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RXL vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RXL vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Health Care (RXL) 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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RXL vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RXL
ProShares Ultra Health Care
-9.67%19.76%-2.72%-3.15%-15.26%18.08%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-0.71%15.42%14.43%25.72%-15.66%7.28%

Returns By Period

In the year-to-date period, RXL achieves a -9.67% return, which is significantly lower than XTJL's -0.71% return.


RXL

1D
1.75%
1M
-12.90%
YTD
-9.67%
6M
4.12%
1Y
0.69%
3Y*
4.08%
5Y*
4.05%
10Y*
12.77%

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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RXL vs. XTJL - Expense Ratio Comparison

RXL has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

RXL vs. XTJL — Risk / Return Rank

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

RXL
RXL Risk / Return Rank: 1212
Overall Rank
RXL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RXL Sortino Ratio Rank: 1414
Sortino Ratio Rank
RXL Omega Ratio Rank: 1313
Omega Ratio Rank
RXL Calmar Ratio Rank: 1010
Calmar Ratio Rank
RXL Martin Ratio Rank: 1010
Martin Ratio Rank

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.

RXL vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Health Care (RXL) 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.


RXLXTJLDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.88

-0.86

Sortino ratio

Return per unit of downside risk

0.28

1.41

-1.14

Omega ratio

Gain probability vs. loss probability

1.03

1.28

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.10

1.18

-1.28

Martin ratio

Return relative to average drawdown

-0.19

7.45

-7.65

RXL vs. XTJL - Sharpe Ratio Comparison

The current RXL Sharpe Ratio is 0.02, which is lower than the XTJL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RXL and XTJL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RXLXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.88

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.57

-0.17

Correlation

The correlation between RXL and XTJL is 0.60, 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

RXL vs. XTJL - Dividend Comparison

RXL's dividend yield for the trailing twelve months is around 1.61%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RXL
ProShares Ultra Health Care
1.61%1.43%1.22%0.18%0.32%0.10%0.15%0.27%0.32%0.11%0.12%0.93%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RXL vs. XTJL - Drawdown Comparison

The maximum RXL drawdown since its inception was -67.70%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for RXL and XTJL.


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Drawdown Indicators


RXLXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-67.70%

-23.24%

-44.46%

Max Drawdown (1Y)

Largest decline over 1 year

-22.73%

-13.81%

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.08%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

Current Drawdown

Current decline from peak

-17.90%

-2.12%

-15.78%

Average Drawdown

Average peak-to-trough decline

-15.82%

-4.18%

-11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

2.19%

+9.49%

Volatility

RXL vs. XTJL - Volatility Comparison

ProShares Ultra Health Care (RXL) has a higher volatility of 9.47% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.50%. This indicates that RXL'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


RXLXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

4.50%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

6.30%

+14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

35.51%

18.18%

+17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.34%

15.46%

+13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.19%

15.46%

+17.73%