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Innovator U.S. Equity Buffer ETF - July (BJUL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C7891

CUSIP

45782C789

Issuer

Innovator

Inception Date

Aug 29, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P 500 Buffer Protect Index July

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BJUL features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for BJUL: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
BJUL vs. SPY BJUL vs. VOO BJUL vs. BAUG BJUL vs. UJUL BJUL vs. EALT BJUL vs. SCHG BJUL vs. HELO BJUL vs. BALT
Popular comparisons:
BJUL vs. SPY BJUL vs. VOO BJUL vs. BAUG BJUL vs. UJUL BJUL vs. EALT BJUL vs. SCHG BJUL vs. HELO BJUL vs. BALT

Performance

Performance Chart

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


60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
74.68%
103.53%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Buffer ETF - July had a return of 18.97% year-to-date (YTD) and 19.71% in the last 12 months.


BJUL

YTD

18.97%

1M

0.36%

6M

7.39%

1Y

19.71%

5Y*

10.16%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.22%3.73%2.08%-2.07%3.91%1.80%1.08%1.92%1.49%-0.55%4.03%18.97%
20234.89%-1.94%2.77%1.22%0.27%6.39%2.44%-1.19%-3.47%-1.60%6.99%3.69%21.74%
2022-2.31%-1.69%2.90%-6.18%0.39%-2.96%6.14%-2.34%-6.72%5.76%4.35%-3.92%-7.40%
2021-1.09%1.81%2.08%0.55%0.64%0.24%1.19%1.79%-2.44%3.96%-0.91%2.64%10.79%
20200.14%-6.00%-8.65%9.43%2.92%0.86%3.45%3.26%-1.70%-1.80%6.58%1.58%9.05%
20195.47%1.84%0.86%2.50%-2.79%1.76%1.48%-1.30%1.35%1.47%2.57%1.52%17.81%
20180.00%0.78%-4.61%0.57%-5.35%-8.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, BJUL is among the top 9% 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 BJUL is 9191
Overall Rank
The Sharpe Ratio Rank of BJUL is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BJUL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BJUL is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BJUL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BJUL is 9292
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 U.S. Equity Buffer ETF - July (BJUL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BJUL, currently valued at 2.47, compared to the broader market0.002.004.002.472.10
The chart of Sortino ratio for BJUL, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.332.80
The chart of Omega ratio for BJUL, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.39
The chart of Calmar ratio for BJUL, currently valued at 3.43, compared to the broader market0.005.0010.0015.003.433.09
The chart of Martin ratio for BJUL, currently valued at 17.38, compared to the broader market0.0020.0040.0060.0080.00100.0017.3813.49
BJUL
^GSPC

The current Innovator U.S. Equity Buffer ETF - July Sharpe ratio is 2.47. 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 U.S. Equity Buffer ETF - July 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.47
2.10
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator U.S. Equity Buffer ETF - July 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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.43%
-2.62%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - July. 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 - July was 24.03%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Innovator U.S. Equity Buffer ETF - July drawdown is 1.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.03%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-13.23%Sep 24, 201864Dec 24, 201881Apr 23, 2019145
-13.21%Jan 5, 2022196Oct 14, 2022158Jun 2, 2023354
-7.47%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-6.07%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - July volatility is 2.27%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.27%
3.79%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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