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XYZG vs. XTJL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYZG vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long XYZ Daily ETF (XYZG) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

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XYZG vs. XTJL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XYZG achieves a -24.64% return, which is significantly lower than XTJL's -0.71% return.


XYZG

1D
10.73%
1M
-15.55%
YTD
-24.64%
6M
-45.73%
1Y
3Y*
5Y*
10Y*

XTJL

1D
0.66%
1M
-1.72%
YTD
-0.71%
6M
1.81%
1Y
16.00%
3Y*
14.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYZG vs. XTJL - Expense Ratio Comparison

XYZG has a 0.75% expense ratio, which is lower than XTJL's 0.79% expense ratio.


Return for Risk

XYZG vs. XTJL — Risk / Return Rank

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

XYZG

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
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.

XYZG vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long XYZ Daily ETF (XYZG) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XYZG vs. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XYZGXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.57

-0.65

Correlation

The correlation between XYZG and XTJL is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XYZG vs. XTJL - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 8.88%, while XTJL has not paid dividends to shareholders.


Drawdowns

XYZG vs. XTJL - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for XYZG and XTJL.


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Drawdown Indicators


XYZGXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-23.24%

-46.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Current Drawdown

Current decline from peak

-57.18%

-2.12%

-55.06%

Average Drawdown

Average peak-to-trough decline

-26.33%

-4.18%

-22.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

Volatility

XYZG vs. XTJL - Volatility Comparison


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Volatility by Period


XYZGXTJLDifference

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

107.33%

18.18%

+89.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.33%

15.46%

+91.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.33%

15.46%

+91.87%