FGRU vs. XTJL

Last updated Aug 1, 2026

FGRU (T-REX 2X Long FIGR Daily Target ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. FGRU is passively managed, while XTJL is actively managed. Their 0.29 correlation means their historical movements had little consistent relationship. FGRU charges 1.50%/yr vs 0.79%/yr for XTJL.

Performance

FGRU vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long FIGR Daily Target ETF (FGRU) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FGRU

• 1D: -7.59%
• 1M: -50.23%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

XTJL

• 1D: 0.76%
• 1M: 0.96%
• 6M: 5.49%
• YTD: 6.32%
• 1Y: 14.27%
• 3Y*: 13.98%
• 5Y*: 9.55%
• 10Y*: —
• ALL TIME*: 9.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FGRU T-REX 2X Long FIGR Daily Target ETF	$406.99K	$601.26K	$773.35K
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	$26.11K	$26.81K	$267.40K

FGRU vs. XTJL - Yearly Performance Comparison

	2026 (YTD)
FGRU T-REX 2X Long FIGR Daily Target ETF	-74.82%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.73%

Correlation

The correlation between FGRU and XTJL is 0.29, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	0.29

Return for Risk

FGRU vs. XTJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FGRU

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

XTJL

XTJL Risk / Return Rank: 79
XTJL Sharpe Ratio Rank: 74
XTJL Sortino Ratio Rank: 77
XTJL Omega Ratio Rank: 84
XTJL Calmar Ratio Rank: 73
XTJL Martin Ratio Rank: 89

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FGRU vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long FIGR Daily Target ETF (FGRU) 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.

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.

	FGRU	XTJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.68	—
Sortino ratio: Return per unit of downside risk	—	2.48	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	2.55	—
Martin ratio: Return relative to average drawdown	—	14.07	—

Drawdowns

FGRU vs. XTJL - Drawdown Comparison

The maximum FGRU drawdown since its inception was -74.82%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for FGRU and XTJL.

Drawdown Indicators

	FGRU	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	-74.82%	-23.24%	-51.58%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.24%	—
Current Drawdown Current decline from peak	-74.82%	-0.09%	-74.73%
Average Drawdown Average peak-to-trough decline	-45.84%	-3.92%	-41.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.93%	—

Volatility

Volatility by Period

	FGRU	XTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	190.58%	7.79%	+182.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	190.58%	15.11%	+175.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	190.58%	15.03%	+175.55%

FGRU vs. XTJL - Expense Ratio Comparison

FGRU has a 1.50% expense ratio, which is higher than XTJL's 0.79% expense ratio.

Dividends

FGRU vs. XTJL - Dividend Comparison

Neither FGRU nor XTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FGRU and XTJL in my portfolio?

FGRU and XTJL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FGRU or XTJL?

On fees, XTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FGRU or XTJL?

XTJL is cheaper with a 0.79% expense ratio, compared with 1.50% for FGRU.

Which ETF pays a higher dividend yield, FGRU or XTJL?

FGRU and XTJL have nearly identical dividend yields, around 0.00%.

What is the main difference between FGRU and XTJL?

They also come from different issuers: T-Rex and Innovator. Their fees differ too: 1.50% for FGRU and 0.79% for XTJL.