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EZJ vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZJ vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Japan (EZJ) 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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EZJ vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EZJ
ProShares Ultra MSCI Japan
11.08%42.72%3.31%30.78%-38.23%-1.56%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-0.71%15.42%14.43%25.72%-15.66%7.28%

Returns By Period

In the year-to-date period, EZJ achieves a 11.08% return, which is significantly higher than XTJL's -0.71% return.


EZJ

1D
4.93%
1M
-9.50%
YTD
11.08%
6M
18.75%
1Y
56.99%
3Y*
23.69%
5Y*
4.55%
10Y*
10.14%

XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZJ vs. XTJL - Expense Ratio Comparison

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


Return for Risk

EZJ vs. XTJL — Risk / Return Rank

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

EZJ
EZJ Risk / Return Rank: 7070
Overall Rank
EZJ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
EZJ Omega Ratio Rank: 6666
Omega Ratio Rank
EZJ Calmar Ratio Rank: 7474
Calmar Ratio Rank
EZJ Martin Ratio Rank: 6868
Martin Ratio Rank

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
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.

EZJ vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) 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.


EZJXTJLDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.88

+0.40

Sortino ratio

Return per unit of downside risk

1.85

1.41

+0.44

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

2.06

1.18

+0.87

Martin ratio

Return relative to average drawdown

7.31

7.45

-0.14

EZJ vs. XTJL - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.29, which is higher than the XTJL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EZJ 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


EZJXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.88

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.57

-0.36

Correlation

The correlation between EZJ and XTJL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EZJ vs. XTJL - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.86%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021202020192018
EZJ
ProShares Ultra MSCI Japan
1.86%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%
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%

Drawdowns

EZJ vs. XTJL - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for EZJ and XTJL.


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Drawdown Indicators


EZJXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-23.24%

-35.39%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-13.81%

-12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

Current Drawdown

Current decline from peak

-17.41%

-2.12%

-15.29%

Average Drawdown

Average peak-to-trough decline

-21.39%

-4.18%

-17.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

2.19%

+5.34%

Volatility

EZJ vs. XTJL - Volatility Comparison

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 18.88% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.50%. This indicates that EZJ'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


EZJXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

4.50%

+14.38%

Volatility (6M)

Calculated over the trailing 6-month period

31.15%

6.30%

+24.85%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

18.18%

+26.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

15.46%

+20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

15.46%

+19.09%