QPUX vs. XTJL
Compare and contrast key facts about Defiance 2X Daily Long Pure Quantum ETF (QPUX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL).
QPUX and XTJL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QPUX is an actively managed fund by Defiance. It was launched on Aug 6, 2025. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021.
Performance
QPUX vs. XTJL - Performance Comparison
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QPUX vs. XTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QPUX Defiance 2X Daily Long Pure Quantum ETF | -70.94% | -15.90% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | -0.71% | 6.19% |
Returns By Period
In the year-to-date period, QPUX achieves a -70.94% return, which is significantly lower than XTJL's -0.71% return.
QPUX
- 1D
- -7.04%
- 1M
- -46.61%
- YTD
- -70.94%
- 6M
- -88.49%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XTJL
- 1D
- 0.66%
- 1M
- -1.72%
- YTD
- -0.71%
- 6M
- 1.81%
- 1Y
- 16.00%
- 3Y*
- 14.59%
- 5Y*
- —
- 10Y*
- —
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QPUX vs. XTJL - Expense Ratio Comparison
QPUX has a 1.29% expense ratio, which is higher than XTJL's 0.79% expense ratio.
Return for Risk
QPUX vs. XTJL — Risk / Return Rank
QPUX
XTJL
QPUX vs. XTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance 2X Daily Long Pure Quantum ETF (QPUX) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QPUX | XTJL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.48 | 0.57 | -1.05 |
Correlation
The correlation between QPUX and XTJL is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QPUX vs. XTJL - Dividend Comparison
Neither QPUX nor XTJL has paid dividends to shareholders.
Drawdowns
QPUX vs. XTJL - Drawdown Comparison
The maximum QPUX drawdown since its inception was -94.73%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for QPUX and XTJL.
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Drawdown Indicators
| QPUX | XTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.73% | -23.24% | -71.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.81% | — |
Current DrawdownCurrent decline from peak | -94.24% | -2.12% | -92.12% |
Average DrawdownAverage peak-to-trough decline | -57.15% | -4.18% | -52.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.19% | — |
Volatility
QPUX vs. XTJL - Volatility Comparison
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Volatility by Period
| QPUX | XTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.30% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 186.00% | 18.18% | +167.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 186.00% | 15.46% | +170.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 186.00% | 15.46% | +170.54% |