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QTJL vs. SENT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTJL vs. SENT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). The values are adjusted to include any dividend payments, if applicable.

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QTJL vs. SENT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QTJL
Innovator Growth Accelerated Plus ETF - July
-1.09%21.07%16.50%42.39%-30.16%9.32%
SENT
AdvisorShares Alpha DNA Equity Sentiment ETF
0.00%0.00%0.00%-6.03%-18.25%0.32%

Returns By Period


QTJL

1D
1.13%
1M
-1.59%
YTD
-1.09%
6M
1.75%
1Y
26.28%
3Y*
18.12%
5Y*
10Y*

SENT

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
-2.90%
5Y*
-4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTJL vs. SENT - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is lower than SENT's 1.01% expense ratio.


Return for Risk

QTJL vs. SENT — Risk / Return Rank

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

QTJL
QTJL Risk / Return Rank: 7373
Overall Rank
QTJL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 7070
Sortino Ratio Rank
QTJL Omega Ratio Rank: 8282
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6464
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8585
Martin Ratio Rank

SENT
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. SENT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). 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.


QTJLSENTDifference

Sharpe ratio

Return per unit of total volatility

1.13

Sortino ratio

Return per unit of downside risk

1.85

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

1.78

Martin ratio

Return relative to average drawdown

10.86

QTJL vs. SENT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QTJLSENTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

-0.25

+0.70

Correlation

The correlation between QTJL and SENT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QTJL vs. SENT - Dividend Comparison

Neither QTJL nor SENT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QTJL vs. SENT - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, which is greater than SENT's maximum drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for QTJL and SENT.


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Drawdown Indicators


QTJLSENTDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-30.34%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

0.00%

-15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

Current Drawdown

Current decline from peak

-2.74%

-27.23%

+24.49%

Average Drawdown

Average peak-to-trough decline

-8.22%

-20.69%

+12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.00%

+2.53%

Volatility

QTJL vs. SENT - Volatility Comparison

Innovator Growth Accelerated Plus ETF - July (QTJL) has a higher volatility of 5.68% compared to AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) at 0.00%. This indicates that QTJL's price experiences larger fluctuations and is considered to be riskier than SENT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTJLSENTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

0.00%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

0.00%

+8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

0.00%

+23.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

12.98%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

13.54%

+7.21%