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

Performance

TDAX vs. QTAP - Performance Comparison

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

Loading graphics...

TDAX vs. QTAP - Yearly Performance Comparison


Returns By Period


TDAX

1D
3.56%
1M
-7.09%
YTD
6M
1Y
3Y*
5Y*
10Y*

QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


TDAX vs. QTAP - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

TDAX vs. QTAP — Risk / Return Rank

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

TDAX

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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.

TDAX vs. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. QTAP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


TDAXQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

0.62

-2.29

Correlation

The correlation between TDAX and QTAP is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TDAX vs. QTAP - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, while QTAP has not paid dividends to shareholders.


Drawdowns

TDAX vs. QTAP - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum QTAP drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for TDAX and QTAP.


Loading graphics...

Drawdown Indicators


TDAXQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-29.44%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

Current Drawdown

Current decline from peak

-11.65%

-0.51%

-11.14%

Average Drawdown

Average peak-to-trough decline

-5.11%

-5.21%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

Volatility

TDAX vs. QTAP - Volatility Comparison


Loading graphics...

Volatility by Period


TDAXQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

16.31%

+7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

19.02%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

19.02%

+5.11%