XTJL vs. BRKL

Last updated Aug 2, 2026

XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their -0.09 correlation means they have often moved in opposite directions in the past. XTJL charges 0.79%/yr vs 0.45%/yr for BRKL.

Performance

XTJL vs. BRKL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and Corgi BRKB 2x Daily ETF (BRKL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XTJL

• 1D: 0.76%
• 1M: 0.96%
• 6M: 5.49%
• YTD: 6.32%
• 1Y: 14.27%
• 3Y*: 13.98%
• 5Y*: 9.55%
• 10Y*: —
• ALL TIME*: 9.76%

BRKL

• 1D: 0.85%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKL Corgi BRKB 2x Daily ETF	$853.16	$14.75K	$14.75K
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	$26.11K	$26.81K	$267.40K

XTJL vs. BRKL - Yearly Performance Comparison

	2026 (YTD)
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	0.32%
BRKL Corgi BRKB 2x Daily ETF	1.48%

Correlation

The correlation between XTJL and BRKL is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	-0.09

Return for Risk

XTJL vs. BRKL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XTJL

XTJL Risk / Return Rank: 79
XTJL Sharpe Ratio Rank: 74
XTJL Sortino Ratio Rank: 77
XTJL Omega Ratio Rank: 84
XTJL Calmar Ratio Rank: 73
XTJL Martin Ratio Rank: 89

BRKL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XTJL vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and Corgi BRKB 2x Daily ETF (BRKL). 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.

	XTJL	BRKL	Difference
Sharpe ratio: Return per unit of total volatility	1.68	—	—
Sortino ratio: Return per unit of downside risk	2.48	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.55	—	—
Martin ratio: Return relative to average drawdown	14.07	—	—

Drawdowns

XTJL vs. BRKL - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for XTJL and BRKL.

Drawdown Indicators

	XTJL	BRKL	Difference
Max Drawdown Largest peak-to-trough decline	-23.24%	-7.03%	-16.21%
Max Drawdown (1Y) Largest decline over 1 year	-5.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.24%	—	—
Current Drawdown Current decline from peak	-0.09%	-0.13%	+0.04%
Average Drawdown Average peak-to-trough decline	-3.92%	-4.14%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	—	—

Volatility

Volatility by Period

	XTJL	BRKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.79%	30.99%	-23.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	30.99%	-15.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.03%	30.99%	-15.96%

XTJL vs. BRKL - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is higher than BRKL's 0.45% expense ratio.

Dividends

XTJL vs. BRKL - Dividend Comparison

Neither XTJL nor BRKL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XTJL and BRKL in my portfolio?

XTJL and BRKL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XTJL or BRKL?

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XTJL or BRKL?

BRKL is cheaper with a 0.45% expense ratio, compared with 0.79% for XTJL.

Which ETF pays a higher dividend yield, XTJL or BRKL?

XTJL and BRKL have nearly identical dividend yields, around 0.00%.

What is the main difference between XTJL and BRKL?

They also come from different issuers: Innovator and Corgi. Their fees differ too: 0.79% for XTJL and 0.45% for BRKL.