XDSQ vs. HELO

In the year-to-date period, XDSQ achieves a 0.40% return, which is significantly higher than HELO's -1.15% return.

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

XDSQ has a 0.79% expense ratio, which is higher than HELO's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator US Equity Accelerated ETF (XDSQ) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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 XDSQ Sharpe Ratio is 0.86, which is comparable to the HELO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XDSQ and HELO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XDSQ has not paid dividends to shareholders, while HELO's dividend yield for the trailing twelve months is around 0.66%.

The maximum XDSQ drawdown since its inception was -26.06%, which is greater than HELO's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for XDSQ and HELO.

Innovator US Equity Accelerated ETF (XDSQ) has a higher volatility of 3.62% compared to JPMorgan Hedged Equity Laddered Overlay ETF (HELO) at 2.70%. This indicates that XDSQ's price experiences larger fluctuations and is considered to be riskier than HELO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.