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TJUL vs. XUSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TJUL and XUSP is 0.81, 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.


-0.50.00.51.00.8

Performance

TJUL vs. XUSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Innovator Uncapped Accelerated U.S. Equity ETF (XUSP). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
4.51%
16.38%
TJUL
XUSP

Key characteristics

Sharpe Ratio

TJUL:

2.72

XUSP:

1.66

Sortino Ratio

TJUL:

3.86

XUSP:

2.24

Omega Ratio

TJUL:

1.56

XUSP:

1.29

Calmar Ratio

TJUL:

5.12

XUSP:

2.60

Martin Ratio

TJUL:

23.27

XUSP:

9.60

Ulcer Index

TJUL:

0.35%

XUSP:

3.15%

Daily Std Dev

TJUL:

2.96%

XUSP:

18.15%

Max Drawdown

TJUL:

-3.09%

XUSP:

-18.20%

Current Drawdown

TJUL:

-0.04%

XUSP:

-2.35%

Returns By Period

In the year-to-date period, TJUL achieves a 0.94% return, which is significantly lower than XUSP's 3.66% return.


TJUL

YTD

0.94%

1M

0.94%

6M

4.51%

1Y

8.22%

5Y*

N/A

10Y*

N/A

XUSP

YTD

3.66%

1M

3.66%

6M

16.38%

1Y

31.15%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TJUL vs. XUSP - Expense Ratio Comparison

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


TJUL
Innovator Equity Defined Protection ETF – 2 Yr to July 2025
Expense ratio chart for TJUL: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for XUSP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

TJUL vs. XUSP — Risk-Adjusted Performance Rank

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

TJUL
The Risk-Adjusted Performance Rank of TJUL is 9696
Overall Rank
The Sharpe Ratio Rank of TJUL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TJUL is 9595
Sortino Ratio Rank
The Omega Ratio Rank of TJUL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of TJUL is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TJUL is 9696
Martin Ratio Rank

XUSP
The Risk-Adjusted Performance Rank of XUSP is 7070
Overall Rank
The Sharpe Ratio Rank of XUSP is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of XUSP is 6666
Sortino Ratio Rank
The Omega Ratio Rank of XUSP is 6767
Omega Ratio Rank
The Calmar Ratio Rank of XUSP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of XUSP is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TJUL vs. XUSP - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TJUL, currently valued at 2.72, compared to the broader market0.002.004.002.721.66
The chart of Sortino ratio for TJUL, currently valued at 3.86, compared to the broader market-2.000.002.004.006.008.0010.0012.003.862.24
The chart of Omega ratio for TJUL, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.29
The chart of Calmar ratio for TJUL, currently valued at 5.12, compared to the broader market0.005.0010.0015.005.122.60
The chart of Martin ratio for TJUL, currently valued at 23.27, compared to the broader market0.0020.0040.0060.0080.00100.0023.279.60
TJUL
XUSP

The current TJUL Sharpe Ratio is 2.72, which is higher than the XUSP Sharpe Ratio of 1.66. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50SeptemberOctoberNovemberDecember2025
2.72
1.66
TJUL
XUSP

Dividends

TJUL vs. XUSP - Dividend Comparison

Neither TJUL nor XUSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TJUL vs. XUSP - Drawdown Comparison

The maximum TJUL drawdown since its inception was -3.09%, smaller than the maximum XUSP drawdown of -18.20%. Use the drawdown chart below to compare losses from any high point for TJUL and XUSP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-0.04%
-2.35%
TJUL
XUSP

Volatility

TJUL vs. XUSP - Volatility Comparison

The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.56%, while Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) has a volatility of 5.60%. 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.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025
0.56%
5.60%
TJUL
XUSP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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