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TDAX vs. XDSQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. XDSQ - Performance Comparison

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

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TDAX vs. XDSQ - Yearly Performance Comparison


Returns By Period


TDAX

1D
2.51%
1M
-5.10%
YTD
6M
1Y
3Y*
5Y*
10Y*

XDSQ

1D
0.71%
1M
-5.75%
YTD
-4.22%
6M
-0.33%
1Y
14.44%
3Y*
14.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. XDSQ - Expense Ratio Comparison

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


Return for Risk

TDAX vs. XDSQ — Risk / Return Rank

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

TDAX

XDSQ
XDSQ Risk / Return Rank: 4747
Overall Rank
XDSQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDSQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDSQ Omega Ratio Rank: 5353
Omega Ratio Rank
XDSQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
XDSQ Martin Ratio Rank: 5555
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. XDSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and Innovator US Equity Accelerated ETF (XDSQ). 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. XDSQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXXDSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.34

0.61

-1.94

Correlation

The correlation between TDAX and XDSQ is 0.94, 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. XDSQ - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.53%, while XDSQ has not paid dividends to shareholders.


Drawdowns

TDAX vs. XDSQ - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum XDSQ drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for TDAX and XDSQ.


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Drawdown Indicators


TDAXXDSQDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-26.06%

+11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

Current Drawdown

Current decline from peak

-9.43%

-6.46%

-2.97%

Average Drawdown

Average peak-to-trough decline

-5.19%

-5.08%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

Volatility

TDAX vs. XDSQ - Volatility Comparison


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Volatility by Period


TDAXXDSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

17.99%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

15.32%

+9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.58%

15.32%

+9.26%