QTJL vs. FUTG

Last updated Jun 5, 2026

QTJL (Innovator Growth Accelerated Plus ETF - July) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. QTJL charges 0.79%/yr vs 0.75%/yr for FUTG.

Performance

QTJL vs. FUTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTJL achieves a 7.18% return, which is significantly higher than FUTG's -75.53% return.

QTJL

• 1D: 0.02%
• 1M: 1.08%
• YTD: 7.18%
• 6M: 7.93%
• 1Y: 20.28%
• 3Y*: 19.18%
• 5Y*: —
• 10Y*: —

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QTJL vs. FUTG - Yearly Performance Comparison

	2026 (YTD)	2025
QTJL Innovator Growth Accelerated Plus ETF - July	7.18%	3.81%
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-0.80%

Correlation

The correlation between QTJL and FUTG is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.53

Return for Risk

QTJL vs. FUTG — Risk / Return Rank

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

QTJL

QTJL Risk / Return Rank: 68
QTJL Sharpe Ratio Rank: 62
QTJL Sortino Ratio Rank: 63
QTJL Omega Ratio Rank: 71
QTJL Calmar Ratio Rank: 62
QTJL Martin Ratio Rank: 82

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.

QTJL vs. FUTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.

	QTJL	FUTG	Difference
Sharpe ratio: Return per unit of total volatility	2.04	—	—
Sortino ratio: Return per unit of downside risk	2.90	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.05	—	—
Martin ratio: Return relative to average drawdown	16.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QTJL	FUTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	-0.66	+1.18

Drawdowns

QTJL vs. FUTG - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for QTJL and FUTG.

Drawdown Indicators

	QTJL	FUTG	Difference
Max Drawdown Largest peak-to-trough decline	-33.40%	-86.19%	+52.79%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.43%	—	—
Current Drawdown Current decline from peak	0.00%	-84.29%	+84.29%
Average Drawdown Average peak-to-trough decline	-7.93%	-40.35%	+32.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	—	—

Volatility

Volatility by Period

	QTJL	FUTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.99%	136.01%	-126.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.42%	136.01%	-115.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.42%	136.01%	-115.59%

QTJL vs. FUTG - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is higher than FUTG's 0.75% expense ratio.

Dividends

QTJL vs. FUTG - Dividend Comparison

Neither QTJL nor FUTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QTJL and FUTG in my portfolio?

QTJL and FUTG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QTJL or FUTG?

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QTJL or FUTG?

FUTG is cheaper with a 0.75% expense ratio, compared with 0.79% for QTJL.

Which ETF pays a higher dividend yield, QTJL or FUTG?

QTJL and FUTG have nearly identical dividend yields, around 0.00%.

What is the main difference between QTJL and FUTG?

They also come from different issuers: Innovator and Leverage Shares. Their fees differ too: 0.79% for QTJL and 0.75% for FUTG.