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QSU vs. XTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSU vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long QS ETF (QSU) 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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Returns By Period

In the year-to-date period, QSU achieves a -70.86% return, which is significantly lower than XTJL's 5.31% return.


QSU

1D
-14.15%
1M
-42.07%
6M
-73.99%
YTD
-70.86%
1Y
3Y*
5Y*
10Y*

XTJL

1D
-0.09%
1M
-0.05%
6M
5.29%
YTD
5.31%
1Y
13.16%
3Y*
14.33%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSU vs. XTJL - Yearly Performance Comparison


Correlation

The correlation between QSU and XTJL is 0.45, 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 Oct 21, 2025

0.45

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Return for Risk

QSU vs. XTJL — Risk / Return Rank

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

QSU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XTJL
XTJL Risk / Return Rank: 7777
Overall Rank
XTJL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 7676
Sortino Ratio Rank
XTJL Omega Ratio Rank: 8484
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6666
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8787
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.

QSU vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long QS ETF (QSU) 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.


QSUXTJLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.69

Martin ratioReturn relative to average drawdown

15.21

QSU vs. XTJL - Sharpe Ratio Comparison


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Drawdowns

QSU vs. XTJL - Drawdown Comparison

The maximum QSU drawdown since its inception was -92.77%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for QSU and XTJL.


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Drawdown Indicators


QSUXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-92.77%

-23.24%

-69.53%

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

-92.07%

-0.44%

-91.63%

Average Drawdown

Average peak-to-trough decline

-75.36%

-3.98%

-71.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

QSU vs. XTJL - Volatility Comparison


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Volatility by Period


QSUXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

154.34%

7.35%

+146.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.34%

15.11%

+139.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

154.34%

15.10%

+139.24%

QSU vs. XTJL - Expense Ratio Comparison

QSU has a 1.31% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Dividends

QSU vs. XTJL - Dividend Comparison

Neither QSU nor XTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QSU and XTJL have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

XTJL is cheaper with a 0.79% expense ratio, compared with 1.31% for QSU.

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

They also come from different issuers: Defiance and Innovator. Their fees differ too: 1.31% for QSU and 0.79% for XTJL.

Portfolio Optimizer

Find the right allocation for QSU and XTJL

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