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ISIN
US45783G1022
CUSIP
45783Y814
Issuer
Innovator
Inception Date
Oct 20, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Refinitiv Laddered Power Buffer Strategy Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$870M

Share Price Chart


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Performance

BUFF Performance Chart

Innovator Laddered Allocation Power Buffer ETF (BUFF) is up 5.4% since the beginning of the year. BUFF is currently trading at $53 per share. Investors who bought $1,000 worth of BUFF shares 5 years ago would now be looking at an investment worth $1,513.


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S&P 500 Index

Returns By Period

Innovator Laddered Allocation Power Buffer ETF (BUFF) has returned 5.42% so far this year and 14.44% over the past 12 months.


Innovator Laddered Allocation Power Buffer ETF

1D
-0.06%
1M
0.38%
YTD
5.42%
6M
5.44%
1Y
14.44%
3Y*
12.10%
5Y*
8.63%
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)

BUFF Monthly Returns History

Based on dividend-adjusted daily data since Oct 20, 2016, BUFF's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2016 with a return of +12.7%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BUFF closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +13.7%, while the worst single day was Mar 16, 2020 at -14.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.90%0.10%-1.89%4.63%1.76%-0.10%5.42%
20251.56%-0.20%-3.14%-0.18%3.75%2.93%1.32%1.11%1.47%0.64%0.79%0.61%11.02%
20240.95%2.00%1.14%-0.91%2.41%1.22%0.79%1.09%1.01%0.02%2.31%-0.53%12.05%
20233.23%-0.87%2.05%0.89%0.38%4.18%1.82%-0.34%-2.50%-1.40%6.01%2.24%16.51%
2022-1.39%-0.99%1.96%-4.60%0.32%-3.49%4.53%-1.50%-4.61%4.95%3.05%-2.16%-4.44%
2021-0.53%1.26%1.95%0.97%0.39%0.82%0.40%0.57%-0.86%2.06%-0.54%1.64%8.37%

Benchmark Metrics

Innovator Laddered Allocation Power Buffer ETF has an annualized alpha of -1.29%, beta of 0.77, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since October 20, 2016.

  • This ETF participated in 66.00% of S&P 500 Index downside but only 57.15% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.29%
Beta
0.77
0.63
Upside Capture
57.15%
Downside Capture
66.00%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BUFF ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BUFF Risk / Return Rank: 8989
Overall Rank
BUFF Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BUFF Sortino Ratio Rank: 9191
Sortino Ratio Rank
BUFF Omega Ratio Rank: 9191
Omega Ratio Rank
BUFF Calmar Ratio Rank: 8080
Calmar Ratio Rank
BUFF Martin Ratio Rank: 9292
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 Laddered Allocation Power Buffer ETF (BUFF) 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.


BUFFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.57

1.37

+0.20

Calmar ratioReturn relative to maximum drawdown

4.05

2.78

+1.26

Martin ratioReturn relative to average drawdown

21.13

12.44

+8.69

Dividends

Dividend History

Innovator Laddered Allocation Power Buffer ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.602016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.49$0.52$0.50$0.05

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%1.78%1.26%1.74%1.55%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Laddered Allocation Power Buffer ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

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 Laddered Allocation Power Buffer 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 Laddered Allocation Power Buffer ETF was 46.23%, occurring on Mar 23, 2020. Recovery took 925 trading sessions.

The current Innovator Laddered Allocation Power Buffer ETF drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-46.23%Mar 2020
2mo 2d3y 8mo
3y 10moJan 2020 - Nov 2023
Rate-hike selloffLate 2018
-16.19%Dec 2018
11mo 4d3mo 12d
1y 2moJan 2018 - Apr 2019
2025 selloff2025
-10.24%Apr 2025
1mo 17d1mo 29d
3mo 16dFeb 2025 - Jun 2025
2026 pullback2026
-3.58%Mar 2026
1mo 2d10d
1mo 12dFeb 2026 - Apr 2026
2019 pullback2019
-3.55%Aug 2019
25d14d
1mo 9dJul 2019 - Aug 2019

Drawdown Indicators


BUFFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.23%

-56.78%

+10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.58%

-9.10%

+5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-10.24%

-18.90%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-10.24%

-25.43%

+15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

-1.80%

+1.53%

Average Drawdown

Average peak-to-trough decline

-6.15%

-10.71%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

2.03%

-1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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