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XTAP vs. THY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTAP vs. THY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF (XTAP) and Agility Shares Dynamic Tactical Income ETF (THY). The values are adjusted to include any dividend payments, if applicable.

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XTAP vs. THY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTAP
Innovator U.S. Equity Accelerated Plus ETF
1.66%17.58%14.26%23.46%-14.68%11.87%
THY
Agility Shares Dynamic Tactical Income ETF
0.26%4.44%5.38%4.97%-5.62%-0.10%

Returns By Period

In the year-to-date period, XTAP achieves a 1.66% return, which is significantly higher than THY's 0.26% return.


XTAP

1D
0.08%
1M
0.65%
YTD
1.66%
6M
4.34%
1Y
16.29%
3Y*
16.22%
5Y*
10Y*

THY

1D
-0.02%
1M
-0.45%
YTD
0.26%
6M
-0.36%
1Y
5.67%
3Y*
4.80%
5Y*
1.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTAP vs. THY - Expense Ratio Comparison

XTAP has a 0.79% expense ratio, which is lower than THY's 1.36% expense ratio.


Return for Risk

XTAP vs. THY — Risk / Return Rank

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

XTAP
XTAP Risk / Return Rank: 7474
Overall Rank
XTAP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XTAP Sortino Ratio Rank: 7070
Sortino Ratio Rank
XTAP Omega Ratio Rank: 9494
Omega Ratio Rank
XTAP Calmar Ratio Rank: 5656
Calmar Ratio Rank
XTAP Martin Ratio Rank: 8585
Martin Ratio Rank

THY
THY Risk / Return Rank: 8888
Overall Rank
THY Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THY Sortino Ratio Rank: 9393
Sortino Ratio Rank
THY Omega Ratio Rank: 8787
Omega Ratio Rank
THY Calmar Ratio Rank: 9393
Calmar Ratio Rank
THY Martin Ratio Rank: 8282
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. THY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF (XTAP) and Agility Shares Dynamic Tactical Income ETF (THY). 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.


XTAPTHYDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.79

-0.65

Sortino ratio

Return per unit of downside risk

1.76

2.79

-1.03

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

1.43

3.57

-2.14

Martin ratio

Return relative to average drawdown

9.78

9.21

+0.56

XTAP vs. THY - Sharpe Ratio Comparison

The current XTAP Sharpe Ratio is 1.14, which is lower than the THY Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XTAP and THY, 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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Sharpe Ratios by Period


XTAPTHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.79

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.20

Correlation

The correlation between XTAP and THY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XTAP vs. THY - Dividend Comparison

XTAP has not paid dividends to shareholders, while THY's dividend yield for the trailing twelve months is around 5.48%.


TTM202520242023202220212020
XTAP
Innovator U.S. Equity Accelerated Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
THY
Agility Shares Dynamic Tactical Income ETF
5.48%6.00%5.09%4.59%2.56%3.46%2.53%

Drawdowns

XTAP vs. THY - Drawdown Comparison

The maximum XTAP drawdown since its inception was -22.13%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for XTAP and THY.


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Drawdown Indicators


XTAPTHYDifference

Max Drawdown

Largest peak-to-trough decline

-22.13%

-8.56%

-13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-1.60%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-3.57%

-2.68%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

0.62%

+1.11%

Volatility

XTAP vs. THY - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF (XTAP) and Agility Shares Dynamic Tactical Income ETF (THY) have volatilities of 0.77% and 0.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTAPTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.79%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.96%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

3.18%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

4.52%

+10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

4.51%

+10.09%