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URAA vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URAA vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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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URAA vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, URAA achieves a 17.77% return, which is significantly higher than XTJL's -0.71% return.


URAA

1D
3.28%
1M
-27.08%
YTD
17.77%
6M
-6.10%
1Y
227.31%
3Y*
5Y*
10Y*

XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URAA vs. XTJL - Expense Ratio Comparison

URAA has a 1.28% expense ratio, which is higher than XTJL's 0.79% expense ratio.


Return for Risk

URAA vs. XTJL — Risk / Return Rank

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

URAA
URAA Risk / Return Rank: 8989
Overall Rank
URAA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
URAA Sortino Ratio Rank: 9191
Sortino Ratio Rank
URAA Omega Ratio Rank: 8282
Omega Ratio Rank
URAA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URAA Martin Ratio Rank: 8383
Martin Ratio Rank

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
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.

URAA vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Uranium Industry Bull 2X Shares (URAA) 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.


URAAXTJLDifference

Sharpe ratio

Return per unit of total volatility

2.42

0.88

+1.54

Sortino ratio

Return per unit of downside risk

2.74

1.41

+1.33

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

4.73

1.18

+3.55

Martin ratio

Return relative to average drawdown

10.35

7.45

+2.90

URAA vs. XTJL - Sharpe Ratio Comparison

The current URAA Sharpe Ratio is 2.42, which is higher than the XTJL Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of URAA and XTJL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URAAXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.88

+1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.57

-0.21

Correlation

The correlation between URAA and XTJL is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

URAA vs. XTJL - Dividend Comparison

URAA's dividend yield for the trailing twelve months is around 8.64%, while XTJL has not paid dividends to shareholders.


Drawdowns

URAA vs. XTJL - Drawdown Comparison

The maximum URAA drawdown since its inception was -67.45%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for URAA and XTJL.


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Drawdown Indicators


URAAXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-67.45%

-23.24%

-44.21%

Max Drawdown (1Y)

Largest decline over 1 year

-49.11%

-13.81%

-35.30%

Current Drawdown

Current decline from peak

-40.70%

-2.12%

-38.58%

Average Drawdown

Average peak-to-trough decline

-26.36%

-4.18%

-22.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.44%

2.19%

+20.25%

Volatility

URAA vs. XTJL - Volatility Comparison

Direxion Daily Uranium Industry Bull 2X Shares (URAA) has a higher volatility of 28.01% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.50%. This indicates that URAA's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URAAXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.01%

4.50%

+23.51%

Volatility (6M)

Calculated over the trailing 6-month period

73.94%

6.30%

+67.64%

Volatility (1Y)

Calculated over the trailing 1-year period

94.44%

18.18%

+76.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.30%

15.46%

+72.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.30%

15.46%

+72.84%