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FFTY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FFTY achieves a 20.94% return, which is significantly lower than UGA's 64.09% return. Over the past 10 years, FFTY has underperformed UGA with an annualized return of 7.91%, while UGA has yielded a comparatively higher 14.31% annualized return.


FFTY

1D
-4.21%
1M
5.39%
YTD
20.94%
6M
18.21%
1Y
36.43%
3Y*
21.26%
5Y*
-0.44%
10Y*
7.91%

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTY vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
20.94%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between FFTY and UGA is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2015

0.15

The correlation between FFTY and UGA shifts across timeframes, from -0.11 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FFTY vs. UGA — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 3030
Overall Rank
FFTY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2727
Sortino Ratio Rank
FFTY Omega Ratio Rank: 2929
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

FFTY vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FFTYUGADifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratioReturn relative to maximum drawdown

1.57

3.17

-1.59

Martin ratioReturn relative to average drawdown

4.14

9.39

-5.25

FFTY vs. UGA - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 1.02, which is lower than the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FFTY and UGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFTY vs. UGA - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for FFTY and UGA.


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Drawdown Indicators


FFTYUGADifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-86.59%

+27.13%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-18.96%

-4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

-26.68%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-38.11%

-21.35%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-75.89%

+16.43%

Current Drawdown

Current decline from peak

-14.76%

-18.05%

+3.29%

Average Drawdown

Average peak-to-trough decline

-22.34%

-36.69%

+14.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.82%

6.43%

+2.39%

Volatility

FFTY vs. UGA - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 13.44% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

9.24%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

30.57%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

35.99%

35.22%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

34.45%

-4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

37.22%

-9.55%

FFTY vs. UGA - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than UGA's 0.75% expense ratio.


Dividends

FFTY vs. UGA - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.11%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.11%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFTY and UGA have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFTY has higher volatility (13.44%) compared to UGA (9.24%). In terms of maximum drawdown, FFTY dropped -59.46% vs UGA's -86.59%.

On 10-year performance, UGA leads with 14.31% vs 7.91% for FFTY. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.31% return vs 7.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.11%, compared with 0.00% for UGA.

FFTY is categorized as Large Cap Growth Equities, while UGA is Oil & Gas. FFTY tracks IBD 50 Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Innovator and Concierge Technologies. Their fees differ too: 0.80% for FFTY and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FFTY and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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