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XTJL vs. SMDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTJL vs. SMDD - 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 ProShares UltraPro Short MidCap400 (SMDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XTJL achieves a 5.76% return, which is significantly higher than SMDD's -34.03% return.


XTJL

1D
-0.56%
1M
0.36%
6M
4.80%
YTD
5.76%
1Y
13.62%
3Y*
14.14%
5Y*
9.59%
10Y*

SMDD

1D
1.57%
1M
3.19%
6M
-23.96%
YTD
-34.03%
1Y
-42.21%
3Y*
-34.17%
5Y*
-30.52%
10Y*
-39.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTJL vs. SMDD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
5.76%15.42%14.43%25.72%-15.66%7.81%
SMDD
ProShares UltraPro Short MidCap400
-34.03%-27.46%-31.02%-38.37%7.69%-23.34%

Correlation

The correlation between XTJL and SMDD is -0.71, 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

-0.71

Correlation (3Y)
Calculated over the trailing 3-year period

-0.74

Correlation (5Y)
Calculated over the trailing 5-year period

-0.80

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2021

-0.80

The correlation between XTJL and SMDD has been stable across timeframes, ranging from -0.80 to -0.71 - a consistent structural relationship.

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Return for Risk

XTJL vs. SMDD — Risk / Return Rank

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

XTJL
XTJL Risk / Return Rank: 7878
Overall Rank
XTJL Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 7878
Sortino Ratio Rank
XTJL Omega Ratio Rank: 8686
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6767
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8888
Martin Ratio Rank

SMDD
SMDD Risk / Return Rank: 22
Overall Rank
SMDD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SMDD Sortino Ratio Rank: 33
Sortino Ratio Rank
SMDD Omega Ratio Rank: 33
Omega Ratio Rank
SMDD Calmar Ratio Rank: 22
Calmar Ratio Rank
SMDD Martin Ratio Rank: 11
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. SMDD - 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 ProShares UltraPro Short MidCap400 (SMDD). 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.


XTJLSMDDDifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.41

0.86

+0.55

Calmar ratioReturn relative to maximum drawdown

2.67

-0.85

+3.52

Martin ratioReturn relative to average drawdown

15.12

-1.49

+16.61

XTJL vs. SMDD - Sharpe Ratio Comparison

The current XTJL Sharpe Ratio is 1.85, which is higher than the SMDD Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of XTJL and SMDD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XTJL vs. SMDD - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, smaller than the maximum SMDD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for XTJL and SMDD.


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Drawdown Indicators


XTJLSMDDDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-99.99%

+76.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-50.01%

+44.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

-82.62%

+65.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-88.24%

+65.00%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-0.56%

-99.99%

+99.43%

Average Drawdown

Average peak-to-trough decline

-3.96%

-92.98%

+89.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

28.33%

-27.43%

Volatility

XTJL vs. SMDD - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) is 1.25%, while ProShares UltraPro Short MidCap400 (SMDD) has a volatility of 12.87%. This indicates that XTJL experiences smaller price fluctuations and is considered to be less risky than SMDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XTJLSMDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

12.87%

-11.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.71%

35.30%

-29.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

47.57%

-40.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

58.78%

-43.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

63.23%

-48.16%

XTJL vs. SMDD - Expense Ratio Comparison

XTJL has a 0.79% expense ratio, which is lower than SMDD's 0.95% expense ratio.


Dividends

XTJL vs. SMDD - Dividend Comparison

XTJL has not paid dividends to shareholders, while SMDD's dividend yield for the trailing twelve months is around 5.67%.


PositionTTM20252024202320222021202020192018
SMDD
ProShares UltraPro Short MidCap400
5.67%4.96%4.09%3.86%0.14%0.00%0.13%1.51%0.09%
XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XTJL and SMDD have a correlation of -0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMDD has higher volatility (12.87%) compared to XTJL (1.25%). In terms of maximum drawdown, XTJL dropped -23.24% vs SMDD's -99.99%.

On 5-year performance, XTJL leads with 9.59% vs -30.52% for SMDD. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XTJL has performed better with a 9.59% return vs -30.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTJL is cheaper with a 0.79% expense ratio, compared with 0.95% for SMDD.

SMDD has the higher dividend yield at 5.67%, compared with 0.00% for XTJL.

They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for XTJL and 0.95% for SMDD.

XTJL currently has the higher Sharpe Ratio (1.85 vs -0.89), 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 SMDD

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