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SKF vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKF vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Financials (SKF) 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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SKF vs. XTJL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKF
ProShares UltraShort Financials
21.76%-23.99%-36.29%-21.78%17.63%-17.38%
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, SKF achieves a 21.76% return, which is significantly higher than XTJL's -0.71% return.


SKF

1D
0.06%
1M
6.91%
YTD
21.76%
6M
16.27%
1Y
-1.91%
3Y*
-23.89%
5Y*
-17.64%
10Y*
-26.15%

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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SKF vs. XTJL - Expense Ratio Comparison

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


Return for Risk

SKF vs. XTJL — Risk / Return Rank

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

SKF
SKF Risk / Return Rank: 1212
Overall Rank
SKF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SKF Sortino Ratio Rank: 1313
Sortino Ratio Rank
SKF Omega Ratio Rank: 1313
Omega Ratio Rank
SKF Calmar Ratio Rank: 1111
Calmar Ratio Rank
SKF Martin Ratio Rank: 1111
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.

SKF vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Financials (SKF) 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.


SKFXTJLDifference

Sharpe ratio

Return per unit of total volatility

-0.05

0.88

-0.93

Sortino ratio

Return per unit of downside risk

0.22

1.41

-1.20

Omega ratio

Gain probability vs. loss probability

1.03

1.28

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.04

1.18

-1.22

Martin ratio

Return relative to average drawdown

-0.05

7.45

-7.50

SKF vs. XTJL - Sharpe Ratio Comparison

The current SKF Sharpe Ratio is -0.05, which is lower than the XTJL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SKF 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


SKFXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.88

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.57

-1.07

Correlation

The correlation between SKF and XTJL is -0.76. 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

SKF vs. XTJL - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 3.88%, while XTJL has not paid dividends to shareholders.


TTM20252024202320222021202020192018
SKF
ProShares UltraShort Financials
3.88%5.61%7.94%3.93%0.03%0.00%0.11%1.29%0.06%
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

SKF vs. XTJL - Drawdown Comparison

The maximum SKF drawdown since its inception was -99.96%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for SKF and XTJL.


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Drawdown Indicators


SKFXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-23.24%

-76.72%

Max Drawdown (1Y)

Largest decline over 1 year

-39.47%

-13.81%

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-72.40%

Max Drawdown (10Y)

Largest decline over 10 years

-96.51%

Current Drawdown

Current decline from peak

-99.95%

-2.12%

-97.83%

Average Drawdown

Average peak-to-trough decline

-89.17%

-4.18%

-84.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.27%

2.19%

+27.08%

Volatility

SKF vs. XTJL - Volatility Comparison

ProShares UltraShort Financials (SKF) has a higher volatility of 9.64% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.50%. This indicates that SKF'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


SKFXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

4.50%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

22.75%

6.30%

+16.45%

Volatility (1Y)

Calculated over the trailing 1-year period

38.59%

18.18%

+20.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.04%

15.46%

+20.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.94%

15.46%

+25.48%