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XDOC vs. JULJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDOC vs. JULJ - 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 Premium Income 30 Barrier ETF - July (JULJ). The values are adjusted to include any dividend payments, if applicable.

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XDOC vs. JULJ - Yearly Performance Comparison


Returns By Period


XDOC

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

JULJ

1D
0.38%
1M
0.21%
YTD
0.74%
6M
2.17%
1Y
5.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDOC vs. JULJ - Expense Ratio Comparison

Both XDOC and JULJ have an expense ratio of 0.79%.


Return for Risk

XDOC vs. JULJ — Risk / Return Rank

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

XDOC

JULJ
JULJ Risk / Return Rank: 7979
Overall Rank
JULJ Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JULJ Sortino Ratio Rank: 7979
Sortino Ratio Rank
JULJ Omega Ratio Rank: 9595
Omega Ratio Rank
JULJ Calmar Ratio Rank: 5858
Calmar Ratio Rank
JULJ Martin Ratio Rank: 9595
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. JULJ - 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 Premium Income 30 Barrier ETF - July (JULJ). 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. JULJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDOCJULJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

Dividends

XDOC vs. JULJ - Dividend Comparison

XDOC has not paid dividends to shareholders, while JULJ's dividend yield for the trailing twelve months is around 5.73%.


TTM202520242023
XDOC
Innovator U.S. Equity Accelerated ETF - October
0.00%0.00%0.00%0.00%
JULJ
Innovator Premium Income 30 Barrier ETF - July
5.73%5.76%5.96%3.21%

Drawdowns

XDOC vs. JULJ - Drawdown Comparison

The maximum XDOC drawdown since its inception was 0.00%, smaller than the maximum JULJ drawdown of -3.62%. Use the drawdown chart below to compare losses from any high point for XDOC and JULJ.


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Drawdown Indicators


XDOCJULJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-3.62%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.11%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

XDOC vs. JULJ - Volatility Comparison


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Volatility by Period


XDOCJULJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.40%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

3.17%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

3.17%

-3.17%