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XTJL vs. RGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTJL vs. RGTX - 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 Defiance Daily Target 2X Long RGTI ETF (RGTX). The values are adjusted to include any dividend payments, if applicable.

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XTJL vs. RGTX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XTJL achieves a -0.71% return, which is significantly higher than RGTX's -72.04% return.


XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*

RGTX

1D
-7.61%
1M
-45.99%
YTD
-72.04%
6M
-90.85%
1Y
-29.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTJL vs. RGTX - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is lower than RGTX's 1.29% expense ratio.


Return for Risk

XTJL vs. RGTX — Risk / Return Rank

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

XTJL
XTJL Risk / Return Rank: 5555
Overall Rank
XTJL Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 5050
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7272
Omega Ratio Rank
XTJL Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTJL Martin Ratio Rank: 6666
Martin Ratio Rank

RGTX
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. RGTX - 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 Defiance Daily Target 2X Long RGTI ETF (RGTX). 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.


XTJLRGTXDifference

Sharpe ratio

Return per unit of total volatility

0.88

Sortino ratio

Return per unit of downside risk

1.41

Omega ratio

Gain probability vs. loss probability

1.28

Calmar ratio

Return relative to maximum drawdown

1.18

Martin ratio

Return relative to average drawdown

7.45

XTJL vs. RGTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XTJLRGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.13

+0.71

Correlation

The correlation between XTJL and RGTX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XTJL vs. RGTX - Dividend Comparison

XTJL has not paid dividends to shareholders, while RGTX's dividend yield for the trailing twelve months is around 1.95%.


Drawdowns

XTJL vs. RGTX - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, smaller than the maximum RGTX drawdown of -97.33%. Use the drawdown chart below to compare losses from any high point for XTJL and RGTX.


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Drawdown Indicators


XTJLRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-97.33%

+74.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-97.33%

+83.52%

Current Drawdown

Current decline from peak

-2.12%

-97.11%

+94.99%

Average Drawdown

Average peak-to-trough decline

-4.18%

-48.21%

+44.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

XTJL vs. RGTX - Volatility Comparison


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Volatility by Period


XTJLRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

218.97%

-200.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

218.97%

-203.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

218.97%

-203.51%