PortfoliosLab logoPortfoliosLab logo
XTJL vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTJL vs. IBIC - 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 iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XTJL achieves a 5.36% return, which is significantly higher than IBIC's 2.37% return.


XTJL

1D
0.00%
1M
1.16%
YTD
5.36%
6M
6.38%
1Y
15.64%
3Y*
14.68%
5Y*
10Y*

IBIC

1D
0.02%
1M
0.27%
YTD
2.37%
6M
2.51%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTJL vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
5.36%15.42%14.43%6.74%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.37%4.96%5.25%2.17%

Correlation

The correlation between XTJL and IBIC is -0.20, 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

-0.20

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.07

The correlation between XTJL and IBIC shifts across timeframes, from -0.20 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XTJL vs. IBIC — Risk / Return Rank

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

XTJL
XTJL Risk / Return Rank: 7171
Overall Rank
XTJL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 6868
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7777
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8484
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

XTJL vs. IBIC - 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 iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


XTJLIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-5.98

Omega ratioGain probability vs. loss probability

1.46

2.24

-0.78

Calmar ratioReturn relative to maximum drawdown

3.07

17.27

-14.20

Martin ratioReturn relative to average drawdown

17.37

67.45

-50.08

XTJL vs. IBIC - Sharpe Ratio Comparison

The current XTJL Sharpe Ratio is 2.12, which is lower than the IBIC Sharpe Ratio of 5.05. The chart below compares the historical Sharpe Ratios of XTJL and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XTJLIBICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

5.05

-2.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

3.49

-2.84

Drawdowns

XTJL vs. IBIC - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for XTJL and IBIC.


Loading charts...

Drawdown Indicators


XTJLIBICDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-0.90%

-22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-0.26%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

Current Drawdown

Current decline from peak

0.00%

-0.13%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.04%

-0.10%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.07%

+0.83%

Volatility

XTJL vs. IBIC - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC) have volatilities of 0.33% and 0.33%, 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.


Loading charts...

Volatility by Period


XTJLIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

0.33%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

0.67%

+5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

0.90%

+6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

1.58%

+13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.22%

1.58%

+13.64%

XTJL vs. IBIC - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

XTJL vs. IBIC - Dividend Comparison

XTJL has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM202520242023
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.59%4.43%4.65%0.83%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTJL and IBIC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIC has higher volatility (0.33%) compared to XTJL (0.33%). In terms of maximum drawdown, XTJL dropped -23.24% vs IBIC's -0.90%.

On 1-year performance, XTJL leads with 15.64% vs 4.54% for IBIC. On fees, IBIC is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XTJL has performed better with a 15.64% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.79% for XTJL.

IBIC has the higher dividend yield at 3.59%, compared with 0.00% for XTJL.

XTJL is categorized as Leveraged Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for XTJL and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (5.05 vs 2.12), 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 XTJL and IBIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer