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TSYX vs. XTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSYX vs. XTJL - Performance Comparison

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

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Returns By Period


TSYX

1D
-0.16%
1M
6.87%
YTD
6M
1Y
3Y*
5Y*
10Y*

XTJL

1D
0.00%
1M
1.16%
YTD
5.36%
6M
6.38%
1Y
15.64%
3Y*
14.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSYX vs. XTJL - Yearly Performance Comparison


Correlation

The correlation between TSYX and XTJL is 0.91, 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

0.91

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Return for Risk

TSYX vs. XTJL — Risk / Return Rank

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

TSYX

XTJL
XTJL Risk / Return Rank: 7171
Overall Rank
XTJL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 6868
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7777
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8484
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.

TSYX vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TSPY Lift ETF (TSYX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSYX vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSYXXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.65

+0.63

Drawdowns

TSYX vs. XTJL - Drawdown Comparison

The maximum TSYX drawdown since its inception was -13.39%, smaller than the maximum XTJL drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for TSYX and XTJL.


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Drawdown Indicators


TSYXXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-13.39%

-23.24%

+9.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

Current Drawdown

Current decline from peak

-0.16%

0.00%

-0.16%

Average Drawdown

Average peak-to-trough decline

-2.97%

-4.04%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

TSYX vs. XTJL - Volatility Comparison


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Volatility by Period


TSYXXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

7.43%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

15.22%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

15.22%

+2.99%

TSYX vs. XTJL - Expense Ratio Comparison

TSYX has a 0.98% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Dividends

TSYX vs. XTJL - Dividend Comparison

TSYX's dividend yield for the trailing twelve months is around 6.17%, while XTJL has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.91, TSYX and XTJL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

XTJL is cheaper with a 0.79% expense ratio, compared with 0.98% for TSYX.

TSYX has the higher dividend yield at 6.17%, compared with 0.00% for XTJL.

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

Portfolio Optimizer

Find the right allocation for TSYX and XTJL

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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