LEUX vs. XTJL

Last updated Aug 1, 2026

LEUX (Tradr 2X Long LEU Daily ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. LEUX is passively managed, while XTJL is actively managed. Their 0.48 correlation means their historical movements had little consistent relationship. LEUX charges 1.49%/yr vs 0.79%/yr for XTJL.

Performance

LEUX vs. XTJL - Performance Comparison

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

Returns By Period

LEUX

• 1D: 1.73%
• 1M: 11.65%
• 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)
LEUX Tradr 2X Long LEU Daily ETF	$496.17K	$699.65K	$1.16M
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	$26.11K	$26.81K	$267.40K

LEUX vs. XTJL - Yearly Performance Comparison

	2026 (YTD)
LEUX Tradr 2X Long LEU Daily ETF	-48.89%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.38%

Correlation

The correlation between LEUX and XTJL is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026	0.48

Return for Risk

LEUX vs. XTJL — Risk / Return Rank

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

LEUX

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.

LEUX vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LEU Daily ETF (LEUX) 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.

	LEUX	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

LEUX vs. XTJL - Drawdown Comparison

The maximum LEUX drawdown since its inception was -65.28%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for LEUX and XTJL.

Drawdown Indicators

	LEUX	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	-65.28%	-23.24%	-42.04%
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	-51.63%	-0.09%	-51.54%
Average Drawdown Average peak-to-trough decline	-32.38%	-3.92%	-28.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.93%	—

Volatility

Volatility by Period

	LEUX	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	162.26%	7.79%	+154.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	162.26%	15.11%	+147.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	162.26%	15.03%	+147.23%

LEUX vs. XTJL - Expense Ratio Comparison

LEUX has a 1.49% expense ratio, which is higher than XTJL's 0.79% expense ratio.

Dividends

LEUX vs. XTJL - Dividend Comparison

Neither LEUX nor XTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LEUX and XTJL in my portfolio?

LEUX and XTJL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LEUX 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, LEUX or XTJL?

XTJL is cheaper with a 0.79% expense ratio, compared with 1.49% for LEUX.

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

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

What is the main difference between LEUX and XTJL?

They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.49% for LEUX and 0.79% for XTJL.