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

Correlation

The correlation between XUSP and VT is 0.96, 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.


Performance

XUSP vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XUSP:

0.54

VT:

0.69

Sortino Ratio

XUSP:

0.96

VT:

1.15

Omega Ratio

XUSP:

1.13

VT:

1.17

Calmar Ratio

XUSP:

0.60

VT:

0.79

Martin Ratio

XUSP:

2.05

VT:

3.48

Ulcer Index

XUSP:

6.67%

VT:

3.77%

Daily Std Dev

XUSP:

23.56%

VT:

17.81%

Max Drawdown

XUSP:

-22.59%

VT:

-50.27%

Current Drawdown

XUSP:

-8.58%

VT:

-1.49%

Returns By Period

In the year-to-date period, XUSP achieves a -2.96% return, which is significantly lower than VT's 3.96% return.


XUSP

YTD

-2.96%

1M

9.09%

6M

-6.57%

1Y

12.57%

5Y*

N/A

10Y*

N/A

VT

YTD

3.96%

1M

9.56%

6M

1.23%

1Y

12.23%

5Y*

14.81%

10Y*

8.96%

*Annualized

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XUSP vs. VT - Expense Ratio Comparison

XUSP has a 0.79% expense ratio, which is higher than VT's 0.07% expense ratio.


Risk-Adjusted Performance

XUSP vs. VT — Risk-Adjusted Performance Rank

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

XUSP
The Risk-Adjusted Performance Rank of XUSP is 5656
Overall Rank
The Sharpe Ratio Rank of XUSP is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of XUSP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of XUSP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of XUSP is 6161
Calmar Ratio Rank
The Martin Ratio Rank of XUSP is 5555
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7171
Overall Rank
The Sharpe Ratio Rank of VT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VT is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XUSP vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) and Vanguard Total World Stock ETF (VT). 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.


The current XUSP Sharpe Ratio is 0.54, which is comparable to the VT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of XUSP and VT, 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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Dividends

XUSP vs. VT - Dividend Comparison

XUSP has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.85%.


TTM20242023202220212020201920182017201620152014
XUSP
Innovator Uncapped Accelerated U.S. Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.85%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

XUSP vs. VT - Drawdown Comparison

The maximum XUSP drawdown since its inception was -22.59%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XUSP and VT. For additional features, visit the drawdowns tool.


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Volatility

XUSP vs. VT - Volatility Comparison

Innovator Uncapped Accelerated U.S. Equity ETF (XUSP) has a higher volatility of 6.54% compared to Vanguard Total World Stock ETF (VT) at 4.96%. This indicates that XUSP's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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