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QTAP vs. QYLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTAP vs. QYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - April (QTAP) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). The values are adjusted to include any dividend payments, if applicable.

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QTAP vs. QYLG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QTAP
Innovator Growth Accelerated Plus ETF - April
3.02%19.36%17.34%43.32%-25.87%15.63%
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
-2.27%15.29%22.02%38.73%-26.27%15.19%

Returns By Period

In the year-to-date period, QTAP achieves a 3.02% return, which is significantly higher than QYLG's -2.27% return.


QTAP

1D
1.74%
1M
1.79%
YTD
3.02%
6M
5.43%
1Y
21.08%
3Y*
19.58%
5Y*
10Y*

QYLG

1D
0.82%
1M
-2.54%
YTD
-2.27%
6M
2.01%
1Y
20.32%
3Y*
17.95%
5Y*
10.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTAP vs. QYLG - Expense Ratio Comparison

QTAP has a 0.79% expense ratio, which is higher than QYLG's 0.60% expense ratio.


Return for Risk

QTAP vs. QYLG — Risk / Return Rank

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

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7777
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9696
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6666
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
Martin Ratio Rank

QYLG
QYLG Risk / Return Rank: 6868
Overall Rank
QYLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QYLG Sortino Ratio Rank: 6565
Sortino Ratio Rank
QYLG Omega Ratio Rank: 6868
Omega Ratio Rank
QYLG Calmar Ratio Rank: 7070
Calmar Ratio Rank
QYLG Martin Ratio Rank: 8080
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.

QTAP vs. QYLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - April (QTAP) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). 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.


QTAPQYLGDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.08

+0.21

Sortino ratio

Return per unit of downside risk

2.05

1.70

+0.36

Omega ratio

Gain probability vs. loss probability

1.50

1.26

+0.25

Calmar ratio

Return relative to maximum drawdown

1.81

1.85

-0.03

Martin ratio

Return relative to average drawdown

12.95

9.05

+3.90

QTAP vs. QYLG - Sharpe Ratio Comparison

The current QTAP Sharpe Ratio is 1.29, which is comparable to the QYLG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of QTAP and QYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QTAPQYLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.08

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.67

-0.03

Correlation

The correlation between QTAP and QYLG is 0.90, 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

QTAP vs. QYLG - Dividend Comparison

QTAP has not paid dividends to shareholders, while QYLG's dividend yield for the trailing twelve months is around 18.82%.


TTM202520242023202220212020
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
18.82%17.93%25.27%5.43%6.91%10.15%1.44%

Drawdowns

QTAP vs. QYLG - Drawdown Comparison

The maximum QTAP drawdown since its inception was -29.44%, roughly equal to the maximum QYLG drawdown of -29.98%. Use the drawdown chart below to compare losses from any high point for QTAP and QYLG.


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Drawdown Indicators


QTAPQYLGDifference

Max Drawdown

Largest peak-to-trough decline

-29.44%

-29.98%

+0.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-11.45%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

Current Drawdown

Current decline from peak

0.00%

-4.76%

+4.76%

Average Drawdown

Average peak-to-trough decline

-5.21%

-6.60%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.33%

-0.65%

Volatility

QTAP vs. QYLG - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - April (QTAP) is 1.88%, while Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a volatility of 5.88%. This indicates that QTAP experiences smaller price fluctuations and is considered to be less risky than QYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTAPQYLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

5.88%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

10.16%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

18.87%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

18.07%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

18.09%

+0.94%