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QQXL vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQXL vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra QQQ Top 30 (QQXL) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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QQXL vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QQXL achieves a -12.08% return, which is significantly lower than XTJL's -0.71% return.


QQXL

1D
2.82%
1M
-7.39%
YTD
-12.08%
6M
-10.46%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQXL vs. XTJL - Expense Ratio Comparison

QQXL has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

QQXL vs. XTJL — Risk / Return Rank

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

QQXL

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
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.

QQXL vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra QQQ Top 30 (QQXL) 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.

QQXL vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQXLXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.57

-0.76

Correlation

The correlation between QQXL and XTJL is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QQXL vs. XTJL - Dividend Comparison

QQXL's dividend yield for the trailing twelve months is around 0.73%, while XTJL has not paid dividends to shareholders.


Drawdowns

QQXL vs. XTJL - Drawdown Comparison

The maximum QQXL drawdown since its inception was -27.34%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for QQXL and XTJL.


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Drawdown Indicators


QQXLXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-27.34%

-23.24%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-19.73%

-2.12%

-17.61%

Average Drawdown

Average peak-to-trough decline

-7.69%

-4.18%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

QQXL vs. XTJL - Volatility Comparison


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Volatility by Period


QQXLXTJLDifference

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

36.70%

18.18%

+18.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.70%

15.46%

+21.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.70%

15.46%

+21.24%