PortfoliosLab logoPortfoliosLab logo
XDQQ vs. NFLU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDQQ vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated ETF - Quarterly (XDQQ) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XDQQ vs. NFLU - Yearly Performance Comparison


2026 (YTD)20252024
XDQQ
Innovator Growth Accelerated ETF - Quarterly
-5.48%13.75%9.24%
NFLU
T-REX 2X Long Netflix Daily Target ETF
-2.13%-12.47%50.04%

Returns By Period

In the year-to-date period, XDQQ achieves a -5.48% return, which is significantly lower than NFLU's -2.13% return.


XDQQ

1D
1.03%
1M
-5.50%
YTD
-5.48%
6M
-1.65%
1Y
16.74%
3Y*
17.89%
5Y*
10Y*

NFLU

1D
-1.00%
1M
-3.96%
YTD
-2.13%
6M
-41.20%
1Y
-15.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XDQQ vs. NFLU - Expense Ratio Comparison

XDQQ has a 0.79% expense ratio, which is lower than NFLU's 1.05% expense ratio.


Return for Risk

XDQQ vs. NFLU — Risk / Return Rank

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

XDQQ
XDQQ Risk / Return Rank: 4848
Overall Rank
XDQQ Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDQQ Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDQQ Omega Ratio Rank: 5050
Omega Ratio Rank
XDQQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XDQQ Martin Ratio Rank: 5757
Martin Ratio Rank

NFLU
NFLU Risk / Return Rank: 99
Overall Rank
NFLU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
NFLU Sortino Ratio Rank: 1111
Sortino Ratio Rank
NFLU Omega Ratio Rank: 1111
Omega Ratio Rank
NFLU Calmar Ratio Rank: 88
Calmar Ratio Rank
NFLU Martin Ratio Rank: 88
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. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated ETF - Quarterly (XDQQ) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.


XDQQNFLUDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.23

+1.02

Sortino ratio

Return per unit of downside risk

1.27

0.13

+1.15

Omega ratio

Gain probability vs. loss probability

1.20

1.02

+0.18

Calmar ratio

Return relative to maximum drawdown

1.38

-0.23

+1.60

Martin ratio

Return relative to average drawdown

6.03

-0.42

+6.45

XDQQ vs. NFLU - Sharpe Ratio Comparison

The current XDQQ Sharpe Ratio is 0.78, which is higher than the NFLU Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of XDQQ and NFLU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XDQQNFLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.23

+1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.26

+0.12

Correlation

The correlation between XDQQ and NFLU is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDQQ vs. NFLU - Dividend Comparison

Neither XDQQ nor NFLU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDQQ vs. NFLU - Drawdown Comparison

The maximum XDQQ drawdown since its inception was -35.63%, smaller than the maximum NFLU drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for XDQQ and NFLU.


Loading graphics...

Drawdown Indicators


XDQQNFLUDifference

Max Drawdown

Largest peak-to-trough decline

-35.63%

-72.10%

+36.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-72.10%

+59.46%

Current Drawdown

Current decline from peak

-7.84%

-57.27%

+49.43%

Average Drawdown

Average peak-to-trough decline

-11.14%

-24.15%

+13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

38.76%

-35.88%

Volatility

XDQQ vs. NFLU - Volatility Comparison

The current volatility for Innovator Growth Accelerated ETF - Quarterly (XDQQ) is 7.13%, while T-REX 2X Long Netflix Daily Target ETF (NFLU) has a volatility of 14.88%. This indicates that XDQQ experiences smaller price fluctuations and is considered to be less risky than NFLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XDQQNFLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

14.88%

-7.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

53.07%

-40.27%

Volatility (1Y)

Calculated over the trailing 1-year period

21.42%

68.26%

-46.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.95%

69.21%

-49.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.95%

69.21%

-49.26%