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RGTU vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGTU vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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RGTU vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RGTU achieves a -70.55% return, which is significantly lower than XTJL's -0.71% return.


RGTU

1D
-7.64%
1M
-44.90%
YTD
-70.55%
6M
-89.30%
1Y
3Y*
5Y*
10Y*

XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGTU vs. XTJL - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

RGTU vs. XTJL — Risk / Return Rank

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

RGTU

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
Martin Ratio Rank
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.

RGTU vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) 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.


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

RGTU vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RGTUXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.57

-0.84

Correlation

The correlation between RGTU and XTJL is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RGTU vs. XTJL - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 70.04%, while XTJL has not paid dividends to shareholders.


Drawdowns

RGTU vs. XTJL - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for RGTU and XTJL.


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Drawdown Indicators


RGTUXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-96.96%

-23.24%

-73.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-96.71%

-2.12%

-94.59%

Average Drawdown

Average peak-to-trough decline

-55.15%

-4.18%

-50.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

RGTU vs. XTJL - Volatility Comparison


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Volatility by Period


RGTUXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

211.46%

18.18%

+193.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

211.46%

15.46%

+196.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

211.46%

15.46%

+196.00%