FBGX vs. XTJL

Last updated Apr 2, 2026

Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL).

FBGX and XTJL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021.

Performance

FBGX vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

FBGX vs. XTJL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	35.73%	83.74%	-56.41%	24.80%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	-0.71%	15.42%	14.43%	25.72%	-15.66%	7.28%

Returns By Period

FBGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

FBGX vs. XTJL - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than XTJL's 0.79% expense ratio.

FBGX

UBS AG FI Enhanced Large Cap Growth ETN

XTJL

Innovator U.S. Equity Accelerated Plus ETF - July

Return for Risk

FBGX vs. XTJL — Risk / Return Rank

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

XTJL

XTJL Risk / Return Rank: 55
XTJL Sharpe Ratio Rank: 45
XTJL Sortino Ratio Rank: 50
XTJL Omega Ratio Rank: 72
XTJL Calmar Ratio Rank: 41
XTJL Martin Ratio Rank: 66

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.

FBGX vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG FI Enhanced Large Cap Growth ETN (FBGX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FBGX	XTJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.57	—

Correlation

The correlation between FBGX and XTJL is 0.71, 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

FBGX vs. XTJL - Dividend Comparison

Neither FBGX nor XTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	FBGX	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	—	-23.24%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.81%	—
Current Drawdown Current decline from peak	—	-2.12%	—
Average Drawdown Average peak-to-trough decline	—	-4.18%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.19%	—

Volatility

Volatility by Period

	FBGX	XTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.18%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.46%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.46%	—