PortfoliosLab logo
XDQQ vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDQQ and VOO is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

XDQQ vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated ETF - Quarterly (XDQQ) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

XDQQ:

0.67

VOO:

0.70

Sortino Ratio

XDQQ:

1.06

VOO:

1.05

Omega Ratio

XDQQ:

1.16

VOO:

1.15

Calmar Ratio

XDQQ:

0.68

VOO:

0.69

Martin Ratio

XDQQ:

2.33

VOO:

2.62

Ulcer Index

XDQQ:

6.70%

VOO:

4.93%

Daily Std Dev

XDQQ:

24.04%

VOO:

19.55%

Max Drawdown

XDQQ:

-35.63%

VOO:

-33.99%

Current Drawdown

XDQQ:

-6.26%

VOO:

-3.45%

Returns By Period

In the year-to-date period, XDQQ achieves a -1.12% return, which is significantly lower than VOO's 1.00% return.


XDQQ

YTD

-1.12%

1M

6.55%

6M

2.51%

1Y

16.08%

3Y*

13.22%

5Y*

N/A

10Y*

N/A

VOO

YTD

1.00%

1M

6.44%

6M

-0.84%

1Y

13.62%

3Y*

14.14%

5Y*

15.91%

10Y*

12.81%

*Annualized

Compare stocks, funds, or ETFs

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


Vanguard S&P 500 ETF

XDQQ vs. VOO - Expense Ratio Comparison

XDQQ has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XDQQ vs. VOO — Risk-Adjusted Performance Rank

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

XDQQ
The Risk-Adjusted Performance Rank of XDQQ is 6363
Overall Rank
The Sharpe Ratio Rank of XDQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of XDQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XDQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of XDQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XDQQ is 6060
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDQQ vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated ETF - Quarterly (XDQQ) and Vanguard S&P 500 ETF (VOO). 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.


The current XDQQ Sharpe Ratio is 0.67, which is comparable to the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of XDQQ and VOO, 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

XDQQ vs. VOO - Dividend Comparison

XDQQ has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
XDQQ
Innovator Growth Accelerated ETF - Quarterly
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

XDQQ vs. VOO - Drawdown Comparison

The maximum XDQQ drawdown since its inception was -35.63%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XDQQ and VOO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XDQQ vs. VOO - Volatility Comparison

The current volatility for Innovator Growth Accelerated ETF - Quarterly (XDQQ) is 3.30%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that XDQQ experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...