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XTJL vs. SFLR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XTJL vs. SFLR - 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 Innovator Equity Managed Floor ETF (SFLR). The values are adjusted to include any dividend payments, if applicable.

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XTJL vs. SFLR - Yearly Performance Comparison


2026 (YTD)2025202420232022
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
-0.71%15.42%14.43%25.72%4.21%
SFLR
Innovator Equity Managed Floor ETF
-3.03%13.29%19.99%21.20%1.38%

Returns By Period

In the year-to-date period, XTJL achieves a -0.71% return, which is significantly higher than SFLR's -3.03% return.


XTJL

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

SFLR

1D
0.85%
1M
-3.06%
YTD
-3.03%
6M
-0.93%
1Y
14.17%
3Y*
14.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XTJL vs. SFLR - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is lower than SFLR's 0.89% expense ratio.


Return for Risk

XTJL vs. SFLR — 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

SFLR
SFLR Risk / Return Rank: 7171
Overall Rank
SFLR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFLR Sortino Ratio Rank: 7070
Sortino Ratio Rank
SFLR Omega Ratio Rank: 6868
Omega Ratio Rank
SFLR Calmar Ratio Rank: 7474
Calmar Ratio Rank
SFLR Martin Ratio Rank: 7474
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. SFLR - 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 Innovator Equity Managed Floor ETF (SFLR). 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.


XTJLSFLRDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.31

-0.43

Sortino ratio

Return per unit of downside risk

1.41

1.82

-0.41

Omega ratio

Gain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

2.09

-0.90

Martin ratio

Return relative to average drawdown

7.45

8.18

-0.73

XTJL vs. SFLR - Sharpe Ratio Comparison

The current XTJL Sharpe Ratio is 0.88, which is lower than the SFLR Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XTJL and SFLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XTJLSFLRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.31

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.49

-0.92

Correlation

The correlation between XTJL and SFLR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XTJL vs. SFLR - Dividend Comparison

XTJL has not paid dividends to shareholders, while SFLR's dividend yield for the trailing twelve months is around 0.35%.


TTM2025202420232022
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%
SFLR
Innovator Equity Managed Floor ETF
0.35%0.33%0.42%1.16%0.06%

Drawdowns

XTJL vs. SFLR - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, which is greater than SFLR's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for XTJL and SFLR.


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Drawdown Indicators


XTJLSFLRDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-12.13%

-11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-6.79%

-7.02%

Current Drawdown

Current decline from peak

-2.12%

-4.43%

+2.31%

Average Drawdown

Average peak-to-trough decline

-4.18%

-1.76%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.73%

+0.46%

Volatility

XTJL vs. SFLR - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) has a higher volatility of 4.50% compared to Innovator Equity Managed Floor ETF (SFLR) at 3.79%. This indicates that XTJL's price experiences larger fluctuations and is considered to be riskier than SFLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTJLSFLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

3.79%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

7.45%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

10.85%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

10.30%

+5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

10.30%

+5.16%