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TTDU vs. QTAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDU vs. QTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long TTD Daily Target ETF (TTDU) and Innovator Growth Accelerated Plus ETF - April (QTAP). The values are adjusted to include any dividend payments, if applicable.

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TTDU vs. QTAP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than QTAP's 1.26% return.


TTDU

1D
6.09%
1M
-15.13%
YTD
-69.59%
6M
-83.47%
1Y
3Y*
5Y*
10Y*

QTAP

1D
-0.51%
1M
0.09%
YTD
1.26%
6M
3.74%
1Y
19.73%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDU vs. QTAP - Expense Ratio Comparison

TTDU has a 1.50% expense ratio, which is higher than QTAP's 0.79% expense ratio.


Return for Risk

TTDU vs. QTAP — Risk / Return Rank

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

TTDU

QTAP
QTAP Risk / Return Rank: 8080
Overall Rank
QTAP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QTAP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QTAP Omega Ratio Rank: 9595
Omega Ratio Rank
QTAP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QTAP Martin Ratio Rank: 9191
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.

TTDU vs. QTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long TTD Daily Target ETF (TTDU) and Innovator Growth Accelerated Plus ETF - April (QTAP). 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.

TTDU vs. QTAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTDUQTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.62

-1.57

Correlation

The correlation between TTDU and QTAP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TTDU vs. QTAP - Dividend Comparison

Neither TTDU nor QTAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TTDU vs. QTAP - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than QTAP's maximum drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for TTDU and QTAP.


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Drawdown Indicators


TTDUQTAPDifference

Max Drawdown

Largest peak-to-trough decline

-87.87%

-29.44%

-58.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

Current Drawdown

Current decline from peak

-86.30%

-0.51%

-85.79%

Average Drawdown

Average peak-to-trough decline

-49.95%

-5.21%

-44.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

Volatility

TTDU vs. QTAP - Volatility Comparison


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Volatility by Period


TTDUQTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

101.52%

16.31%

+85.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.52%

19.02%

+82.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.52%

19.02%

+82.50%