QTJL vs. NTSD

Last updated Jul 15, 2026

QTJL (Innovator Growth Accelerated Plus ETF - July) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. QTJL charges 0.79%/yr vs 0.35%/yr for NTSD.

Performance

QTJL vs. NTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QTJL

• 1D: 0.96%
• 1M: -1.05%
• 6M: 5.03%
• YTD: 5.97%
• 1Y: 15.54%
• 3Y*: 17.56%
• 5Y*: 10.02%
• 10Y*: —

NTSD

• 1D: 0.76%
• 1M: 2.04%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QTJL vs. NTSD - Yearly Performance Comparison

	2026 (YTD)
QTJL Innovator Growth Accelerated Plus ETF - July	6.49%
NTSD WisdomTree Efficient U.S. Plus International Equity Fund	19.27%

Correlation

The correlation between QTJL and NTSD is 0.70, 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 Mar 19, 2026	0.70

Return for Risk

QTJL vs. NTSD — Risk / Return Rank

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

QTJL

QTJL Risk / Return Rank: 61
QTJL Sharpe Ratio Rank: 54
QTJL Sortino Ratio Rank: 54
QTJL Omega Ratio Rank: 62
QTJL Calmar Ratio Rank: 58
QTJL Martin Ratio Rank: 79

NTSD

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

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. NTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.

	QTJL	NTSD	Difference
Sharpe ratio: Return per unit of total volatility	1.49	—	—
Sortino ratio: Return per unit of downside risk	2.12	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.34	—	—
Martin ratio: Return relative to average drawdown	11.78	—	—

Drawdowns

QTJL vs. NTSD - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for QTJL and NTSD.

Drawdown Indicators

	QTJL	NTSD	Difference
Max Drawdown Largest peak-to-trough decline	-33.40%	-5.58%	-27.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	—	—
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	-1.45%	-0.64%	-0.81%
Average Drawdown Average peak-to-trough decline	-7.78%	-1.14%	-6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	—	—

Volatility

Volatility by Period

	QTJL	NTSD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.51%	23.41%	-12.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.34%	23.41%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.27%	23.41%	-3.14%

QTJL vs. NTSD - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is higher than NTSD's 0.35% expense ratio.

Dividends

QTJL vs. NTSD - Dividend Comparison

QTJL has not paid dividends to shareholders, while NTSD's dividend yield for the trailing twelve months is around 0.14%.

Position	TTM
NTSD WisdomTree Efficient U.S. Plus International Equity Fund	0.14%
QTJL Innovator Growth Accelerated Plus ETF - July	0.00%

Frequently Asked Questions

Can I hold both QTJL and NTSD in my portfolio?

QTJL and NTSD have a correlation of 0.70, 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 NTSD?

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QTJL or NTSD?

NTSD is cheaper with a 0.35% expense ratio, compared with 0.79% for QTJL.

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

NTSD has the higher dividend yield at 0.14%, compared with 0.00% for QTJL.

What is the main difference between QTJL and NTSD?

They also come from different issuers: Innovator and WisdomTree. Their fees differ too: 0.79% for QTJL and 0.35% for NTSD.