XTJA vs. EOCT
Compare and contrast key facts about Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) and Innovator Emerging Markets Power Buffer ETF - October (EOCT).
XTJA and EOCT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTJA is an actively managed fund by Innovator. It was launched on Dec 31, 2021. EOCT is an actively managed fund by Innovator. It was launched on Sep 30, 2021.
Performance
XTJA vs. EOCT - Performance Comparison
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XTJA vs. EOCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTJA Innovator U.S. Equity Accelerated Plus ETF - January | -3.65% | 13.86% | 15.25% | 22.33% | -20.72% |
EOCT Innovator Emerging Markets Power Buffer ETF - October | 0.91% | 22.03% | 9.66% | 6.26% | -11.13% |
Returns By Period
In the year-to-date period, XTJA achieves a -3.65% return, which is significantly lower than EOCT's 0.91% return.
XTJA
- 1D
- 2.79%
- 1M
- -4.20%
- YTD
- -3.65%
- 6M
- -1.12%
- 1Y
- 13.40%
- 3Y*
- 12.62%
- 5Y*
- —
- 10Y*
- —
EOCT
- 1D
- 1.81%
- 1M
- -4.00%
- YTD
- 0.91%
- 6M
- 2.77%
- 1Y
- 19.93%
- 3Y*
- 11.33%
- 5Y*
- —
- 10Y*
- —
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XTJA vs. EOCT - Expense Ratio Comparison
XTJA has a 0.79% expense ratio, which is lower than EOCT's 0.89% expense ratio.
Return for Risk
XTJA vs. EOCT — Risk / Return Rank
XTJA
EOCT
XTJA vs. EOCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) and Innovator Emerging Markets Power Buffer ETF - October (EOCT). 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.
| XTJA | EOCT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.91 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.67 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 3.04 | -1.98 |
Martin ratioReturn relative to average drawdown | 6.01 | 12.67 | -6.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XTJA | EOCT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.91 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.49 | -0.18 |
Correlation
The correlation between XTJA and EOCT is 0.60, 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
XTJA vs. EOCT - Dividend Comparison
Neither XTJA nor EOCT has paid dividends to shareholders.
Drawdowns
XTJA vs. EOCT - Drawdown Comparison
The maximum XTJA drawdown since its inception was -26.17%, which is greater than EOCT's maximum drawdown of -20.35%. Use the drawdown chart below to compare losses from any high point for XTJA and EOCT.
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Drawdown Indicators
| XTJA | EOCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.17% | -20.35% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -6.57% | -6.70% |
Current DrawdownCurrent decline from peak | -5.05% | -4.23% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -5.88% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.58% | +0.76% |
Volatility
XTJA vs. EOCT - Volatility Comparison
Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) has a higher volatility of 5.23% compared to Innovator Emerging Markets Power Buffer ETF - October (EOCT) at 4.79%. This indicates that XTJA's price experiences larger fluctuations and is considered to be riskier than EOCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTJA | EOCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 4.79% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 6.68% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 10.48% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 11.41% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 11.41% | +4.90% |