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QTAP vs. XDAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QTAP and XDAP is 0.92, 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.


-0.50.00.51.00.9

Performance

QTAP vs. XDAP - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.51%
6.58%
QTAP
XDAP

Key characteristics

Sharpe Ratio

QTAP:

1.53

XDAP:

1.72

Sortino Ratio

QTAP:

2.08

XDAP:

2.32

Omega Ratio

QTAP:

1.34

XDAP:

1.38

Calmar Ratio

QTAP:

1.87

XDAP:

2.12

Martin Ratio

QTAP:

8.67

XDAP:

10.88

Ulcer Index

QTAP:

2.01%

XDAP:

1.36%

Daily Std Dev

QTAP:

11.33%

XDAP:

8.63%

Max Drawdown

QTAP:

-29.44%

XDAP:

-22.39%

Current Drawdown

QTAP:

-1.18%

XDAP:

-1.72%

Returns By Period

In the year-to-date period, QTAP achieves a 16.99% return, which is significantly higher than XDAP's 14.37% return.


QTAP

YTD

16.99%

1M

1.45%

6M

7.51%

1Y

17.24%

5Y*

N/A

10Y*

N/A

XDAP

YTD

14.37%

1M

-0.36%

6M

6.51%

1Y

15.29%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QTAP vs. XDAP - Expense Ratio Comparison

Both QTAP and XDAP have an expense ratio of 0.79%.


QTAP
Innovator Growth Accelerated Plus ETF - April
Expense ratio chart for QTAP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for XDAP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

QTAP vs. XDAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - April (QTAP) and Innovator U.S. Equity Accelerated ETF - April (XDAP). 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.


Sharpe ratio
The chart of Sharpe ratio for QTAP, currently valued at 1.53, compared to the broader market0.002.004.001.531.77
The chart of Sortino ratio for QTAP, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.082.40
The chart of Omega ratio for QTAP, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.39
The chart of Calmar ratio for QTAP, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.872.19
The chart of Martin ratio for QTAP, currently valued at 8.67, compared to the broader market0.0020.0040.0060.0080.00100.008.6711.20
QTAP
XDAP

The current QTAP Sharpe Ratio is 1.53, which is comparable to the XDAP Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of QTAP and XDAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.53
1.77
QTAP
XDAP

Dividends

QTAP vs. XDAP - Dividend Comparison

Neither QTAP nor XDAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QTAP vs. XDAP - Drawdown Comparison

The maximum QTAP drawdown since its inception was -29.44%, which is greater than XDAP's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for QTAP and XDAP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.18%
-1.72%
QTAP
XDAP

Volatility

QTAP vs. XDAP - Volatility Comparison

Innovator Growth Accelerated Plus ETF - April (QTAP) has a higher volatility of 1.81% compared to Innovator U.S. Equity Accelerated ETF - April (XDAP) at 1.57%. This indicates that QTAP's price experiences larger fluctuations and is considered to be riskier than XDAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
1.81%
1.57%
QTAP
XDAP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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