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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 - July, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Innovator U.S. Equity Buffer ETF - July (BJUL) has returned -2.12% so far this year and 15.08% over the past 12 months.
Innovator U.S. Equity Buffer ETF - July
- 1D
- 2.07%
- 1M
- -2.94%
- YTD
- -2.12%
- 6M
- 0.05%
- 1Y
- 15.08%
- 3Y*
- 15.00%
- 5Y*
- 9.88%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 29, 2018, BJUL's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BJUL closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.90% | -0.06% | -2.94% | -2.12% | |||||||||
| 2025 | 2.03% | -0.70% | -4.35% | -0.55% | 4.57% | 4.97% | 1.65% | 1.54% | 2.08% | 1.01% | 0.43% | 0.77% | 13.93% |
| 2024 | 1.22% | 3.73% | 2.08% | -2.07% | 3.91% | 1.80% | 1.08% | 1.92% | 1.49% | -0.55% | 4.03% | -1.40% | 18.41% |
| 2023 | 4.87% | -1.92% | 2.75% | 1.22% | 0.27% | 6.39% | 2.45% | -1.19% | -3.47% | -1.61% | 7.00% | 3.69% | 21.73% |
| 2022 | -2.29% | -1.70% | 2.92% | -6.19% | 0.38% | -2.96% | 6.14% | -2.34% | -6.72% | 5.75% | 4.35% | -3.90% | -7.38% |
| 2021 | -1.11% | 1.83% | 2.08% | 0.55% | 0.64% | 0.24% | 1.19% | 1.79% | -2.43% | 3.95% | -0.91% | 2.62% | 10.77% |
Benchmark Metrics
Innovator U.S. Equity Buffer ETF - July has an annualized alpha of 1.31%, beta of 0.66, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 30, 2018.
- This ETF participated in 65.47% of S&P 500 Index downside but only 62.49% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.31%
- Beta
- 0.66
- R²
- 0.92
- Upside Capture
- 62.49%
- Downside Capture
- 65.47%
Expense Ratio
BJUL has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BJUL ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - July (BJUL) and compare them to a chosen benchmark (S&P 500 Index).
| BJUL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.39 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.40 | +0.32 |
Martin ratioReturn relative to average drawdown | 9.36 | 6.61 | +2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BJUL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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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 99 trading sessions.
The current Innovator U.S. Equity Buffer ETF - July drawdown is 3.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -14.06% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -13.23% | Sep 24, 2018 | 64 | Dec 24, 2018 | 81 | Apr 23, 2019 | 145 |
| -13.19% | Jan 5, 2022 | 196 | Oct 14, 2022 | 158 | Jun 2, 2023 | 354 |
| -7.47% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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