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XTAP vs. DRIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTAP vs. DRIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF (XTAP) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTAP achieves a 11.19% return, which is significantly higher than DRIP's -50.45% return.


XTAP

1D
0.02%
1M
2.06%
YTD
11.19%
6M
12.40%
1Y
21.81%
3Y*
17.98%
5Y*
11.17%
10Y*

DRIP

1D
-3.05%
1M
9.61%
YTD
-50.45%
6M
-43.03%
1Y
-56.10%
3Y*
-30.92%
5Y*
-41.62%
10Y*
-42.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTAP vs. DRIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTAP
Innovator U.S. Equity Accelerated Plus ETF
11.19%17.58%14.26%23.46%-14.68%11.87%
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
-50.45%-14.81%1.27%-17.24%-73.57%-47.87%

Correlation

The correlation between XTAP and DRIP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

-0.20

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

-0.36

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

-0.35

The correlation between XTAP and DRIP shifts across timeframes, from -0.36 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XTAP vs. DRIP — Risk / Return Rank

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

XTAP
XTAP Risk / Return Rank: 9898
Overall Rank
XTAP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 9898
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9898
Omega Ratio Rank
XTAP Calmar Ratio Rank: 9898
Calmar Ratio Rank
XTAP Martin Ratio Rank: 9898
Martin Ratio Rank

DRIP
DRIP Risk / Return Rank: 11
Overall Rank
DRIP Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DRIP Sortino Ratio Rank: 11
Sortino Ratio Rank
DRIP Omega Ratio Rank: 11
Omega Ratio Rank
DRIP Calmar Ratio Rank: 11
Calmar Ratio Rank
DRIP Martin Ratio Rank: 11
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.

XTAP vs. DRIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF (XTAP) and Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP). 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.


XTAPDRIPDifference

Sharpe ratio

Return per unit of total volatility

4.67

-1.01

+5.68

Sortino ratio

Return per unit of downside risk

8.08

-1.71

+9.79

Omega ratio

Gain probability vs. loss probability

2.28

0.83

+1.45

Calmar ratio

Return relative to maximum drawdown

15.52

-0.88

+16.40

Martin ratio

Return relative to average drawdown

82.64

-1.64

+84.28

XTAP vs. DRIP - Sharpe Ratio Comparison

The current XTAP Sharpe Ratio is 4.67, which is higher than the DRIP Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of XTAP and DRIP, 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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Sharpe Ratios by Period


XTAPDRIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.67

-1.01

+5.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

-0.61

+1.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.42

+1.22

Drawdowns

XTAP vs. DRIP - Drawdown Comparison

The maximum XTAP drawdown since its inception was -22.13%, smaller than the maximum DRIP drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for XTAP and DRIP.


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Drawdown Indicators


XTAPDRIPDifference

Max Drawdown

Largest peak-to-trough decline

-22.13%

-99.95%

+77.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

-63.84%

+62.42%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

-76.02%

+64.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-96.24%

+74.11%

Max Drawdown (10Y)

Largest decline over 10 years

-99.92%

Current Drawdown

Current decline from peak

0.00%

-99.94%

+99.94%

Average Drawdown

Average peak-to-trough decline

-3.46%

-90.45%

+86.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

34.12%

-33.85%

Volatility

XTAP vs. DRIP - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated Plus ETF (XTAP) is 1.20%, while Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) has a volatility of 19.66%. This indicates that XTAP experiences smaller price fluctuations and is considered to be less risky than DRIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTAPDRIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

19.66%

-18.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

43.05%

-39.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

55.64%

-50.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

68.36%

-53.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.41%

96.59%

-82.18%

XTAP vs. DRIP - Expense Ratio Comparison

XTAP has a 0.79% expense ratio, which is lower than DRIP's 1.07% expense ratio.


Dividends

XTAP vs. DRIP - Dividend Comparison

XTAP has not paid dividends to shareholders, while DRIP's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018
DRIP
Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares
3.99%2.86%4.38%5.09%0.00%0.00%0.01%0.96%0.58%
XTAP
Innovator U.S. Equity Accelerated Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTAP and DRIP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRIP has higher volatility (19.66%) compared to XTAP (1.20%). In terms of maximum drawdown, XTAP dropped -22.13% vs DRIP's -99.95%.

On 5-year performance, XTAP leads with 11.17% vs -41.62% for DRIP. On fees, XTAP is cheaper at 0.79% per year. On volatility, XTAP has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XTAP has performed better with a 11.17% return vs -41.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTAP is cheaper with a 0.79% expense ratio, compared with 1.07% for DRIP.

DRIP has the higher dividend yield at 3.99%, compared with 0.00% for XTAP.

They also come from different issuers: Innovator and Direxion. Their fees differ too: 0.79% for XTAP and 1.07% for DRIP.

XTAP currently has the higher Sharpe Ratio (4.67 vs -1.01), 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

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