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XDSQ vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDSQ and VT is 0.95, 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

XDSQ vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator US Equity Accelerated ETF (XDSQ) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XDSQ:

0.86

VT:

0.78

Sortino Ratio

XDSQ:

1.19

VT:

1.09

Omega Ratio

XDSQ:

1.19

VT:

1.16

Calmar Ratio

XDSQ:

0.77

VT:

0.75

Martin Ratio

XDSQ:

3.04

VT:

3.29

Ulcer Index

XDSQ:

4.83%

VT:

3.77%

Daily Std Dev

XDSQ:

19.25%

VT:

17.81%

Max Drawdown

XDSQ:

-26.06%

VT:

-50.27%

Current Drawdown

XDSQ:

-3.96%

VT:

-0.48%

Returns By Period

In the year-to-date period, XDSQ achieves a 0.40% return, which is significantly lower than VT's 5.36% return.


XDSQ

YTD

0.40%

1M

4.99%

6M

-0.74%

1Y

15.45%

3Y*

13.69%

5Y*

N/A

10Y*

N/A

VT

YTD

5.36%

1M

5.43%

6M

2.26%

1Y

12.87%

3Y*

12.04%

5Y*

13.37%

10Y*

9.24%

*Annualized

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Vanguard Total World Stock ETF

XDSQ vs. VT - Expense Ratio Comparison

XDSQ has a 0.79% expense ratio, which is higher than VT's 0.07% expense ratio.


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

Risk-Adjusted Performance

XDSQ vs. VT — Risk-Adjusted Performance Rank

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

XDSQ
The Risk-Adjusted Performance Rank of XDSQ is 7171
Overall Rank
The Sharpe Ratio Rank of XDSQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of XDSQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of XDSQ is 7575
Omega Ratio Rank
The Calmar Ratio Rank of XDSQ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of XDSQ is 7171
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7272
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.

XDSQ vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator US Equity Accelerated ETF (XDSQ) and Vanguard Total World Stock ETF (VT). 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 VT Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of XDSQ and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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

XDSQ vs. VT - Dividend Comparison

XDSQ has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.83%.


TTM20242023202220212020201920182017201620152014
XDSQ
Innovator US Equity Accelerated ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

XDSQ vs. VT - Drawdown Comparison

The maximum XDSQ drawdown since its inception was -26.06%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XDSQ and VT.


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

Volatility

XDSQ vs. VT - Volatility Comparison

The current volatility for Innovator US Equity Accelerated ETF (XDSQ) is 3.62%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.82%. This indicates that XDSQ experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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