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TTDU vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDU vs. XTJL - 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 U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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TTDU vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TTDU achieves a -69.59% return, which is significantly lower than XTJL's -1.36% return.


TTDU

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

XTJL

1D
2.47%
1M
-2.34%
YTD
-1.36%
6M
1.27%
1Y
15.57%
3Y*
14.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDU vs. XTJL - Expense Ratio Comparison

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


Return for Risk

TTDU vs. XTJL — Risk / Return Rank

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

TTDU

XTJL
XTJL Risk / Return Rank: 5757
Overall Rank
XTJL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5151
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7373
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4545
Calmar Ratio Rank
XTJL Martin Ratio Rank: 7171
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. XTJL - 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 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.

TTDU vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TTDUXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.56

-1.51

Correlation

The correlation between TTDU and XTJL is 0.30, 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. XTJL - Dividend Comparison

Neither TTDU nor XTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TTDU vs. XTJL - Drawdown Comparison

The maximum TTDU drawdown since its inception was -87.87%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for TTDU and XTJL.


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Drawdown Indicators


TTDUXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-87.87%

-23.24%

-64.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-86.30%

-2.77%

-83.53%

Average Drawdown

Average peak-to-trough decline

-49.95%

-4.18%

-45.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

TTDU vs. XTJL - Volatility Comparison


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Volatility by Period


TTDUXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

101.52%

18.18%

+83.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

101.52%

15.46%

+86.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.52%

15.46%

+86.06%