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TDAX vs. XDQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDAX vs. XDQQ - Performance Comparison

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

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Returns By Period


TDAX

1D
-4.29%
1M
-2.95%
YTD
6M
1Y
3Y*
5Y*
10Y*

XDQQ

1D
-0.06%
1M
0.56%
YTD
2.83%
6M
1.08%
1Y
16.74%
3Y*
17.58%
5Y*
7.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDAX vs. XDQQ - Yearly Performance Comparison


Correlation

The correlation between TDAX and XDQQ is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 7, 2026

0.82

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Return for Risk

TDAX vs. XDQQ — Risk / Return Rank

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

TDAX

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


XDQQ
XDQQ Risk / Return Rank: 3636
Overall Rank
XDQQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 3939
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 4242
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. XDQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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.


TDAXXDQQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.42

Martin ratioReturn relative to average drawdown

6.45

TDAX vs. XDQQ - Sharpe Ratio Comparison


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Drawdowns

TDAX vs. XDQQ - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum XDQQ drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for TDAX and XDQQ.


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Drawdown Indicators


TDAXXDQQDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-35.63%

+20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

Current Drawdown

Current decline from peak

-6.56%

-0.06%

-6.50%

Average Drawdown

Average peak-to-trough decline

-3.75%

-10.72%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

TDAX vs. XDQQ - Volatility Comparison


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Volatility by Period


TDAXXDQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.01%

13.80%

+13.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.01%

19.80%

+7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

19.55%

+7.46%

TDAX vs. XDQQ - Expense Ratio Comparison

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


Dividends

TDAX vs. XDQQ - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 8.91%, while XDQQ has not paid dividends to shareholders.


Frequently Asked Questions


TDAX and XDQQ have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDQQ is cheaper with a 0.79% expense ratio, compared with 0.98% for TDAX.

TDAX has the higher dividend yield at 8.91%, compared with 0.00% for XDQQ.

They also come from different issuers: TappAlpha and Innovator. Their fees differ too: 0.98% for TDAX and 0.79% for XDQQ.

Portfolio Optimizer

Find the right allocation for TDAX and XDQQ

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

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