Innovator U.S. Equity Buffer ETF - July (BJUL)
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
ISIN | US45782C7891 |
---|---|
CUSIP | 45782C789 |
Issuer | Innovator |
Inception Date | Aug 29, 2018 |
Region | North America (U.S.) |
Category | Volatility Hedged Equity |
Index Tracked | Cboe S&P 500 Buffer Protect Index July |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.18% | 10.16% |
1 month | 2.36% | 3.47% |
6 months | 16.83% | 22.20% |
1 year | 25.44% | 30.45% |
5 years (annualized) | 9.71% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.22% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Innovator U.S. Equity Buffer ETF - July | 2.95 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
-13.23% | Sep 24, 2018 | 64 | Dec 24, 2018 | 81 | Apr 23, 2019 | 145 |
-13.21% | 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 |
-4.56% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
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.