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Innovator Equity Defined Protection ETF - 2 Yr To ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Mar 28, 2024

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

AAPR has an expense ratio of 0.79%, placing it in the medium range.


Expense ratio chart for AAPR: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAPR: 0.79%

Share Price Chart


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Compare to other instruments

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Equity Defined Protection ETF - 2 Yr To April 2026, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.74%
4.60%
AAPR (Innovator Equity Defined Protection ETF - 2 Yr To April 2026)
Benchmark (^GSPC)

Returns By Period

Innovator Equity Defined Protection ETF - 2 Yr To April 2026 had a return of -1.42% year-to-date (YTD) and 6.31% in the last 12 months.


AAPR

YTD

-1.42%

1M

-1.64%

6M

-0.95%

1Y

6.31%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of AAPR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.03%-0.23%-1.51%-0.70%-1.42%
2024-1.89%2.18%1.69%0.73%1.77%1.14%-0.55%1.47%-0.38%6.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, AAPR is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AAPR is 8383
Overall Rank
The Sharpe Ratio Rank of AAPR is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AAPR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AAPR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AAPR is 8585
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 2 Yr To April 2026 (AAPR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for AAPR, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.00
AAPR: 1.06
^GSPC: 0.49
The chart of Sortino ratio for AAPR, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.00
AAPR: 1.57
^GSPC: 0.81
The chart of Omega ratio for AAPR, currently valued at 1.23, compared to the broader market0.501.001.502.00
AAPR: 1.23
^GSPC: 1.12
The chart of Calmar ratio for AAPR, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.00
AAPR: 1.13
^GSPC: 0.50
The chart of Martin ratio for AAPR, currently valued at 5.36, compared to the broader market0.0020.0040.0060.00
AAPR: 5.36
^GSPC: 2.07

The current Innovator Equity Defined Protection ETF - 2 Yr To April 2026 Sharpe ratio is 1.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Equity Defined Protection ETF - 2 Yr To April 2026 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
1.06
0.49
AAPR (Innovator Equity Defined Protection ETF - 2 Yr To April 2026)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Equity Defined Protection ETF - 2 Yr To April 2026 doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.84%
-10.73%
AAPR (Innovator Equity Defined Protection ETF - 2 Yr To April 2026)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Equity Defined Protection ETF - 2 Yr To April 2026. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Equity Defined Protection ETF - 2 Yr To April 2026 was 5.99%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Innovator Equity Defined Protection ETF - 2 Yr To April 2026 drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.99%Feb 20, 202534Apr 8, 2025
-2.18%Jul 17, 202416Aug 7, 20247Aug 16, 202423
-2.06%Apr 2, 202414Apr 19, 202418May 15, 202432
-1.16%Sep 3, 20244Sep 6, 20245Sep 13, 20249
-1.02%Dec 9, 20249Dec 19, 202418Jan 17, 202527

Volatility

Volatility Chart

The current Innovator Equity Defined Protection ETF - 2 Yr To April 2026 volatility is 4.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.90%
14.23%
AAPR (Innovator Equity Defined Protection ETF - 2 Yr To April 2026)
Benchmark (^GSPC)