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QTJL vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTJL vs. LINT - Performance Comparison

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

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Returns By Period

In the year-to-date period, QTJL achieves a 7.15% return, which is significantly lower than LINT's 562.84% return.


QTJL

1D
-0.01%
1M
1.20%
YTD
7.15%
6M
7.91%
1Y
20.52%
3Y*
19.20%
5Y*
10Y*

LINT

1D
9.00%
1M
30.35%
YTD
562.84%
6M
362.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTJL vs. LINT - Yearly Performance Comparison


Correlation

The correlation between QTJL and LINT is 0.43, 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 Nov 20, 2025

0.43

QTJL vs. LINT - Sectors Allocation Comparison


Sectors
QTJL
LINT

Technology

54.2%
100.0%

Communication Services

15.5%

-

Consumer Cyclical

12.2%

-

Consumer Defensive

7.6%

-

Healthcare

4.2%

-

Industrials

2.8%

-

Utilities

1.4%

-

Basic Materials

1.2%

-

Energy

0.6%

-

Financial Services

0.2%

-

Real Estate

0.1%

-

Technology

QTJL
54.2%
LINT
100.0%

Communication Services

QTJL
15.5%
LINT

-

Consumer Cyclical

QTJL
12.2%
LINT

-

Consumer Defensive

QTJL
7.6%
LINT

-

Healthcare

QTJL
4.2%
LINT

-

Industrials

QTJL
2.8%
LINT

-

Utilities

QTJL
1.4%
LINT

-

Basic Materials

QTJL
1.2%
LINT

-

Energy

QTJL
0.6%
LINT

-

Financial Services

QTJL
0.2%
LINT

-

Real Estate

QTJL
0.1%
LINT

-

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Return for Risk

QTJL vs. LINT — Risk / Return Rank

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

QTJL
QTJL Risk / Return Rank: 6868
Overall Rank
QTJL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6363
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7070
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8181
Martin Ratio Rank

LINT
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. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and Direxion Daily INTC Bull 2X Shares (LINT). 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.


QTJLLINTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.08

Martin ratioReturn relative to average drawdown

16.23

QTJL vs. LINT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QTJLLINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

24.05

-23.52

Drawdowns

QTJL vs. LINT - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum LINT drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for QTJL and LINT.


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Drawdown Indicators


QTJLLINTDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-49.54%

+16.14%

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

-0.01%

-26.55%

+26.54%

Average Drawdown

Average peak-to-trough decline

-7.94%

-20.51%

+12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

QTJL vs. LINT - Volatility Comparison


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Volatility by Period


QTJLLINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

163.04%

-153.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

163.04%

-142.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

163.04%

-142.62%

QTJL vs. LINT - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is lower than LINT's 0.97% expense ratio.


Dividends

QTJL vs. LINT - Dividend Comparison

QTJL has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.13%.


Frequently Asked Questions


QTJL and LINT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTJL is cheaper with a 0.79% expense ratio, compared with 0.97% for LINT.

LINT has the higher dividend yield at 0.13%, compared with 0.00% for QTJL.

They also come from different issuers: Innovator and Direxion. Their fees differ too: 0.79% for QTJL and 0.97% for LINT.

Portfolio Optimizer

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