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XTJL vs. LITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTJL vs. LITX - 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 Tradr 2X Long LITE Daily ETF (LITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XTJL

1D
0.02%
1M
1.01%
YTD
5.38%
6M
6.35%
1Y
15.58%
3Y*
14.67%
5Y*
10Y*

LITX

1D
1.42%
1M
-18.50%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTJL vs. LITX - Yearly Performance Comparison


Correlation

The correlation between XTJL and LITX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 28, 2026

0.23

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Return for Risk

XTJL vs. LITX — Risk / Return Rank

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

XTJL
XTJL Risk / Return Rank: 7272
Overall Rank
XTJL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 7070
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7979
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6363
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8585
Martin Ratio Rank

LITX
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. LITX - 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 Tradr 2X Long LITE Daily ETF (LITX). 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.


XTJLLITXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.06

Martin ratioReturn relative to average drawdown

17.30

XTJL vs. LITX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XTJLLITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

32.05

-31.40

Drawdowns

XTJL vs. LITX - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, smaller than the maximum LITX drawdown of -51.46%. Use the drawdown chart below to compare losses from any high point for XTJL and LITX.


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Drawdown Indicators


XTJLLITXDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-51.46%

+28.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

Current Drawdown

Current decline from peak

0.00%

-25.05%

+25.05%

Average Drawdown

Average peak-to-trough decline

-4.04%

-14.60%

+10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

XTJL vs. LITX - Volatility Comparison


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Volatility by Period


XTJLLITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

7.42%

198.92%

-191.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

198.92%

-183.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

198.92%

-183.71%

XTJL vs. LITX - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is lower than LITX's 1.49% expense ratio.


Dividends

XTJL vs. LITX - Dividend Comparison

Neither XTJL nor LITX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XTJL and LITX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XTJL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XTJL is cheaper with a 0.79% expense ratio, compared with 1.49% for LITX.

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

They also come from different issuers: Innovator and Tradr. Their fees differ too: 0.79% for XTJL and 1.49% for LITX.

Portfolio Optimizer

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