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XTAP vs. LABD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTAP vs. LABD - 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 Biotech Bear 3x Shares (LABD). 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 10.29% return, which is significantly higher than LABD's -53.78% return.


XTAP

1D
-0.56%
1M
-0.17%
YTD
10.29%
6M
10.43%
1Y
19.37%
3Y*
17.09%
5Y*
10.65%
10Y*

LABD

1D
-3.10%
1M
-32.29%
YTD
-53.78%
6M
-50.39%
1Y
-87.04%
3Y*
-56.99%
5Y*
-43.25%
10Y*
-59.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTAP vs. LABD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTAP
Innovator U.S. Equity Accelerated Plus ETF
10.29%17.58%14.26%23.46%-14.68%12.26%
LABD
Direxion Daily S&P Biotech Bear 3x Shares
-53.78%-70.07%-21.43%-41.77%-32.68%18.40%

Correlation

The correlation between XTAP and LABD is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.41

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

-0.47

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

-0.52

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

-0.52

The correlation between XTAP and LABD shifts across timeframes, from -0.52 (5 years) to -0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XTAP vs. LABD — 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: 9696
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

LABD
LABD Risk / Return Rank: 11
Overall Rank
LABD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LABD Sortino Ratio Rank: 00
Sortino Ratio Rank
LABD Omega Ratio Rank: 00
Omega Ratio Rank
LABD Calmar Ratio Rank: 00
Calmar Ratio Rank
LABD Martin Ratio Rank: 22
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. LABD - 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 Biotech Bear 3x Shares (LABD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XTAPLABDDifference
Sharpe ratioReturn per unit of total volatility

+5.17

Sortino ratioReturn per unit of downside risk

+9.48

Omega ratioGain probability vs. loss probability

2.05

0.70

+1.35

Calmar ratioReturn relative to maximum drawdown

11.34

-1.00

+12.34

Martin ratioReturn relative to average drawdown

62.48

-1.37

+63.85

XTAP vs. LABD - Sharpe Ratio Comparison

The current XTAP Sharpe Ratio is 4.06, which is higher than the LABD Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of XTAP and LABD, 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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Drawdowns

XTAP vs. LABD - Drawdown Comparison

The maximum XTAP drawdown since its inception was -22.13%, smaller than the maximum LABD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for XTAP and LABD.


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Drawdown Indicators


XTAPLABDDifference

Max Drawdown

Largest peak-to-trough decline

-22.13%

-99.99%

+77.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.72%

-86.75%

+85.03%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

-96.40%

+84.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-98.65%

+76.52%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-0.91%

-99.99%

+99.08%

Average Drawdown

Average peak-to-trough decline

-3.42%

-90.99%

+87.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

64.00%

-63.69%

Volatility

XTAP vs. LABD - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated Plus ETF (XTAP) is 2.05%, while Direxion Daily S&P Biotech Bear 3x Shares (LABD) has a volatility of 29.98%. This indicates that XTAP experiences smaller price fluctuations and is considered to be less risky than LABD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTAPLABDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

29.98%

-27.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

65.23%

-61.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

78.79%

-73.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

96.66%

-82.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

95.97%

-81.61%

XTAP vs. LABD - Expense Ratio Comparison

XTAP has a 0.79% expense ratio, which is lower than LABD's 1.06% expense ratio.


Dividends

XTAP vs. LABD - Dividend Comparison

XTAP has not paid dividends to shareholders, while LABD's dividend yield for the trailing twelve months is around 9.79%.


PositionTTM20252024202320222021202020192018
LABD
Direxion Daily S&P Biotech Bear 3x Shares
9.79%6.67%4.68%6.13%0.53%0.00%3.94%1.75%0.81%
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 LABD have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LABD has higher volatility (29.98%) compared to XTAP (2.05%). In terms of maximum drawdown, XTAP dropped -22.13% vs LABD's -99.99%.

On 5-year performance, XTAP leads with 10.65% vs -43.25% for LABD. On fees, XTAP is cheaper at 0.79% per year. On volatility, XTAP has been the lower-risk option at 2.05%. 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 10.65% return vs -43.25%. 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 1.06% for LABD.

LABD has the higher dividend yield at 9.79%, compared with 0.00% for XTAP.

They also come from different issuers: Innovator and Direxion. Their fees differ too: 0.79% for XTAP and 1.06% for LABD.

XTAP currently has the higher Sharpe Ratio (4.06 vs -1.11), 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

Find the right allocation for XTAP and LABD

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