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XTJA vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTJA vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTJA achieves a 6.57% return, which is significantly higher than TLTW's 2.36% return.


XTJA

1D
-0.61%
1M
0.06%
YTD
6.57%
6M
6.64%
1Y
17.13%
3Y*
14.16%
5Y*
10Y*

TLTW

1D
0.18%
1M
2.22%
YTD
2.36%
6M
2.13%
1Y
9.03%
3Y*
0.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTJA vs. TLTW - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTJA
Innovator U.S. Equity Accelerated Plus ETF - January
6.57%13.86%15.25%22.33%-9.79%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
2.36%11.36%-2.18%0.73%-11.14%

Correlation

The correlation between XTJA and TLTW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2022

0.17

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Return for Risk

XTJA vs. TLTW — Risk / Return Rank

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

XTJA
XTJA Risk / Return Rank: 7070
Overall Rank
XTJA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XTJA Sortino Ratio Rank: 7272
Sortino Ratio Rank
XTJA Omega Ratio Rank: 8383
Omega Ratio Rank
XTJA Calmar Ratio Rank: 5050
Calmar Ratio Rank
XTJA Martin Ratio Rank: 7474
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 3232
Overall Rank
TLTW Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3434
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3232
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3131
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3131
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.

XTJA vs. TLTW - 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 iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


XTJATLTWDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.45

1.21

+0.24

Calmar ratioReturn relative to maximum drawdown

2.26

1.52

+0.74

Martin ratioReturn relative to average drawdown

12.57

4.36

+8.21

XTJA vs. TLTW - Sharpe Ratio Comparison

The current XTJA Sharpe Ratio is 2.04, which is higher than the TLTW Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XTJA and TLTW, 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

XTJA vs. TLTW - Drawdown Comparison

The maximum XTJA drawdown since its inception was -26.17%, which is greater than TLTW's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for XTJA and TLTW.


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Drawdown Indicators


XTJATLTWDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-18.61%

-7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-5.97%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-17.19%

-0.75%

Current Drawdown

Current decline from peak

-0.90%

-2.10%

+1.20%

Average Drawdown

Average peak-to-trough decline

-6.19%

-8.17%

+1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.08%

-0.71%

Volatility

XTJA vs. TLTW - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF - January (XTJA) has a higher volatility of 2.28% compared to iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) at 1.66%. This indicates that XTJA's price experiences larger fluctuations and is considered to be riskier than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTJATLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

1.66%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

5.80%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

7.62%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

11.33%

+4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

11.33%

+4.67%

XTJA vs. TLTW - Expense Ratio Comparison

XTJA has a 0.79% expense ratio, which is higher than TLTW's 0.35% expense ratio.


Dividends

XTJA vs. TLTW - Dividend Comparison

XTJA has not paid dividends to shareholders, while TLTW's dividend yield for the trailing twelve months is around 11.62%.


PositionTTM2025202420232022
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.62%14.82%14.47%19.59%8.71%
XTJA
Innovator U.S. Equity Accelerated Plus ETF - January
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTJA and TLTW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTJA has higher volatility (2.28%) compared to TLTW (1.66%). In terms of maximum drawdown, XTJA dropped -26.17% vs TLTW's -18.61%.

On 3-year performance, XTJA leads with 14.16% vs 0.58% for TLTW. On fees, TLTW is cheaper at 0.35% per year. On volatility, TLTW has been the lower-risk option at 1.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XTJA has performed better with a 14.16% return vs 0.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLTW is cheaper with a 0.35% expense ratio, compared with 0.79% for XTJA.

TLTW has the higher dividend yield at 11.62%, compared with 0.00% for XTJA.

XTJA is categorized as Options Trading, while TLTW is Derivative Income. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for XTJA and 0.35% for TLTW.

XTJA currently has the higher Sharpe Ratio (2.04 vs 1.19), 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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