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EALT vs. XDQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EALTXDQQ
YTD Return15.24%19.67%
Daily Std Dev8.91%15.92%
Max Drawdown-5.81%-35.63%
Current Drawdown0.00%-0.77%

Correlation

-0.50.00.51.00.9

The correlation between EALT and XDQQ is 0.89, 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.

Performance

EALT vs. XDQQ - Performance Comparison

In the year-to-date period, EALT achieves a 15.24% return, which is significantly lower than XDQQ's 19.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.79%
11.49%
EALT
XDQQ

Compare stocks, funds, or ETFs

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


EALT vs. XDQQ - Expense Ratio Comparison

EALT has a 0.69% expense ratio, which is lower than XDQQ's 0.79% expense ratio.


XDQQ
Innovator Growth Accelerated ETF - Quarterly
Expense ratio chart for XDQQ: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for EALT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

EALT vs. XDQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) 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.


EALT
Sharpe ratio
No data
XDQQ
Sharpe ratio
The chart of Sharpe ratio for XDQQ, currently valued at 1.90, compared to the broader market0.002.004.001.90
Sortino ratio
The chart of Sortino ratio for XDQQ, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.50
Omega ratio
The chart of Omega ratio for XDQQ, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for XDQQ, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.24
Martin ratio
The chart of Martin ratio for XDQQ, currently valued at 10.08, compared to the broader market0.0020.0040.0060.0080.00100.0010.08

EALT vs. XDQQ - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

EALT vs. XDQQ - Dividend Comparison

Neither EALT nor XDQQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EALT vs. XDQQ - Drawdown Comparison

The maximum EALT drawdown since its inception was -5.81%, smaller than the maximum XDQQ drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for EALT and XDQQ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.77%
EALT
XDQQ

Volatility

EALT vs. XDQQ - Volatility Comparison

The current volatility for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) is 3.50%, while Innovator Growth Accelerated ETF - Quarterly (XDQQ) has a volatility of 7.24%. This indicates that EALT experiences smaller price fluctuations and is considered to be less risky than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
3.50%
7.24%
EALT
XDQQ