TEMT vs. XTJL

Last updated Jun 5, 2026

TEMT (Tradr 2X Long TEM Daily ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. Over the past year, TEMT returned -60.08% vs 15.58% for XTJL. At a 0.44 correlation, their price movements are largely independent. TEMT charges 1.30%/yr vs 0.79%/yr for XTJL.

Performance

TEMT vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long TEM Daily ETF (TEMT) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEMT achieves a -38.81% return, which is significantly lower than XTJL's 5.38% return.

TEMT

• 1D: 18.89%
• 1M: -11.94%
• YTD: -38.81%
• 6M: -64.28%
• 1Y: -60.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XTJL

• 1D: 0.02%
• 1M: 1.01%
• YTD: 5.38%
• 6M: 6.35%
• 1Y: 15.58%
• 3Y*: 14.67%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMT vs. XTJL - Yearly Performance Comparison

	2026 (YTD)	2025
TEMT Tradr 2X Long TEM Daily ETF	-38.81%	-51.84%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.38%	11.43%

Correlation

The correlation between TEMT and XTJL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since May 14, 2025	0.44

Return for Risk

TEMT vs. XTJL — Risk / Return Rank

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

TEMT

TEMT Risk / Return Rank: 5
TEMT Sharpe Ratio Rank: 5
TEMT Sortino Ratio Rank: 7
TEMT Omega Ratio Rank: 7
TEMT Calmar Ratio Rank: 3
TEMT Martin Ratio Rank: 4

XTJL

XTJL Risk / Return Rank: 72
XTJL Sharpe Ratio Rank: 65
XTJL Sortino Ratio Rank: 70
XTJL Omega Ratio Rank: 79
XTJL Calmar Ratio Rank: 63
XTJL Martin Ratio Rank: 85

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.

TEMT vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long TEM Daily ETF (TEMT) 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.

	TEMT	XTJL	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	2.11	-2.58
Sortino ratio: Return per unit of downside risk	-0.15	3.13	-3.28
Omega ratio: Gain probability vs. loss probability	0.98	1.46	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.69	3.06	-3.75
Martin ratio: Return relative to average drawdown	-1.05	17.30	-18.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEMT vs. XTJL - Sharpe Ratio Comparison

The current TEMT Sharpe Ratio is -0.47, which is lower than the XTJL Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TEMT and XTJL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TEMT	XTJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	2.11	-2.58
Sharpe Ratio (All Time) Calculated using the full available price history	-0.51	0.65	-1.15

Drawdowns

TEMT vs. XTJL - Drawdown Comparison

The maximum TEMT drawdown since its inception was -87.10%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for TEMT and XTJL.

Drawdown Indicators

	TEMT	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	-87.10%	-23.24%	-63.86%
Max Drawdown (1Y) Largest decline over 1 year	-87.10%	-5.12%	-81.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.70%	—
Current Drawdown Current decline from peak	-82.11%	0.00%	-82.11%
Average Drawdown Average peak-to-trough decline	-49.01%	-4.04%	-44.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.40%	0.90%	+56.50%

Volatility

TEMT vs. XTJL - Volatility Comparison

Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 38.27% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 0.31%. This indicates that TEMT'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.

Volatility by Period

	TEMT	XTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	38.27%	0.31%	+37.96%
Volatility (6M) Calculated over the trailing 6-month period	86.77%	5.72%	+81.05%
Volatility (1Y) Calculated over the trailing 1-year period	127.00%	7.42%	+119.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	135.17%	15.21%	+119.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	135.17%	15.21%	+119.96%

TEMT vs. XTJL - Expense Ratio Comparison

TEMT has a 1.30% expense ratio, which is higher than XTJL's 0.79% expense ratio.

Dividends

TEMT vs. XTJL - Dividend Comparison

TEMT's dividend yield for the trailing twelve months is around 54.91%, while XTJL has not paid dividends to shareholders.

Position	TTM	2025
TEMT Tradr 2X Long TEM Daily ETF	54.91%	33.60%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	0.00%	0.00%

Frequently Asked Questions

Can I hold both TEMT and XTJL in my portfolio?

TEMT and XTJL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEMT or XTJL?

TEMT has higher volatility (38.27%) compared to XTJL (0.31%). In terms of maximum drawdown, TEMT dropped -87.10% vs XTJL's -23.24%.

Which ETF is better, TEMT or XTJL?

On 1-year performance, XTJL leads with 15.58% vs -60.08% for TEMT. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMT or XTJL?

Over the 1-year period, XTJL has performed better with a 15.58% return vs -60.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMT or XTJL?

XTJL is cheaper with a 0.79% expense ratio, compared with 1.30% for TEMT.

Which ETF pays a higher dividend yield, TEMT or XTJL?

TEMT has the higher dividend yield at 54.91%, compared with 0.00% for XTJL.

What is the main difference between TEMT and XTJL?

They also come from different issuers: Tradr and Innovator. Their fees differ too: 1.30% for TEMT and 0.79% for XTJL.

Which has better risk-adjusted returns?

XTJL currently has the higher Sharpe Ratio (2.11 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.