76%1.15%0.12%
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%

Drawdowns

DXD vs. XTJL - Drawdown Comparison

The maximum DXD drawdown since its inception was -99.69%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for DXD and XTJL.


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Drawdown Indicators


DXDXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-99.69%

-23.24%

-76.45%

Max Drawdown (1Y)

Largest decline over 1 year

-43.03%

-13.81%

-29.22%

Max Drawdown (5Y)

Largest decline over 5 years

-63.50%

Max Drawdown (10Y)

Largest decline over 10 years

-94.37%

Current Drawdown

Current decline from peak

-99.64%

-2.77%

-96.87%

Average Drawdown

Average peak-to-trough decline

-82.15%

-4.18%

-77.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.18%

2.19%

+29.99%

Volatility

DXD vs. XTJL - Volatility Comparison

ProShares UltraShort Dow30 (DXD) has a higher volatility of 9.94% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.44%. This indicates that DXD'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


DXDXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

4.44%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

6.27%

+12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

33.43%

18.18%

+15.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

15.46%

+13.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

15.46%

+19.39%