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XUSP vs. TJUL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XUSP and TJUL is 0.83, 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.


-0.50.00.51.00.8

Performance

XUSP vs. TJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) and Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember
11.13%
3.63%
XUSP
TJUL

Key characteristics

Sharpe Ratio

XUSP:

1.87

TJUL:

2.69

Sortino Ratio

XUSP:

2.50

TJUL:

3.82

Omega Ratio

XUSP:

1.33

TJUL:

1.54

Calmar Ratio

XUSP:

2.85

TJUL:

5.19

Martin Ratio

XUSP:

11.39

TJUL:

23.03

Ulcer Index

XUSP:

2.92%

TJUL:

0.36%

Daily Std Dev

XUSP:

17.75%

TJUL:

3.07%

Max Drawdown

XUSP:

-18.20%

TJUL:

-3.09%

Current Drawdown

XUSP:

-3.49%

TJUL:

-0.20%

Returns By Period

In the year-to-date period, XUSP achieves a 33.80% return, which is significantly higher than TJUL's 8.30% return.


XUSP

YTD

33.80%

1M

-1.41%

6M

11.42%

1Y

33.36%

5Y*

N/A

10Y*

N/A

TJUL

YTD

8.30%

1M

0.27%

6M

3.81%

1Y

8.30%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


XUSP vs. TJUL - Expense Ratio Comparison

Both XUSP and TJUL have an expense ratio of 0.79%.


XUSP
Innovator Uncapped Accelerated U.S. Equity ETF
Expense ratio chart for XUSP: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for TJUL: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

XUSP vs. TJUL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) and Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL). 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.


Sharpe ratio
The chart of Sharpe ratio for XUSP, currently valued at 1.87, compared to the broader market0.002.004.001.872.69
The chart of Sortino ratio for XUSP, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.002.503.82
The chart of Omega ratio for XUSP, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.54
The chart of Calmar ratio for XUSP, currently valued at 2.85, compared to the broader market0.005.0010.0015.002.855.19
The chart of Martin ratio for XUSP, currently valued at 11.39, compared to the broader market0.0020.0040.0060.0080.00100.0011.3923.03
XUSP
TJUL

The current XUSP Sharpe Ratio is 1.87, which is lower than the TJUL Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of XUSP and TJUL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember
1.87
2.69
XUSP
TJUL

Dividends

XUSP vs. TJUL - Dividend Comparison

Neither XUSP nor TJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XUSP vs. TJUL - Drawdown Comparison

The maximum XUSP drawdown since its inception was -18.20%, which is greater than TJUL's maximum drawdown of -3.09%. Use the drawdown chart below to compare losses from any high point for XUSP and TJUL. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-3.49%
-0.20%
XUSP
TJUL

Volatility

XUSP vs. TJUL - Volatility Comparison

Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) has a higher volatility of 5.41% compared to Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) at 0.64%. This indicates that XUSP's price experiences larger fluctuations and is considered to be riskier than TJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
5.41%
0.64%
XUSP
TJUL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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