TJUL vs. XUSP

In the year-to-date period, TJUL achieves a 1.65% return, which is significantly higher than XUSP's -6.26% return.

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Both TJUL and XUSP have an expense ratio of 0.79%.

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Innovator Uncapped Accelerated U.S. Equity ETF (XUSP). 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.

The current TJUL Sharpe Ratio is 1.30, which is higher than the XUSP Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TJUL and XUSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TJUL nor XUSP has paid dividends to shareholders.

The maximum TJUL drawdown since its inception was -4.61%, smaller than the maximum XUSP drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for TJUL and XUSP. For additional features, visit the drawdowns tool.

The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 2.42%, while Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) has a volatility of 6.95%. This indicates that TJUL experiences smaller price fluctuations and is considered to be less risky than XUSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.