TJUL vs QYLG

Comparison between Innovator Equity Defined Protection ETF - 2 Yr to July 2025 (TJUL, ETF) and GLOBAL X NASDAQ 100 COVERED CALL & GROWTH ETF (QYLG, ETF).

TJUL vs QYLG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TJUL(ETF)	QYLG(ETF)
Net Assets	$142M	$142M
Expense Ratio	0.79%	0.35%
Max Drawdown	4.61%	36.49%
Sharpe Ratio	0.64	1.73
5Y Beta	0.23	1.00
P/E Ratio	N/A	38.71
Forward P/E	N/A	25.80
PEG Ratio	N/A	0.33
5Y Dividends CAGR	N/A	37.23%
5Y EPS CAGR	N/A	30.80%
Debt to Equity	N/A	35.77%
P/S Ratio	N/A	6.08
P/B Ratio	N/A	9.40

Net Assets

Winner

TJUL

$142M

QYLG

$142M

Expense Ratio

TJUL

0.79%

Winner

QYLG

0.35%

Max Drawdown

Winner

TJUL

4.61%

QYLG

36.49%

Sharpe Ratio

TJUL

0.64

Winner

QYLG

1.73

5Y Beta

Winner

TJUL

0.23

QYLG

1.00

P/E Ratio

TJUL

N/A

QYLG

38.71

Forward P/E

TJUL

N/A

QYLG

25.80

PEG Ratio

TJUL

N/A

QYLG

0.33

5Y Dividends CAGR

TJUL

N/A

QYLG

37.23%

5Y EPS CAGR

TJUL

N/A

QYLG

30.80%

Debt to Equity

TJUL

N/A

QYLG

35.77%

P/S Ratio

TJUL

N/A

QYLG

6.08

P/B Ratio

TJUL

N/A

QYLG

9.40

TJUL vs QYLG - Historical Returns

Returns include dividend reinvestment.

Period	TJUL	QYLG
1 month	+0.19%	+1.73%
3 months	+1.60%	+10.23%
6 months	+1.99%	+10.53%
1 year	+5.44%	+28.58%
5 years(CAGR)	N/A	+12.40%
Max(CAGR)	+6.80%	+14.12%

TJUL

+0.19%

Winner

QYLG

+1.73%

TJUL

+1.60%

Winner

QYLG

+10.23%

TJUL

+1.99%

Winner

QYLG

+10.53%

TJUL

+5.44%

Winner

QYLG

+28.58%

5Y(CAGR)

TJUL

N/A

QYLG

+12.40%

Max(CAGR)

TJUL

+6.80%

Winner

QYLG

+14.12%

TJUL vs QYLG - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	TJUL	QYLG
2026	+1.63%	+10.99%
2025	+6.55%	+15.37%
2024	+8.35%	+24.06%
2023	+3.05%	+38.90%
2022	N/A	-27.06%
2021	N/A	+19.75%
2020	N/A	+12.53%

TJUL vs QYLG Drawdown Comparison

The maximum drawdown for TJUL was -4.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The maximum drawdown for QYLG was -29.98%, occurring on Oct 14, 2022. Recovery took 497 trading sessions.

The current TJUL drawdown is -0.42%. The current QYLG drawdown is -3.60%.

Rank	TJUL	QYLG
#1	-4.61% Feb 19, 2025 - May 8, 2025	-29.98% Dec 27, 2021 - Dec 18, 2023
#2	-3.09% Jul 20, 2023 - Nov 15, 2023	-20.76% Feb 19, 2025 - Jul 25, 2025
#3	-2.08% Jan 27, 2026 - Apr 13, 2026	-10.69% Jul 10, 2024 - Sep 25, 2024
#4	-1.59% Jul 16, 2024 - Aug 13, 2024	-8.61% Feb 16, 2021 - Apr 13, 2021
#5	-1.28% Mar 28, 2024 - May 9, 2024	-8.42% Jan 28, 2026 - Apr 15, 2026
#6	-1.09% Oct 27, 2025 - Dec 10, 2025	-7.01% Oct 13, 2020 - Nov 5, 2020
#7	-0.84% Aug 30, 2024 - Sep 12, 2024	-6.69% Sep 7, 2021 - Oct 28, 2021
#8	-0.71% Jan 9, 2026 - Jan 27, 2026	-6.31% Apr 26, 2021 - Jun 14, 2021
#9	-0.70% Dec 27, 2023 - Jan 12, 2024	-5.76% Apr 11, 2024 - May 15, 2024
#10	-0.64% Sep 25, 2024 - Oct 14, 2024	-4.72% Oct 29, 2025 - Dec 5, 2025
#11	-0.63% Dec 1, 2023 - Dec 12, 2023	-4.58% Nov 19, 2021 - Dec 27, 2021
#12	-0.54% Oct 29, 2024 - Nov 6, 2024	-3.60% Jun 2, 2026 - Jun 5, 2026
#13	-0.52% Mar 12, 2024 - Mar 20, 2024	-3.16% Dec 24, 2024 - Jan 22, 2025
#14	-0.52% Jan 29, 2024 - Feb 2, 2024	-3.04% Nov 6, 2020 - Nov 19, 2020
#15	-0.50% Feb 12, 2024 - Feb 23, 2024	-2.84% Nov 7, 2024 - Dec 3, 2024