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Innovator U.S. Equity Buffer ETF - June (BJUN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US45782C7552
CUSIP
45782C755
Issuer
Innovator
Inception Date
May 31, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Price Return Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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 - June, 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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S&P 500 Index

Returns By Period

Innovator U.S. Equity Buffer ETF - June (BJUN) has returned -1.04% so far this year and 14.20% over the past 12 months.


Innovator U.S. Equity Buffer ETF - June

1D
1.99%
1M
-2.09%
YTD
-1.04%
6M
1.12%
1Y
14.20%
3Y*
13.07%
5Y*
7.64%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 3, 2019, BJUN's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.4%, while the worst month was Mar 2020 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BJUN closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +6.8%, while the worst single day was Mar 16, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.88%0.19%-2.09%-1.04%
20251.87%-0.47%-3.79%-0.92%5.68%3.18%1.30%1.40%1.76%0.78%0.55%0.84%12.57%
20241.35%2.63%1.26%-0.32%1.80%2.42%0.78%1.93%1.38%-0.32%3.32%-0.95%16.31%
20234.17%-1.35%1.90%0.56%-0.69%4.97%2.00%-0.79%-3.33%-1.58%7.02%3.26%16.81%
2022-1.89%-1.61%2.96%-6.44%-0.56%-6.59%6.90%-2.70%-6.89%5.91%4.01%-3.93%-11.47%
2021-0.86%1.72%1.72%0.30%0.36%1.30%1.15%1.65%-2.25%3.65%-0.84%2.48%10.73%

Benchmark Metrics

Innovator U.S. Equity Buffer ETF - June has an annualized alpha of 0.32%, beta of 0.64, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since June 04, 2019.

  • This ETF participated in 61.79% of S&P 500 Index downside but only 55.95% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.64 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
0.32%
Beta
0.64
0.92
Upside Capture
55.95%
Downside Capture
61.79%

Expense Ratio

BJUN has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BJUN 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.


BJUN Risk / Return Rank: 7171
Overall Rank
BJUN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BJUN Sortino Ratio Rank: 6767
Sortino Ratio Rank
BJUN Omega Ratio Rank: 7777
Omega Ratio Rank
BJUN Calmar Ratio Rank: 6565
Calmar Ratio Rank
BJUN Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - June (BJUN) and compare them to a chosen benchmark (S&P 500 Index).


BJUNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.90

+0.28

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

1.70

1.40

+0.30

Martin ratio

Return relative to average drawdown

9.35

6.61

+2.74

Explore BJUN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Innovator U.S. Equity Buffer ETF - June 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Buffer ETF - June. 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 - June was 22.71%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Innovator U.S. Equity Buffer ETF - June drawdown is 2.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.71%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-16.69%Mar 30, 2022138Oct 14, 2022284Dec 1, 2023422
-12.69%Feb 20, 202534Apr 8, 202541Jun 6, 202575
-6.65%Jan 5, 202243Mar 8, 202215Mar 29, 202258
-5.38%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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