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SHPU vs. QTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHPU vs. QTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily SHOP Bull 2X ETF (SHPU) and Innovator Growth Accelerated Plus ETF - July (QTJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHPU achieves a -63.82% return, which is significantly lower than QTJL's 6.86% return.


SHPU

1D
-11.54%
1M
3.30%
YTD
-63.82%
6M
-63.65%
1Y
3Y*
5Y*
10Y*

QTJL

1D
-0.30%
1M
0.59%
YTD
6.86%
6M
7.42%
1Y
20.45%
3Y*
19.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHPU vs. QTJL - Yearly Performance Comparison


Correlation

The correlation between SHPU and QTJL is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 7, 2025

0.55

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Return for Risk

SHPU vs. QTJL — Risk / Return Rank

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

SHPU

QTJL
QTJL Risk / Return Rank: 7171
Overall Rank
QTJL Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6868
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7474
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6565
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8484
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.

SHPU vs. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily SHOP Bull 2X ETF (SHPU) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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.

SHPU vs. QTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHPUQTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

0.52

-1.17

Drawdowns

SHPU vs. QTJL - Drawdown Comparison

The maximum SHPU drawdown since its inception was -77.97%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for SHPU and QTJL.


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Drawdown Indicators


SHPUQTJLDifference

Max Drawdown

Largest peak-to-trough decline

-77.97%

-33.40%

-44.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Current Drawdown

Current decline from peak

-71.86%

-0.30%

-71.56%

Average Drawdown

Average peak-to-trough decline

-37.03%

-7.93%

-29.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

SHPU vs. QTJL - Volatility Comparison


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Volatility by Period


SHPUQTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

110.47%

10.00%

+100.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.47%

20.41%

+90.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.47%

20.41%

+90.06%

SHPU vs. QTJL - Expense Ratio Comparison

SHPU has a 1.09% expense ratio, which is higher than QTJL's 0.79% expense ratio.


Dividends

SHPU vs. QTJL - Dividend Comparison

SHPU's dividend yield for the trailing twelve months is around 56.43%, while QTJL has not paid dividends to shareholders.


Frequently Asked Questions


SHPU and QTJL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTJL is cheaper with a 0.79% expense ratio, compared with 1.09% for SHPU.

SHPU has the higher dividend yield at 56.43%, compared with 0.00% for QTJL.

They also come from different issuers: Direxion and Innovator. Their fees differ too: 1.09% for SHPU and 0.79% for QTJL.

Portfolio Optimizer

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