PortfoliosLab logoPortfoliosLab logo
ISIN
US45783Y7316
Issuer
Innovator
Inception Date
Mar 7, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$60M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

BSTP Performance Chart

Innovator Buffer Step-Up Strategy ETF (BSTP) is up 5.6% since the beginning of the year. BSTP is currently trading at $39 per share.


Loading charts...

S&P 500 Index

Returns By Period

Innovator Buffer Step-Up Strategy ETF (BSTP) has returned 5.61% so far this year and 16.04% over the past 12 months.


Innovator Buffer Step-Up Strategy ETF

1D
-0.19%
1M
0.25%
YTD
5.61%
6M
5.46%
1Y
16.04%
3Y*
13.67%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSTP Monthly Returns History

Based on dividend-adjusted daily data since Mar 8, 2022, BSTP's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +6.4%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BSTP closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.94%-0.45%-3.49%6.36%3.03%-0.63%5.61%
20252.23%-0.80%-3.95%-0.28%4.05%2.91%1.51%1.50%2.20%1.24%0.19%0.64%11.80%
20241.29%3.19%1.72%-2.04%3.34%2.42%0.86%1.91%1.47%-0.70%3.88%-1.60%16.70%
20234.85%-1.83%2.45%1.32%0.61%4.62%2.26%-0.97%-3.74%-1.53%6.28%2.99%18.14%
20226.01%-6.85%0.31%-6.34%6.26%-2.45%-6.92%6.01%4.21%-3.98%-5.05%

Benchmark Metrics

Innovator Buffer Step-Up Strategy ETF has an annualized alpha of 0.56%, beta of 0.69, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since March 08, 2022.

  • This ETF participated in 71.85% of S&P 500 Index downside but only 65.65% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 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
0.56%
Beta
0.69
0.98
Upside Capture
65.65%
Downside Capture
71.85%

Expense Ratio

BSTP has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BSTP ranks 61 for risk / return — better than 61% 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.


BSTP Risk / Return Rank: 6161
Overall Rank
BSTP Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BSTP Sortino Ratio Rank: 6060
Sortino Ratio Rank
BSTP Omega Ratio Rank: 6565
Omega Ratio Rank
BSTP Calmar Ratio Rank: 5454
Calmar Ratio Rank
BSTP Martin Ratio Rank: 6969
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 Buffer Step-Up Strategy ETF (BSTP) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSTPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.58

2.78

-0.20

Martin ratioReturn relative to average drawdown

12.35

12.44

-0.09

Dividends

Dividend History


Innovator Buffer Step-Up Strategy ETF 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Buffer Step-Up Strategy ETF. 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 Buffer Step-Up Strategy ETF was 16.69%, occurring on Oct 12, 2022. Recovery took 187 trading sessions.

The current Innovator Buffer Step-Up Strategy ETF drawdown is 0.75%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.69%Oct 2022
6mo 16d9mo 4d
1y 3moMar 2022 - Jul 2023
2025 selloff2025
-13.69%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2023 pullback2023
-7.46%Oct 2023
2mo 27d1mo 12d
4mo 9dAug 2023 - Dec 2023
2026 pullback2026
-6.23%Mar 2026
2mo16d
2mo 16dJan 2026 - Apr 2026
2024 pullback2024
-5.65%Aug 2024
19d18d
1mo 7dJul 2024 - Aug 2024

Drawdown Indicators


BSTPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.69%

-56.78%

+40.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-9.10%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-18.90%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.75%

-1.80%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.49%

-10.71%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.03%

-0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BSTP

Add Innovator Buffer Step-Up Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BSTP