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LJUL vs. NVDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LJUL vs. NVDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 15 Buffer ETF - July (LJUL) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LJUL achieves a 1.87% return, which is significantly lower than NVDO's 14.63% return.


LJUL

1D
-0.02%
1M
0.43%
YTD
1.87%
6M
2.26%
1Y
5.60%
3Y*
5Y*
10Y*

NVDO

1D
-5.25%
1M
6.30%
YTD
14.63%
6M
23.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LJUL vs. NVDO - Yearly Performance Comparison


Correlation

The correlation between LJUL and NVDO is 0.44, 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 Aug 14, 2025

0.44

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Return for Risk

LJUL vs. NVDO — Risk / Return Rank

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

LJUL
LJUL Risk / Return Rank: 9797
Overall Rank
LJUL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LJUL Sortino Ratio Rank: 9797
Sortino Ratio Rank
LJUL Omega Ratio Rank: 9797
Omega Ratio Rank
LJUL Calmar Ratio Rank: 9797
Calmar Ratio Rank
LJUL Martin Ratio Rank: 9898
Martin Ratio Rank

NVDO
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.

LJUL vs. NVDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 15 Buffer ETF - July (LJUL) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). 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.


LJULNVDODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.88

Calmar ratioReturn relative to maximum drawdown

10.73

Martin ratioReturn relative to average drawdown

54.09

LJUL vs. NVDO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LJULNVDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

1.08

+0.71

Drawdowns

LJUL vs. NVDO - Drawdown Comparison

The maximum LJUL drawdown since its inception was -3.21%, smaller than the maximum NVDO drawdown of -16.25%. Use the drawdown chart below to compare losses from any high point for LJUL and NVDO.


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Drawdown Indicators


LJULNVDODifference

Max Drawdown

Largest peak-to-trough decline

-3.21%

-16.25%

+13.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.52%

Current Drawdown

Current decline from peak

-0.02%

-6.14%

+6.12%

Average Drawdown

Average peak-to-trough decline

-0.11%

-4.97%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

Volatility

LJUL vs. NVDO - Volatility Comparison


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Volatility by Period


LJULNVDODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

32.39%

-30.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.24%

32.39%

-29.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

32.39%

-29.15%

LJUL vs. NVDO - Expense Ratio Comparison

LJUL has a 0.79% expense ratio, which is higher than NVDO's 0.77% expense ratio.


Dividends

LJUL vs. NVDO - Dividend Comparison

LJUL's dividend yield for the trailing twelve months is around 5.23%, less than NVDO's 14.53% yield.


Frequently Asked Questions


LJUL and NVDO have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NVDO is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVDO is cheaper with a 0.77% expense ratio, compared with 0.79% for LJUL.

NVDO has the higher dividend yield at 14.53%, compared with 5.23% for LJUL.

They also come from different issuers: Innovator and Leverage Shares. Their fees differ too: 0.79% for LJUL and 0.77% for NVDO.

Portfolio Optimizer

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