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XDOC vs. FFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDOC vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated ETF - October (XDOC) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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XDOC vs. FFTY - Yearly Performance Comparison


Returns By Period


XDOC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDOC vs. FFTY - Expense Ratio Comparison

XDOC has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Return for Risk

XDOC vs. FFTY — Risk / Return Rank

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

XDOC

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
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.

XDOC vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - October (XDOC) and Innovator IBD 50 ETF (FFTY). 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.

XDOC vs. FFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDOCFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Dividends

XDOC vs. FFTY - Dividend Comparison

XDOC has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.


TTM202520242023202220212020201920182017
XDOC
Innovator U.S. Equity Accelerated ETF - October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Drawdowns

XDOC vs. FFTY - Drawdown Comparison

The maximum XDOC drawdown since its inception was 0.00%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for XDOC and FFTY.


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Drawdown Indicators


XDOCFFTYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-59.46%

+59.46%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

0.00%

-32.35%

+32.35%

Average Drawdown

Average peak-to-trough decline

0.00%

-22.38%

+22.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

Volatility

XDOC vs. FFTY - Volatility Comparison


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Volatility by Period


XDOCFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

34.49%

-34.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

29.00%

-29.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

27.17%

-27.17%