TJUL vs. IXC
TJUL (Innovator Equity Defined Protection ETF – 2 Yr to July 2025) and IXC (iShares Global Energy ETF) are both exchange-traded funds - TJUL is a Options Trading fund actively managed by Innovator, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. TJUL is actively managed, while IXC is passively managed. Over the past year, TJUL returned 5.58% vs 29.02% for IXC. At a 0.17 correlation, their price movements are largely independent. TJUL charges 0.79%/yr vs 0.40%/yr for IXC.
Performance
TJUL vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, TJUL achieves a 2.37% return, which is significantly lower than IXC's 23.35% return.
TJUL
- 1D
- 0.00%
- 1M
- 0.40%
- 6M
- 1.75%
- YTD
- 2.37%
- 1Y
- 5.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXC
- 1D
- 0.51%
- 1M
- -4.50%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
TJUL vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TJUL Innovator Equity Defined Protection ETF – 2 Yr to July 2025 | 2.37% | 6.55% | 8.18% | 3.09% |
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 6.92% |
Correlation
The correlation between TJUL and IXC is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.17 |
The correlation between TJUL and IXC shifts across timeframes, from -0.05 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TJUL vs. IXC — Risk / Return Rank
TJUL
IXC
TJUL vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and iShares Global Energy ETF (IXC). 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.
| TJUL | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.95 | +0.83 |
| Martin ratioReturn relative to average drawdown | 12.76 | 6.26 | +6.50 |
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Drawdowns
TJUL vs. IXC - Drawdown Comparison
The maximum TJUL drawdown since its inception was -4.61%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for TJUL and IXC.
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Drawdown Indicators
| TJUL | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.61% | -67.88% | +63.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.08% | -15.36% | +13.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.22% | +11.22% |
Average DrawdownAverage peak-to-trough decline | -0.38% | -17.45% | +17.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 4.78% | -4.33% |
Volatility
TJUL vs. IXC - Volatility Comparison
The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.72%, while iShares Global Energy ETF (IXC) has a volatility of 6.59%. This indicates that TJUL experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUL | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 6.59% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 15.86% | -13.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.82% | 19.18% | -16.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.21% | 23.45% | -19.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.21% | 26.81% | -22.60% |
TJUL vs. IXC - Expense Ratio Comparison
TJUL has a 0.79% expense ratio, which is higher than IXC's 0.40% expense ratio.
Dividends
TJUL vs. IXC - Dividend Comparison
TJUL has not paid dividends to shareholders, while IXC's dividend yield for the trailing twelve months is around 3.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
TJUL Innovator Equity Defined Protection ETF – 2 Yr to July 2025 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TJUL and IXC have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (6.59%) compared to TJUL (0.72%). In terms of maximum drawdown, TJUL dropped -4.61% vs IXC's -67.88%.
On 1-year performance, IXC leads with 29.02% vs 5.58% for TJUL. On fees, IXC is cheaper at 0.40% per year. On volatility, TJUL has been the lower-risk option at 0.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IXC has performed better with a 29.02% return vs 5.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IXC is cheaper with a 0.40% expense ratio, compared with 0.79% for TJUL.
IXC has the higher dividend yield at 3.08%, compared with 0.00% for TJUL.
TJUL is categorized as Options Trading, while IXC is Energy Equities. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for TJUL and 0.40% for IXC.
TJUL currently has the higher Sharpe Ratio (2.06 vs 1.56), 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.
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