SDP vs. XTJL
Compare and contrast key facts about ProShares UltraShort Utilities (SDP) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL).
SDP and XTJL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDP is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Utilities Index (-200%). It was launched on Jan 30, 2007. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021.
Performance
SDP vs. XTJL - Performance Comparison
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SDP vs. XTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SDP ProShares UltraShort Utilities | -14.15% | -22.59% | -30.11% | 18.95% | -12.54% | -24.67% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | -1.36% | 15.42% | 14.43% | 25.72% | -15.66% | 7.28% |
Returns By Period
In the year-to-date period, SDP achieves a -14.15% return, which is significantly lower than XTJL's -1.36% return.
SDP
- 1D
- 0.70%
- 1M
- 6.78%
- YTD
- -14.15%
- 6M
- -10.38%
- 1Y
- -27.33%
- 3Y*
- -19.65%
- 5Y*
- -18.82%
- 10Y*
- -21.71%
XTJL
- 1D
- 2.47%
- 1M
- -2.34%
- YTD
- -1.36%
- 6M
- 1.27%
- 1Y
- 15.57%
- 3Y*
- 14.33%
- 5Y*
- —
- 10Y*
- —
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SDP vs. XTJL - Expense Ratio Comparison
SDP has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.
Return for Risk
SDP vs. XTJL — Risk / Return Rank
SDP
XTJL
SDP vs. XTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Utilities (SDP) 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.
| SDP | XTJL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.88 | 0.86 | -1.74 |
Sortino ratioReturn per unit of downside risk | -1.27 | 1.38 | -2.65 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.28 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.18 | -1.88 |
Martin ratioReturn relative to average drawdown | -1.05 | 7.42 | -8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDP | XTJL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 0.86 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.58 | 0.56 | -1.14 |
Correlation
The correlation between SDP and XTJL is -0.37. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SDP vs. XTJL - Dividend Comparison
SDP's dividend yield for the trailing twelve months is around 4.26%, while XTJL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDP ProShares UltraShort Utilities | 4.26% | 3.99% | 4.66% | 3.04% | 0.56% | 0.00% | 0.13% | 0.87% | 0.05% |
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% |
Drawdowns
SDP vs. XTJL - Drawdown Comparison
The maximum SDP drawdown since its inception was -99.56%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for SDP and XTJL.
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Drawdown Indicators
| SDP | XTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.56% | -23.24% | -76.32% |
Max Drawdown (1Y)Largest decline over 1 year | -41.11% | -13.81% | -27.30% |
Max Drawdown (5Y)Largest decline over 5 years | -66.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.63% | — | — |
Current DrawdownCurrent decline from peak | -99.53% | -2.77% | -96.76% |
Average DrawdownAverage peak-to-trough decline | -81.96% | -4.18% | -77.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.45% | 2.19% | +25.26% |
Volatility
SDP vs. XTJL - Volatility Comparison
ProShares UltraShort Utilities (SDP) has a higher volatility of 9.55% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.44%. This indicates that SDP'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
| SDP | XTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 4.44% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 6.27% | +14.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.29% | 18.18% | +13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.05% | 15.46% | +18.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.37% | 15.46% | +21.91% |