QTJL vs MUD

Comparison between Innovator Growth Accelerated Plus ETF - July (QTJL, ETF) and Direxion Daily MU Bear 1X Shares (MUD, ETF).

QTJL vs MUD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QTJL(ETF)	MUD(ETF)
Net Assets	$27M	$27M
Expense Ratio	0.79%	1.02%
Max Drawdown	33.40%	96.36%
Sharpe Ratio	1.51	-3.43
5Y Beta	1.11	-2.34

Net Assets

QTJL

$27M

Winner

MUD

$27M

Expense Ratio

Winner

QTJL

0.79%

MUD

1.02%

Max Drawdown

Winner

QTJL

33.40%

MUD

96.36%

Sharpe Ratio

Winner

QTJL

1.51

MUD

-3.43

5Y Beta

QTJL

1.11

Winner

MUD

-2.34

QTJL vs MUD - Historical Returns

Returns include dividend reinvestment.

Period	QTJL	MUD
1 month	+0.78%	-33.93%
3 months	+6.37%	-62.62%
6 months	+7.42%	-79.84%
1 year	+20.45%	-91.89%
5 years(CAGR)	+10.54%	N/A
Max(CAGR)	+10.54%	-81.24%

Winner

QTJL

+0.78%

MUD

-33.93%

Winner

QTJL

+6.37%

MUD

-62.62%

Winner

QTJL

+7.42%

MUD

-79.84%

Winner

QTJL

+20.45%

MUD

-91.89%

5Y(CAGR)

QTJL

+10.54%

MUD

N/A

Max(CAGR)

Winner

QTJL

+10.54%

MUD

-81.24%

QTJL vs MUD - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	QTJL	MUD
2026	+7.00%	-72.28%
2025	+21.25%	-77.93%
2024	+17.53%	+19.12%
2023	+43.41%	N/A
2022	-30.64%	N/A
2021	+9.32%	N/A

QTJL vs MUD Drawdown Comparison

The maximum drawdown for QTJL was -33.40%, occurring on Oct 14, 2022. Recovery took 518 trading sessions.

The maximum drawdown for MUD was -96.24%, occurring on Jun 3, 2026. This drawdown has not yet recovered.

The current QTJL drawdown is -0.30%. The current MUD drawdown is -95.41%.

Rank	QTJL	MUD
#1	-33.40% Dec 27, 2021 - Jan 19, 2024	-96.24% Apr 4, 2025 - Jun 3, 2026
#2	-22.43% Feb 19, 2025 - May 13, 2025	-24.70% Dec 31, 2024 - Apr 3, 2025
#3	-10.97% Jul 10, 2024 - Oct 9, 2024	-12.41% Nov 1, 2024 - Nov 15, 2024
#4	-6.68% Jan 28, 2026 - Apr 9, 2026	-12.08% Nov 15, 2024 - Dec 19, 2024
#5	-5.47% Sep 7, 2021 - Oct 21, 2021	-7.15% Oct 15, 2024 - Oct 31, 2024
#6	-4.16% Oct 29, 2025 - Dec 3, 2025	-3.52% Dec 19, 2024 - Dec 30, 2024
#7	-3.97% Nov 19, 2021 - Dec 27, 2021	-2.39% Oct 10, 2024 - Oct 15, 2024
#8	-2.69% Dec 16, 2024 - Jan 21, 2025	N/A
#9	-2.32% Oct 29, 2024 - Nov 6, 2024	N/A
#10	-2.28% Apr 11, 2024 - Apr 29, 2024	N/A
#11	-2.24% Oct 8, 2025 - Oct 20, 2025	N/A
#12	-2.20% Jan 23, 2025 - Feb 10, 2025	N/A
#13	-2.15% Jul 14, 2021 - Jul 22, 2021	N/A
#14	-2.08% Nov 11, 2024 - Nov 26, 2024	N/A
#15	-1.95% Jul 28, 2025 - Aug 7, 2025	N/A

Correlation

Correlation between QTJL and MUD is -0.97 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.97

-101