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TDAX vs. XTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDAX vs. XTAP - Performance Comparison

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

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Returns By Period


TDAX

1D
-0.07%
1M
13.80%
YTD
6M
1Y
3Y*
5Y*
10Y*

XTAP

1D
-0.21%
1M
2.32%
YTD
10.96%
6M
12.10%
1Y
21.00%
3Y*
17.90%
5Y*
10.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDAX vs. XTAP - Yearly Performance Comparison


Correlation

The correlation between TDAX and XTAP 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 8, 2026

0.82

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Return for Risk

TDAX vs. XTAP — Risk / Return Rank

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

TDAX

XTAP
XTAP Risk / Return Rank: 9898
Overall Rank
XTAP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 9898
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9898
Omega Ratio Rank
XTAP Calmar Ratio Rank: 9898
Calmar Ratio Rank
XTAP Martin Ratio Rank: 9898
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. XTAP - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


TDAXXTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

2.65

0.80

+1.85

Drawdowns

TDAX vs. XTAP - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum XTAP drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for TDAX and XTAP.


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Drawdown Indicators


TDAXXTAPDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-22.13%

+7.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

Current Drawdown

Current decline from peak

-0.07%

-0.21%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.45%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

Volatility

TDAX vs. XTAP - Volatility Comparison


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Volatility by Period


TDAXXTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.71%

4.70%

+19.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

14.54%

+9.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

14.41%

+9.30%

TDAX vs. XTAP - Expense Ratio Comparison

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


Dividends

TDAX vs. XTAP - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 7.40%, while XTAP has not paid dividends to shareholders.


Frequently Asked Questions


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

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

TDAX has the higher dividend yield at 7.40%, compared with 0.00% for XTAP.

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

Portfolio Optimizer

Find the right allocation for TDAX and XTAP

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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