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QBUL vs. OCTQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBUL vs. OCTQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Quarterly Bull Hedge ETF (QBUL) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QBUL

1D
0.12%
1M
1.73%
YTD
2.81%
6M
2.73%
1Y
6.05%
3Y*
5Y*
10Y*

OCTQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBUL vs. OCTQ - Yearly Performance Comparison


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Return for Risk

QBUL vs. OCTQ — Risk / Return Rank

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

QBUL
QBUL Risk / Return Rank: 4747
Overall Rank
QBUL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QBUL Sortino Ratio Rank: 5151
Sortino Ratio Rank
QBUL Omega Ratio Rank: 5050
Omega Ratio Rank
QBUL Calmar Ratio Rank: 5050
Calmar Ratio Rank
QBUL Martin Ratio Rank: 3333
Martin Ratio Rank

OCTQ
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.

QBUL vs. OCTQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Quarterly Bull Hedge ETF (QBUL) and Innovator Premium Income 40 Barrier ETF - October (OCTQ). 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.


QBULOCTQDifference

Sharpe ratio

Return per unit of total volatility

1.72

Sortino ratio

Return per unit of downside risk

2.53

Omega ratio

Gain probability vs. loss probability

1.32

Calmar ratio

Return relative to maximum drawdown

2.53

Martin ratio

Return relative to average drawdown

5.02

QBUL vs. OCTQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QBULOCTQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

Drawdowns

QBUL vs. OCTQ - Drawdown Comparison

The maximum QBUL drawdown since its inception was -2.45%, which is greater than OCTQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for QBUL and OCTQ.


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Drawdown Indicators


QBULOCTQDifference

Max Drawdown

Largest peak-to-trough decline

-2.45%

0.00%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.98%

0.00%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

Volatility

QBUL vs. OCTQ - Volatility Comparison


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Volatility by Period


QBULOCTQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

0.00%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.78%

0.00%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.78%

0.00%

+3.78%

QBUL vs. OCTQ - Expense Ratio Comparison

Both QBUL and OCTQ have an expense ratio of 0.79%.


Dividends

QBUL vs. OCTQ - Dividend Comparison

QBUL's dividend yield for the trailing twelve months is around 8.70%, while OCTQ has not paid dividends to shareholders.


PositionTTM20252024
OCTQ
Innovator Premium Income 40 Barrier ETF - October
0.00%0.00%0.00%
QBUL
TrueShares Quarterly Bull Hedge ETF
8.70%8.94%1.82%

Frequently Asked Questions


Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QBUL and OCTQ have the same expense ratio: 0.79% per year.

QBUL has the higher dividend yield at 8.70%, compared with 0.00% for OCTQ.

They also come from different issuers: TrueShares and Innovator.

Portfolio Optimizer

Find the right allocation for QBUL and OCTQ

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