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Innovator Emerging Markets 10 Buffer ETF - Quarter...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Innovator Emerging Markets 10 Buffer ETF - Quarterly (EBUF)

ETF · Currency in USD · Last updated Apr 4, 2026

EBUF is an actively managed ETF by Innovator. EBUF launched on Jun 28, 2024 and has a 0.89% expense ratio.

ETF Info

Issuer
Innovator
Inception Date
Jun 28, 2024
Category
Defined Outcome
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart

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Innovator Emerging Markets 10 Buffer ETF - Quarterly

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Emerging Markets 10 Buffer ETF - Quarterly, 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 Emerging Markets 10 Buffer ETF - Quarterly (EBUF) has returned 2.98% so far this year and 12.50% over the past 12 months.

Innovator Emerging Markets 10 Buffer ETF - Quarterly

1D
-0.48%
1M
1.29%
YTD
2.98%
6M
4.90%
1Y
12.50%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
0.11%
1M
-4.18%
YTD
-3.84%
6M
-1.98%
1Y
21.98%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 2024, EBUF's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.

Historically, 91% of months were positive and 9% were negative. The best month was May 2025 with a return of +1.8%, while the worst month was Oct 2024 at -1.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EBUF closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -2.5%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.50%0.91%0.31%0.23%2.98%
20250.84%0.69%1.43%0.12%1.82%1.53%0.12%1.24%1.04%1.09%-0.31%1.41%11.55%
20240.54%0.79%1.74%-1.08%0.15%0.70%2.86%

Benchmark Metrics

Innovator Emerging Markets 10 Buffer ETF - Quarterly has an annualized alpha of 6.57%, beta of 0.28, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since July 02, 2024.

  • This ETF captured 30.35% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -29.51%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 6.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.28 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
6.57%
Beta
0.28
R²
0.54
Upside Capture
30.35%
Downside Capture
-29.51%

Expense Ratio

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

Return for Risk

Risk / Return Rank

EBUF ranks 81 for risk / return — in the top 81% 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.

EBUF Risk / Return Rank: 8181
Overall Rank
EBUF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EBUF Sortino Ratio Rank: 8585
Sortino Ratio Rank
EBUF Omega Ratio Rank: 9292
Omega Ratio Rank
EBUF Calmar Ratio Rank: 5656
Calmar Ratio Rank
EBUF Martin Ratio Rank: 9191
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 Emerging Markets 10 Buffer ETF - Quarterly (EBUF) and compare them to a chosen benchmark (S&P 500 Index).

EBUFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.88

+0.66

Sortino ratio

Return per unit of downside risk

2.39

1.37

+1.03

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

1.81

1.39

+0.42

Martin ratio

Return relative to average drawdown

14.14

6.43

+7.71

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore EBUF risk-adjusted metrics in detail

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

EBUF Sortino RatioEBUF Sharpe Ratio

Dividends

Dividend History

Innovator Emerging Markets 10 Buffer ETF - Quarterly 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 Emerging Markets 10 Buffer ETF - Quarterly. 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 Emerging Markets 10 Buffer ETF - Quarterly was 6.49%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

The current Innovator Emerging Markets 10 Buffer ETF - Quarterly drawdown is 0.48%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.49%Apr 1, 20256Apr 8, 202514Apr 29, 202520
-3.1%Jul 15, 202416Aug 5, 202410Aug 19, 202426
-2.17%Oct 8, 202428Nov 14, 202450Jan 30, 202578
-1.82%Mar 2, 202621Mar 30, 20261Mar 31, 202622
-1.71%Oct 7, 20254Oct 10, 20256Oct 20, 202510

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Portfolio Analyzer

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