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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 4.03% return, which is significantly lower than LINT's 266.23% return.


QTJL

1D
1.43%
1M
-0.57%
6M
2.72%
YTD
4.03%
1Y
13.57%
3Y*
17.40%
5Y*
9.12%
10Y*
ALL TIME*
9.62%

LINT

1D
1.75%
1M
-46.62%
6M
135.02%
YTD
266.23%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.84M$20.02M$35.16M
$205.17K$322.53K$250.53K

QTJL vs. LINT - Yearly Performance Comparison


Correlation

The correlation between QTJL and LINT is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

0.51

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Return for Risk

QTJL vs. LINT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QTJL
QTJL Risk / Return Rank: 4949
Overall Rank
QTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 4545
Sortino Ratio Rank
QTJL Omega Ratio Rank: 5050
Omega Ratio Rank
QTJL Calmar Ratio Rank: 4343
Calmar Ratio Rank
QTJL Martin Ratio Rank: 6262
Martin Ratio Rank

LINT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QTJLLINTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.61

Martin ratioReturn relative to average drawdown

7.83

QTJL vs. LINT - Sharpe Ratio Comparison


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Drawdowns

QTJL vs. LINT - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum LINT drawdown of -69.02%. 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%

-69.02%

+35.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

Current Drawdown

Current decline from peak

-3.26%

-62.23%

+58.97%

Average Drawdown

Average peak-to-trough decline

-7.74%

-24.07%

+16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

QTJL vs. LINT - Volatility Comparison


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Volatility by Period


QTJLLINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

169.02%

-157.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

169.02%

-148.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

169.02%

-148.72%

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 0.74%.


Frequently Asked Questions


QTJL and LINT have a correlation of 0.51, 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 0.74%, 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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