WULX vs. QTJL

Last updated Jul 11, 2026

WULX (Tradr 2X Long WULF Daily ETF) and QTJL (Innovator Growth Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. WULX charges 1.30%/yr vs 0.79%/yr for QTJL.

Performance

WULX vs. QTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long WULF Daily ETF (WULX) and Innovator Growth Accelerated Plus ETF - July (QTJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WULX achieves a 113.18% return, which is significantly higher than QTJL's 6.61% return.

WULX

• 1D: -11.17%
• 1M: -33.99%
• 6M: 68.38%
• YTD: 113.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTJL

• 1D: 0.42%
• 1M: -0.46%
• 6M: 5.53%
• YTD: 6.61%
• 1Y: 16.67%
• 3Y*: 18.63%
• 5Y*: 10.10%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WULX vs. QTJL - Yearly Performance Comparison

	2026 (YTD)	2025
WULX Tradr 2X Long WULF Daily ETF	113.18%	-34.00%
QTJL Innovator Growth Accelerated Plus ETF - July	6.61%	2.79%

Correlation

The correlation between WULX and QTJL is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	0.48

Return for Risk

WULX vs. QTJL — Risk / Return Rank

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

WULX

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

QTJL

QTJL Risk / Return Rank: 67
QTJL Sharpe Ratio Rank: 61
QTJL Sortino Ratio Rank: 61
QTJL Omega Ratio Rank: 70
QTJL Calmar Ratio Rank: 63
QTJL Martin Ratio Rank: 82

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.

WULX vs. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WULF Daily ETF (WULX) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WULX	QTJL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.61	—
Sortino ratio: Return per unit of downside risk	—	2.29	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.49	—
Martin ratio: Return relative to average drawdown	—	12.69	—

Drawdowns

WULX vs. QTJL - Drawdown Comparison

The maximum WULX drawdown since its inception was -60.48%, which is greater than QTJL's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for WULX and QTJL.

Drawdown Indicators

	WULX	QTJL	Difference
Max Drawdown Largest peak-to-trough decline	-60.48%	-33.40%	-27.08%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.40%	—
Current Drawdown Current decline from peak	-45.76%	-0.86%	-44.90%
Average Drawdown Average peak-to-trough decline	-29.10%	-7.79%	-21.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.31%	—

Volatility

Volatility by Period

	WULX	QTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.08%	—
Volatility (1Y) Calculated over the trailing 1-year period	188.70%	10.35%	+178.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	188.70%	20.31%	+168.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	188.70%	20.27%	+168.43%

WULX vs. QTJL - Expense Ratio Comparison

WULX has a 1.30% expense ratio, which is higher than QTJL's 0.79% expense ratio.

Dividends

WULX vs. QTJL - Dividend Comparison

Neither WULX nor QTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WULX and QTJL in my portfolio?

WULX and QTJL have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WULX or QTJL?

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

Which ETF is cheaper, WULX or QTJL?

QTJL is cheaper with a 0.79% expense ratio, compared with 1.30% for WULX.

Which ETF pays a higher dividend yield, WULX or QTJL?

WULX and QTJL have nearly identical dividend yields, around 0.00%.

What is the main difference between WULX and QTJL?

They also come from different issuers: Tradr ETFs and Innovator. Their fees differ too: 1.30% for WULX and 0.79% for QTJL.