PortfoliosLab logoPortfoliosLab logo
QTJL vs. SBU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTJL vs. SBU - 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 SBUX Daily ETF (SBU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QTJL achieves a 7.41% return, which is significantly lower than SBU's 39.21% return.


QTJL

1D
0.01%
1M
0.38%
YTD
7.41%
6M
6.99%
1Y
18.39%
3Y*
19.04%
5Y*
10Y*

SBU

1D
-0.94%
1M
1.86%
YTD
39.21%
6M
37.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTJL vs. SBU - Yearly Performance Comparison


Correlation

The correlation between QTJL and SBU is 0.33, 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 17, 2025

0.33

Compare stocks, funds, or ETFs

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


Return for Risk

QTJL vs. SBU — Risk / Return Rank

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

QTJL
QTJL Risk / Return Rank: 7171
Overall Rank
QTJL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6767
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7575
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6464
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8383
Martin Ratio Rank

SBU

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. SBU - 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 SBUX Daily ETF (SBU). 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.


QTJLSBUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

14.56

QTJL vs. SBU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

QTJL vs. SBU - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, which is greater than SBU's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for QTJL and SBU.


Loading charts...

Drawdown Indicators


QTJLSBUDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-28.10%

-5.30%

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%

-8.50%

+8.49%

Average Drawdown

Average peak-to-trough decline

-7.84%

-7.39%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

QTJL vs. SBU - Volatility Comparison


Loading charts...

Volatility by Period


QTJLSBUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

9.86%

59.15%

-49.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

59.15%

-38.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.29%

59.15%

-38.86%

QTJL vs. SBU - Expense Ratio Comparison

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


Dividends

QTJL vs. SBU - Dividend Comparison

Neither QTJL nor SBU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QTJL and SBU have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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

Portfolio Optimizer

Find the right allocation for QTJL and SBU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer