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XBJA vs. DCMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBJA vs. DCMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated 9 Buffer ETF - January (XBJA) and DoubleLine Commodity Strategy ETF (DCMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XBJA achieves a 7.34% return, which is significantly lower than DCMT's 24.74% return.


XBJA

1D
0.46%
1M
1.54%
6M
6.69%
YTD
7.34%
1Y
12.24%
3Y*
11.59%
5Y*
10Y*
ALL TIME*
7.37%

DCMT

1D
-1.11%
1M
6.02%
6M
16.61%
YTD
24.74%
1Y
29.63%
3Y*
5Y*
10Y*
ALL TIME*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$307.72K$268.91K$199.57K
$109.00K$114.05K$252.46K

XBJA vs. DCMT - Yearly Performance Comparison


Correlation

The correlation between XBJA and DCMT is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.22

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.02

Over the past year, the inverse relationship between XBJA and DCMT has strengthened: their correlation has moved from -0.02 to -0.22, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

XBJA vs. DCMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XBJA
XBJA Risk / Return Rank: 7979
Overall Rank
XBJA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XBJA Sortino Ratio Rank: 8383
Sortino Ratio Rank
XBJA Omega Ratio Rank: 9090
Omega Ratio Rank
XBJA Calmar Ratio Rank: 5757
Calmar Ratio Rank
XBJA Martin Ratio Rank: 8585
Martin Ratio Rank

DCMT
DCMT Risk / Return Rank: 5252
Overall Rank
DCMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DCMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
DCMT Omega Ratio Rank: 5353
Omega Ratio Rank
DCMT Calmar Ratio Rank: 4646
Calmar Ratio Rank
DCMT Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XBJA vs. DCMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated 9 Buffer ETF - January (XBJA) and DoubleLine Commodity Strategy ETF (DCMT). 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.


XBJADCMTDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

2.30

1.86

+0.44

Martin ratioReturn relative to average drawdown

13.30

6.16

+7.14

XBJA vs. DCMT - Sharpe Ratio Comparison

The current XBJA Sharpe Ratio is 2.07, which is higher than the DCMT Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of XBJA and DCMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XBJA vs. DCMT - Drawdown Comparison

The maximum XBJA drawdown since its inception was -17.42%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for XBJA and DCMT.


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Drawdown Indicators


XBJADCMTDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-15.96%

-1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-15.96%

+10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.57%

Current Drawdown

Current decline from peak

0.00%

-10.46%

+10.46%

Average Drawdown

Average peak-to-trough decline

-3.04%

-3.63%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.82%

-3.90%

Volatility

XBJA vs. DCMT - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated 9 Buffer ETF - January (XBJA) is 1.44%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 5.57%. This indicates that XBJA experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBJADCMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

5.57%

-4.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

16.66%

-11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

19.04%

-13.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.43%

16.06%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.43%

16.06%

-4.63%

XBJA vs. DCMT - Expense Ratio Comparison

XBJA has a 0.79% expense ratio, which is higher than DCMT's 0.66% expense ratio.


Dividends

XBJA vs. DCMT - Dividend Comparison

XBJA has not paid dividends to shareholders, while DCMT's dividend yield for the trailing twelve months is around 2.94%.


Frequently Asked Questions


XBJA and DCMT have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCMT has higher volatility (5.57%) compared to XBJA (1.44%). In terms of maximum drawdown, XBJA dropped -17.42% vs DCMT's -15.96%.

On 1-year performance, DCMT leads with 29.63% vs 12.24% for XBJA. On fees, DCMT is cheaper at 0.66% per year. On volatility, XBJA has been the lower-risk option at 1.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DCMT has performed better with a 29.63% return vs 12.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DCMT is cheaper with a 0.66% expense ratio, compared with 0.79% for XBJA.

DCMT has the higher dividend yield at 2.94%, compared with 0.00% for XBJA.

XBJA is categorized as Defined Outcome, while DCMT is Commodities. They also come from different issuers: Innovator and DoubleLine. Their fees differ too: 0.79% for XBJA and 0.66% for DCMT.

XBJA currently has the higher Sharpe Ratio (2.07 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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