TBJL vs ELIL

Comparison between Innovator 20+ Year Treasury Bond 9 Buffer ETF - July (TBJL, ETF) and Direxion Daily LLY Bull 2X Shares (ELIL, ETF).

TBJL vs ELIL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TBJL(ETF)	ELIL(ETF)
Net Assets	$23M	$23M
Expense Ratio	0.79%	N/A
Max Drawdown	29.36%	56.27%
Sharpe Ratio	-0.70	0.92
5Y Beta	0.01	1.27

Net Assets

TBJL

$23M

Winner

ELIL

$23M

Expense Ratio

TBJL

0.79%

ELIL

N/A

Max Drawdown

Winner

TBJL

29.36%

ELIL

56.27%

Sharpe Ratio

TBJL

-0.70

Winner

ELIL

0.92

5Y Beta

Winner

TBJL

0.01

ELIL

1.27

TBJL vs ELIL - Historical Returns

Returns include dividend reinvestment.

Period	TBJL	ELIL
1 month	+0.18%	+28.92%
3 months	-0.58%	+26.85%
6 months	-0.50%	+8.02%
1 year	-0.60%	+53.90%
5 years(CAGR)	-3.53%	N/A
Max(CAGR)	-3.97%	+28.55%

TBJL

+0.18%

Winner

ELIL

+28.92%

TBJL

-0.58%

Winner

ELIL

+26.85%

TBJL

-0.50%

Winner

ELIL

+8.02%

TBJL

-0.60%

Winner

ELIL

+53.90%

5Y(CAGR)

TBJL

-3.53%

ELIL

N/A

Max(CAGR)

TBJL

-3.97%

Winner

ELIL

+28.55%

TBJL vs ELIL - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	TBJL	ELIL
2026	-0.56%	-1.16%
2025	+1.39%	+35.99%
2024	-2.69%	N/A
2023	+2.73%	N/A
2022	-19.88%	N/A
2021	-0.52%	N/A
2020	-1.92%	N/A

TBJL vs ELIL Drawdown Comparison

The maximum drawdown for TBJL was -29.36%, occurring on Oct 20, 2023. This drawdown has not yet recovered.

The maximum drawdown for ELIL was -56.03%, occurring on Aug 8, 2025. Recovery took 135 trading sessions.

The current TBJL drawdown is -21.00%. The current ELIL drawdown is -7.99%.

Rank	TBJL	ELIL
#1	-29.36% Aug 18, 2020 - Oct 20, 2023	-56.03% Apr 30, 2025 - Nov 11, 2025
#2	N/A	-46.40% Nov 25, 2025 - Apr 29, 2026
#3	N/A	-25.38% Mar 26, 2025 - Apr 24, 2025
#4	N/A	-1.90% Apr 25, 2025 - Apr 29, 2025
#5	N/A	-1.11% Nov 19, 2025 - Nov 21, 2025
#6	N/A	-0.71% Nov 14, 2025 - Nov 18, 2025