QUBX vs. XTJL
QUBX (Tradr 2X Long QUBT Daily ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. Over the past year, QUBX returned -91.08% vs 14.52% for XTJL. At a 0.38 correlation, their price movements are largely independent. QUBX charges 1.30%/yr vs 0.79%/yr for XTJL.
Performance
QUBX vs. XTJL - Performance Comparison
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Returns By Period
In the year-to-date period, QUBX achieves a -48.88% return, which is significantly lower than XTJL's 5.60% return.
QUBX
- 1D
- -14.85%
- 1M
- -44.16%
- YTD
- -48.88%
- 6M
- -59.20%
- 1Y
- -91.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XTJL
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 5.60%
- 6M
- 5.27%
- 1Y
- 14.52%
- 3Y*
- 14.41%
- 5Y*
- —
- 10Y*
- —
QUBX vs. XTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -48.88% | -83.01% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | 5.60% | 8.44% |
Correlation
The correlation between QUBX and XTJL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.38 |
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Return for Risk
QUBX vs. XTJL — Risk / Return Rank
QUBX
XTJL
QUBX vs. XTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.
| QUBX | XTJL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.85 | -3.80 |
| Martin ratioReturn relative to average drawdown | -1.20 | 16.13 | -17.33 |
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Drawdowns
QUBX vs. XTJL - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for QUBX and XTJL.
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Drawdown Indicators
| QUBX | XTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -23.24% | -73.16% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -5.12% | -91.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.70% | — |
Current DrawdownCurrent decline from peak | -93.79% | -0.06% | -93.73% |
Average DrawdownAverage peak-to-trough decline | -70.76% | -3.99% | -66.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.78% | 0.90% | +74.88% |
Volatility
QUBX vs. XTJL - Volatility Comparison
Tradr 2X Long QUBT Daily ETF (QUBX) has a higher volatility of 57.66% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 0.35%. This indicates that QUBX's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUBX | XTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.66% | 0.35% | +57.31% |
Volatility (6M)Calculated over the trailing 6-month period | 133.93% | 5.63% | +128.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 200.88% | 7.35% | +193.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.88% | 15.13% | +185.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.88% | 15.13% | +185.75% |
QUBX vs. XTJL - Expense Ratio Comparison
QUBX has a 1.30% expense ratio, which is higher than XTJL's 0.79% expense ratio.
Dividends
QUBX vs. XTJL - Dividend Comparison
Neither QUBX nor XTJL has paid dividends to shareholders.
Frequently Asked Questions
QUBX and XTJL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUBX has higher volatility (57.66%) compared to XTJL (0.35%). In terms of maximum drawdown, QUBX dropped -96.40% vs XTJL's -23.24%.
On 1-year performance, XTJL leads with 14.52% vs -91.08% for QUBX. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, XTJL has performed better with a 14.52% return vs -91.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XTJL is cheaper with a 0.79% expense ratio, compared with 1.30% for QUBX.
QUBX and XTJL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.30% for QUBX and 0.79% for XTJL.
XTJL currently has the higher Sharpe Ratio (1.98 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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