PortfoliosLab logoPortfoliosLab logo
SFLR vs. QTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFLR vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Managed Floor ETF (SFLR) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SFLR achieves a 4.20% return, which is significantly lower than QTAP's 13.57% return.


SFLR

1D
0.39%
1M
-0.65%
6M
3.61%
YTD
4.20%
1Y
13.26%
3Y*
13.20%
5Y*
10Y*
ALL TIME*
15.75%

QTAP

1D
0.27%
1M
0.15%
6M
12.76%
YTD
13.57%
1Y
20.30%
3Y*
18.84%
5Y*
12.30%
10Y*
ALL TIME*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$235.81K$225.86K$220.48K
$6.54M$8.39M$12.78M

SFLR vs. QTAP - Yearly Performance Comparison


2026 (YTD)2025202420232022
SFLR
Innovator Equity Managed Floor ETF
4.20%13.29%19.99%21.20%0.42%
QTAP
Innovator Growth Accelerated Plus ETF - April
13.57%19.36%17.34%43.32%-1.57%

Correlation

The correlation between SFLR and QTAP is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.81

The correlation between SFLR and QTAP has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SFLR vs. QTAP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SFLR
SFLR Risk / Return Rank: 5050
Overall Rank
SFLR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SFLR Sortino Ratio Rank: 4545
Sortino Ratio Rank
SFLR Omega Ratio Rank: 5050
Omega Ratio Rank
SFLR Calmar Ratio Rank: 4949
Calmar Ratio Rank
SFLR Martin Ratio Rank: 5555
Martin Ratio Rank

QTAP
QTAP Risk / Return Rank: 9797
Overall Rank
QTAP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 9797
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9797
Omega Ratio Rank
QTAP Calmar Ratio Rank: 9797
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SFLR vs. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Managed Floor ETF (SFLR) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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.


SFLRQTAPDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

1.23

1.69

-0.46

Calmar ratioReturn relative to maximum drawdown

1.76

6.93

-5.17

Martin ratioReturn relative to average drawdown

6.53

33.23

-26.70

SFLR vs. QTAP - Sharpe Ratio Comparison

The current SFLR Sharpe Ratio is 1.20, which is lower than the QTAP Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of SFLR and QTAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SFLR vs. QTAP - Drawdown Comparison

The maximum SFLR drawdown since its inception was -12.13%, smaller than the maximum QTAP drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for SFLR and QTAP.


Loading charts...

Drawdown Indicators


SFLRQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-12.13%

-29.44%

+17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-2.81%

-3.98%

Max Drawdown (3Y)

Largest decline over 3 years

-12.13%

-13.03%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

Current Drawdown

Current decline from peak

-1.89%

-1.05%

-0.84%

Average Drawdown

Average peak-to-trough decline

-1.74%

-4.91%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

0.59%

+1.24%

Volatility

SFLR vs. QTAP - Volatility Comparison

The current volatility for Innovator Equity Managed Floor ETF (SFLR) is 2.50%, while Innovator Growth Accelerated Plus ETF - April (QTAP) has a volatility of 2.75%. This indicates that SFLR experiences smaller price fluctuations and is considered to be less risky than QTAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SFLRQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.75%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

5.69%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

6.61%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.27%

18.92%

-8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.27%

18.57%

-8.30%

SFLR vs. QTAP - Expense Ratio Comparison

SFLR has a 0.89% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Dividends

SFLR vs. QTAP - Dividend Comparison

SFLR's dividend yield for the trailing twelve months is around 0.28%, while QTAP has not paid dividends to shareholders.


PositionTTM2025202420232022
QTAP
Innovator Growth Accelerated Plus ETF - April
0.00%0.00%0.00%0.00%0.00%
SFLR
Innovator Equity Managed Floor ETF
0.28%0.33%0.42%1.16%0.06%

Frequently Asked Questions


SFLR and QTAP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTAP has higher volatility (2.75%) compared to SFLR (2.50%). In terms of maximum drawdown, SFLR dropped -12.13% vs QTAP's -29.44%.

On 3-year performance, QTAP leads with 18.84% vs 13.20% for SFLR. On fees, QTAP is cheaper at 0.79% per year. On volatility, SFLR has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QTAP has performed better with a 18.84% return vs 13.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QTAP is cheaper with a 0.79% expense ratio, compared with 0.89% for SFLR.

SFLR has the higher dividend yield at 0.28%, compared with 0.00% for QTAP.

SFLR is categorized as Options Trading, while QTAP is Leveraged Equities. Their fees differ too: 0.89% for SFLR and 0.79% for QTAP.

QTAP currently has the higher Sharpe Ratio (2.95 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for SFLR and QTAP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer