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

ETF Info

ISINUS45782C7891
CUSIP45782C789
IssuerInnovator
Inception DateAug 29, 2018
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Index TrackedCboe S&P 500 Buffer Protect Index July
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Innovator U.S. Equity Buffer ETF - July has a high expense ratio of 0.79%, indicating higher-than-average management fees.


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 to compare with BJUL

Innovator U.S. Equity Buffer ETF - July

Popular comparisons: BJUL vs. SPY, BJUL vs. VOO

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.


30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
57.35%
80.31%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

S&P 500

Returns By Period

Innovator U.S. Equity Buffer ETF - July had a return of 7.18% year-to-date (YTD) and 25.44% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.18%10.16%
1 month2.36%3.47%
6 months16.83%22.20%
1 year25.44%30.45%
5 years (annualized)9.71%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.22%3.73%
2023-1.19%-3.47%-1.60%6.99%3.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - July (BJUL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BJUL
Innovator U.S. Equity Buffer ETF - July
2.95
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Innovator U.S. Equity Buffer ETF - July Sharpe ratio is 2.95. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.95
2.79
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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
-4.56%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Innovator U.S. Equity Buffer ETF - July volatility is 1.52%, 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%OctoberNovemberDecember2024FebruaryMarch
1.52%
2.80%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)