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QTAP vs. URTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTAP vs. URTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - April (QTAP) and ProShares UltraPro Russell2000 (URTY). The values are adjusted to include any dividend payments, if applicable.

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QTAP vs. URTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QTAP
Innovator Growth Accelerated Plus ETF - April
1.26%19.36%17.34%43.32%-25.87%15.63%
URTY
ProShares UltraPro Russell2000
-2.90%9.26%7.38%24.43%-62.81%-8.74%

Returns By Period

In the year-to-date period, QTAP achieves a 1.26% return, which is significantly higher than URTY's -2.90% return.


QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*

URTY

1D
10.50%
1M
-16.23%
YTD
-2.90%
6M
-2.24%
1Y
51.62%
3Y*
11.95%
5Y*
-13.62%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTAP vs. URTY - Expense Ratio Comparison

QTAP has a 0.79% expense ratio, which is lower than URTY's 0.95% expense ratio.


Return for Risk

QTAP vs. URTY — 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: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
Martin Ratio Rank

URTY
URTY Risk / Return Rank: 5050
Overall Rank
URTY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
URTY Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTY Omega Ratio Rank: 4949
Omega Ratio Rank
URTY Calmar Ratio Rank: 5555
Calmar Ratio Rank
URTY Martin Ratio Rank: 4646
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. URTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - April (QTAP) and ProShares UltraPro Russell2000 (URTY). 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.


QTAPURTYDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.74

+0.47

Sortino ratio

Return per unit of downside risk

1.94

1.41

+0.53

Omega ratio

Gain probability vs. loss probability

1.48

1.18

+0.30

Calmar ratio

Return relative to maximum drawdown

1.73

1.31

+0.42

Martin ratio

Return relative to average drawdown

12.34

4.15

+8.18

QTAP vs. URTY - Sharpe Ratio Comparison

The current QTAP Sharpe Ratio is 1.22, which is higher than the URTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of QTAP and URTY, 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


QTAPURTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.74

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.16

+0.46

Correlation

The correlation between QTAP and URTY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QTAP vs. URTY - Dividend Comparison

QTAP has not paid dividends to shareholders, while URTY's dividend yield for the trailing twelve months is around 0.97%.


TTM2025202420232022202120202019201820172016
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTY
ProShares UltraPro Russell2000
0.97%1.02%1.16%0.55%0.28%0.00%0.00%0.18%0.28%0.00%0.03%

Drawdowns

QTAP vs. URTY - Drawdown Comparison

The maximum QTAP drawdown since its inception was -29.44%, smaller than the maximum URTY drawdown of -88.09%. Use the drawdown chart below to compare losses from any high point for QTAP and URTY.


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Drawdown Indicators


QTAPURTYDifference

Max Drawdown

Largest peak-to-trough decline

-29.44%

-88.09%

+58.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-37.70%

+25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-82.76%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

Current Drawdown

Current decline from peak

-0.51%

-60.03%

+59.52%

Average Drawdown

Average peak-to-trough decline

-5.21%

-34.67%

+29.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

11.86%

-10.18%

Volatility

QTAP vs. URTY - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - April (QTAP) is 0.76%, while ProShares UltraPro Russell2000 (URTY) has a volatility of 22.37%. This indicates that QTAP experiences smaller price fluctuations and is considered to be less risky than URTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTAPURTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

22.37%

-21.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

43.33%

-40.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

69.68%

-53.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

67.50%

-48.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

69.20%

-50.18%