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Innovator U.S. Equity Buffer ETF - July (BJUL)

ETF · Currency in USD · Last updated Aug 6, 2022

BJUL is a passive ETF by Innovator tracking the investment results of the Cboe S&P 500 Buffer Protect Index July. BJUL launched on Aug 29, 2018 and has a 0.79% expense ratio.

ETF Info

ISINUS45782C7891
CUSIP45782C789
IssuerInnovator
Inception DateAug 29, 2018
RegionNorth America (U.S.)
CategoryVolatility Hedged Equity
Expense Ratio0.79%
Index TrackedCboe S&P 500 Buffer Protect Index July
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$32.05
Year Range$29.21 - $33.47
EMA (50)$31.09
EMA (200)$31.56
Average Volume$76.87K

BJULShare Price Chart


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BJULPerformance

The chart shows the growth of $10,000 invested in Innovator U.S. Equity Buffer ETF - July in Aug 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,505 for a total return of roughly 25.05%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-1.96%
-8.33%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

BJULReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.19%8.19%
6M-1.35%-7.42%
YTD-3.98%-13.03%
1Y0.69%-5.85%
5Y5.87%9.27%
10Y5.87%9.27%

BJULMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.31%-1.69%2.90%-6.18%0.39%-2.96%6.14%0.16%
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%
20200.14%-6.00%-8.65%9.43%2.92%0.86%3.45%3.26%-1.70%-1.80%6.58%1.58%
20195.47%1.84%0.86%2.50%-2.79%1.76%1.48%-1.30%1.35%1.47%2.57%1.52%
2018-0.00%0.78%-4.61%0.57%-5.35%

BJULSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Innovator U.S. Equity Buffer ETF - July Sharpe ratio is 0.04. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.04
-0.31
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

BJULDividend History


Innovator U.S. Equity Buffer ETF - July doesn't pay dividends

BJULDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-4.24%
-13.58%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)

BJULWorst Drawdowns

The table below shows the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - July. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Innovator U.S. Equity Buffer ETF - July is 24.03%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


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
-12.73%Jan 5, 2022113Jun 16, 2022
-4.56%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-4.51%Oct 13, 202014Oct 30, 20205Nov 6, 202019
-4.36%Jul 29, 201920Aug 23, 201942Oct 25, 201962
-3.06%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-2.97%May 6, 201920Jun 3, 201921Jul 2, 201941
-2.3%Nov 17, 202112Dec 3, 202114Dec 23, 202126
-1.77%Jul 13, 20215Jul 19, 20214Jul 23, 20219

BJULVolatility Chart

Current Innovator U.S. Equity Buffer ETF - July volatility is 12.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
12.44%
19.67%
BJUL (Innovator U.S. Equity Buffer ETF - July)
Benchmark (^GSPC)