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KLAG vs. XTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLAG vs. XTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long KLAC Daily ETF (KLAG) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KLAG achieves a 156.16% return, which is significantly higher than XTAP's 11.13% return.


KLAG

1D
0.41%
1M
47.07%
YTD
156.16%
6M
1Y
3Y*
5Y*
10Y*

XTAP

1D
0.15%
1M
2.02%
YTD
11.13%
6M
12.15%
1Y
21.20%
3Y*
18.01%
5Y*
11.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAG vs. XTAP - Yearly Performance Comparison


Correlation

The correlation between KLAG and XTAP is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 19, 2025

0.47

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Return for Risk

KLAG vs. XTAP — Risk / Return Rank

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

KLAG

XTAP
XTAP Risk / Return Rank: 9898
Overall Rank
XTAP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 9898
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9898
Omega Ratio Rank
XTAP Calmar Ratio Rank: 9898
Calmar Ratio Rank
XTAP Martin Ratio Rank: 9898
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.

KLAG vs. XTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long KLAC Daily ETF (KLAG) and Innovator U.S. Equity Accelerated Plus ETF (XTAP). 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.

KLAG vs. XTAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KLAGXTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

6.15

0.80

+5.35

Drawdowns

KLAG vs. XTAP - Drawdown Comparison

The maximum KLAG drawdown since its inception was -42.37%, which is greater than XTAP's maximum drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for KLAG and XTAP.


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Drawdown Indicators


KLAGXTAPDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-22.13%

-20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-15.46%

-3.45%

-12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

Volatility

KLAG vs. XTAP - Volatility Comparison


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Volatility by Period


KLAGXTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

108.73%

4.68%

+104.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.73%

14.54%

+94.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.73%

14.40%

+94.33%

KLAG vs. XTAP - Expense Ratio Comparison

KLAG has a 0.75% expense ratio, which is lower than XTAP's 0.79% expense ratio.


Dividends

KLAG vs. XTAP - Dividend Comparison

Neither KLAG nor XTAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KLAG and XTAP have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KLAG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KLAG is cheaper with a 0.75% expense ratio, compared with 0.79% for XTAP.

KLAG and XTAP have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Leverage Shares and Innovator. Their fees differ too: 0.75% for KLAG and 0.79% for XTAP.

Portfolio Optimizer

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