Innovator U.S. Equity Buffer ETF - August (BAUG)
BAUG is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index August. BAUG launched on Aug 1, 2019 and has a 0.79% expense ratio.
ETF Info
US45782C6984
45782C698
Aug 1, 2019
North America (U.S.)
1x
Cboe S&P 500 Buffer Protect Index August
Large-Cap
Blend
Expense Ratio
BAUG has an expense ratio of 0.79%, placing it in the medium range.
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 U.S. Equity Buffer ETF - August, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Innovator U.S. Equity Buffer ETF - August (BAUG) returned -2.08% year-to-date (YTD) and 9.84% over the past 12 months.
BAUG
-2.08%
2.96%
-2.55%
9.84%
11.17%
N/A
^GSPC (Benchmark)
-3.77%
3.72%
-5.60%
8.55%
14.11%
10.45%
Monthly Returns
The table below presents the monthly returns of BAUG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.99% | -0.68% | -3.85% | -0.60% | 1.14% | -2.08% | |||||||
| 2024 | 1.35% | 3.95% | 2.56% | -2.85% | 4.37% | 2.93% | 1.66% | 2.16% | 1.54% | -0.45% | 3.68% | -1.28% | 21.15% |
| 2023 | 4.48% | -1.53% | 2.42% | 0.82% | 0.35% | 5.10% | 3.22% | -1.21% | -3.54% | -1.58% | 6.96% | 3.53% | 20.11% |
| 2022 | -2.96% | -2.00% | 3.04% | -6.40% | 0.71% | -4.17% | 6.19% | -2.92% | -7.23% | 6.30% | 3.97% | -4.13% | -10.30% |
| 2021 | -0.88% | 1.43% | 2.99% | 0.96% | 0.65% | 0.61% | 0.33% | 1.74% | -2.67% | 4.35% | -0.93% | 3.07% | 12.06% |
| 2020 | 0.18% | -5.95% | -9.05% | 9.66% | 3.39% | 1.35% | 4.32% | 3.96% | -1.97% | -2.02% | 7.34% | 1.92% | 12.20% |
| 2019 | -0.78% | 1.35% | 1.43% | 2.67% | 1.53% | 6.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, BAUG is among the top 24% 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - August (BAUG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - August. 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 U.S. Equity Buffer ETF - August was 24.19%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Innovator U.S. Equity Buffer ETF - August drawdown is 5.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -15.59% | Jan 5, 2022 | 194 | Oct 12, 2022 | 179 | Jun 30, 2023 | 373 |
| -13.78% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.48% | Aug 1, 2023 | 63 | Oct 27, 2023 | 18 | Nov 22, 2023 | 81 |
| -5.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current Innovator U.S. Equity Buffer ETF - August volatility is 4.88%, 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.