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XDQQ vs. BZQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDQQ vs. BZQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated ETF - Quarterly (XDQQ) and ProShares UltraShort MSCI Brazil Capped (BZQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDQQ achieves a 2.83% return, which is significantly higher than BZQ's -21.13% return.


XDQQ

1D
-0.06%
1M
0.56%
YTD
2.83%
6M
1.08%
1Y
16.74%
3Y*
17.58%
5Y*
7.88%
10Y*

BZQ

1D
0.89%
1M
11.08%
YTD
-21.13%
6M
-22.40%
1Y
-45.58%
3Y*
-19.62%
5Y*
-21.05%
10Y*
-36.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDQQ vs. BZQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDQQ
Innovator Growth Accelerated ETF - Quarterly
2.83%13.75%31.47%30.15%-33.74%18.52%
BZQ
ProShares UltraShort MSCI Brazil Capped
-21.13%-57.90%98.84%-49.11%-44.20%-3.73%

Correlation

The correlation between XDQQ and BZQ is -0.48, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.48

Correlation (3Y)
Calculated over the trailing 3-year period

-0.37

Correlation (5Y)
Calculated over the trailing 5-year period

-0.32

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

-0.32

The correlation between XDQQ and BZQ shifts across timeframes, from -0.48 (1 year) to -0.32 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDQQ vs. BZQ — Risk / Return Rank

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

XDQQ
XDQQ Risk / Return Rank: 3636
Overall Rank
XDQQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 3939
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 4242
Martin Ratio Rank

BZQ
BZQ Risk / Return Rank: 33
Overall Rank
BZQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BZQ Sortino Ratio Rank: 22
Sortino Ratio Rank
BZQ Omega Ratio Rank: 22
Omega Ratio Rank
BZQ Calmar Ratio Rank: 33
Calmar Ratio Rank
BZQ Martin Ratio Rank: 44
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.

XDQQ vs. BZQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated ETF - Quarterly (XDQQ) and ProShares UltraShort MSCI Brazil Capped (BZQ). 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.


XDQQBZQDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.25

0.85

+0.40

Calmar ratioReturn relative to maximum drawdown

1.42

-0.70

+2.12

Martin ratioReturn relative to average drawdown

6.45

-1.10

+7.55

XDQQ vs. BZQ - Sharpe Ratio Comparison

The current XDQQ Sharpe Ratio is 1.22, which is higher than the BZQ Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of XDQQ and BZQ, 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

XDQQ vs. BZQ - Drawdown Comparison

The maximum XDQQ drawdown since its inception was -35.63%, smaller than the maximum BZQ drawdown of -99.82%. Use the drawdown chart below to compare losses from any high point for XDQQ and BZQ.


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Drawdown Indicators


XDQQBZQDifference

Max Drawdown

Largest peak-to-trough decline

-35.63%

-99.82%

+64.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-65.20%

+53.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.17%

-77.31%

+54.14%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

-88.65%

+53.02%

Max Drawdown (10Y)

Largest decline over 10 years

-99.26%

Current Drawdown

Current decline from peak

-0.06%

-99.74%

+99.68%

Average Drawdown

Average peak-to-trough decline

-10.72%

-84.56%

+73.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

41.49%

-38.89%

Volatility

XDQQ vs. BZQ - Volatility Comparison

The current volatility for Innovator Growth Accelerated ETF - Quarterly (XDQQ) is 0.64%, while ProShares UltraShort MSCI Brazil Capped (BZQ) has a volatility of 12.21%. This indicates that XDQQ experiences smaller price fluctuations and is considered to be less risky than BZQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDQQBZQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

12.21%

-11.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

39.49%

-29.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

50.03%

-36.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

55.34%

-35.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

66.75%

-47.20%

XDQQ vs. BZQ - Expense Ratio Comparison

XDQQ has a 0.79% expense ratio, which is lower than BZQ's 0.95% expense ratio.


Dividends

XDQQ vs. BZQ - Dividend Comparison

XDQQ has not paid dividends to shareholders, while BZQ's dividend yield for the trailing twelve months is around 7.00%.


PositionTTM20252024202320222021202020192018
BZQ
ProShares UltraShort MSCI Brazil Capped
7.00%5.96%3.26%4.51%0.22%0.00%0.21%2.13%0.28%
XDQQ
Innovator Growth Accelerated ETF - Quarterly
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDQQ and BZQ 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.

BZQ has higher volatility (12.21%) compared to XDQQ (0.64%). In terms of maximum drawdown, XDQQ dropped -35.63% vs BZQ's -99.82%.

On 5-year performance, XDQQ leads with 7.88% vs -21.05% for BZQ. On fees, XDQQ is cheaper at 0.79% per year. On volatility, XDQQ has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XDQQ has performed better with a 7.88% return vs -21.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XDQQ is cheaper with a 0.79% expense ratio, compared with 0.95% for BZQ.

BZQ has the higher dividend yield at 7.00%, compared with 0.00% for XDQQ.

They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for XDQQ and 0.95% for BZQ.

XDQQ currently has the higher Sharpe Ratio (1.22 vs -0.91), 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

Find the right allocation for XDQQ and BZQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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