QTJL vs. VCLN

Last updated Apr 2, 2026

Compare and contrast key facts about Innovator Growth Accelerated Plus ETF - July (QTJL) and Virtus Duff & Phelps Clean Energy ETF (VCLN).

QTJL and VCLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021. VCLN is an actively managed fund by Virtus Investment Partners. It was launched on Aug 3, 2021.

Performance

QTJL vs. VCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and Virtus Duff & Phelps Clean Energy ETF (VCLN). The values are adjusted to include any dividend payments, if applicable.

QTJL vs. VCLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QTJL Innovator Growth Accelerated Plus ETF - July	-1.09%	21.07%	16.50%	42.39%	-30.16%	6.05%
VCLN Virtus Duff & Phelps Clean Energy ETF	10.41%	55.75%	-6.69%	-17.54%	-7.87%	-5.00%

Returns By Period

In the year-to-date period, QTJL achieves a -1.09% return, which is significantly lower than VCLN's 10.41% return.

QTJL

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

VCLN

• 1D: 0.40%
• 1M: -0.41%
• YTD: 10.41%
• 6M: 17.13%
• 1Y: 72.50%
• 3Y*: 9.62%
• 5Y*: —
• 10Y*: —

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

QTJL vs. VCLN - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is higher than VCLN's 0.59% expense ratio.

QTJL

Innovator Growth Accelerated Plus ETF - July

VCLN

Virtus Duff & Phelps Clean Energy ETF

Return for Risk

QTJL vs. VCLN — Risk / Return Rank

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

QTJL

QTJL Risk / Return Rank: 73
QTJL Sharpe Ratio Rank: 61
QTJL Sortino Ratio Rank: 70
QTJL Omega Ratio Rank: 82
QTJL Calmar Ratio Rank: 64
QTJL Martin Ratio Rank: 85

VCLN

VCLN Risk / Return Rank: 95
VCLN Sharpe Ratio Rank: 95
VCLN Sortino Ratio Rank: 95
VCLN Omega Ratio Rank: 91
VCLN Calmar Ratio Rank: 98
VCLN Martin Ratio Rank: 97

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. VCLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and Virtus Duff & Phelps Clean Energy ETF (VCLN). 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.

	QTJL	VCLN	Difference
Sharpe ratio Return per unit of total volatility	1.13	2.44	-1.31
Sortino ratio Return per unit of downside risk	1.85	3.16	-1.31
Omega ratio Gain probability vs. loss probability	1.34	1.41	-0.07
Calmar ratio Return relative to maximum drawdown	1.78	5.81	-4.03
Martin ratio Return relative to average drawdown	10.86	21.39	-10.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTJL vs. VCLN - Sharpe Ratio Comparison

The current QTJL Sharpe Ratio is 1.13, which is lower than the VCLN Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of QTJL and VCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QTJL	VCLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	2.44	-1.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.12	+0.33

Correlation

The correlation between QTJL and VCLN is 0.53, 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. VCLN - Dividend Comparison

QTJL has not paid dividends to shareholders, while VCLN's dividend yield for the trailing twelve months is around 1.82%.

	TTM	2025	2024	2023	2022
QTJL Innovator Growth Accelerated Plus ETF - July	0.00%	0.00%	0.00%	0.00%	0.00%
VCLN Virtus Duff & Phelps Clean Energy ETF	1.82%	2.01%	1.16%	1.14%	0.65%

Drawdowns

QTJL vs. VCLN - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum VCLN drawdown of -45.66%. Use the drawdown chart below to compare losses from any high point for QTJL and VCLN.

Drawdown Indicators

	QTJL	VCLN	Difference
Max Drawdown Largest peak-to-trough decline	-33.40%	-45.66%	+12.26%
Max Drawdown (1Y) Largest decline over 1 year	-15.42%	-12.58%	-2.84%
Current Drawdown Current decline from peak	-2.74%	-5.09%	+2.35%
Average Drawdown Average peak-to-trough decline	-8.22%	-24.92%	+16.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	3.42%	-0.89%

Volatility

QTJL vs. VCLN - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - July (QTJL) is 5.68%, while Virtus Duff & Phelps Clean Energy ETF (VCLN) has a volatility of 9.57%. This indicates that QTJL experiences smaller price fluctuations and is considered to be less risky than VCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTJL	VCLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	9.57%	-3.89%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	21.32%	-12.71%
Volatility (1Y) Calculated over the trailing 1-year period	23.29%	29.83%	-6.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.75%	27.34%	-6.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.75%	27.34%	-6.59%