- ISIN
- US45782C7149
- CUSIP
- 45782C714
- Issuer
- Innovator
- Inception Date
- Jun 28, 2019
- Region
- Emerging Markets (Broad)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Emerging Markets Index
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $135M
Share Price Chart
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Performance
EJUL Performance Chart
Innovator Emerging Markets Power Buffer ETF - July (EJUL) is up 5.2% since the beginning of the year. EJUL is currently trading at $31 per share. Investors who bought $1,000 worth of EJUL shares 5 years ago would now be looking at an investment worth $1,160.
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Returns By Period
Innovator Emerging Markets Power Buffer ETF - July (EJUL) has returned 5.23% so far this year and 17.63% over the past 12 months.
Innovator Emerging Markets Power Buffer ETF - July
- 1D
- 0.14%
- 1M
- 0.85%
- YTD
- 5.23%
- 6M
- 5.81%
- 1Y
- 17.63%
- 3Y*
- 10.63%
- 5Y*
- 3.02%
- 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%
EJUL Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2019, EJUL's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +9.3%, while the worst month was Mar 2020 at -8.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EJUL closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +5.2%, while the worst single day was Mar 16, 2020 at -7.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.00% | 0.93% | -2.08% | 3.24% | 0.63% | 0.48% | 5.23% | ||||||
| 2025 | 1.09% | 0.61% | 0.71% | 0.05% | 2.47% | 6.87% | -0.34% | 1.91% | 2.95% | 1.16% | -0.15% | 1.43% | 20.20% |
| 2024 | -2.89% | 2.21% | 1.49% | -0.26% | 1.18% | 2.04% | 0.65% | 0.85% | 2.61% | -1.37% | -1.35% | -0.70% | 4.38% |
| 2023 | 5.47% | -4.67% | 1.72% | -1.01% | -0.69% | 0.41% | 3.12% | -3.95% | -1.40% | -1.93% | 4.55% | 2.38% | 3.50% |
| 2022 | 0.31% | -1.92% | -0.51% | -3.79% | 1.01% | -4.80% | 0.08% | -0.64% | -7.19% | -1.01% | 9.30% | -1.49% | -10.92% |
| 2021 | 0.06% | 0.95% | 0.32% | 0.17% | 0.36% | 0.22% | -3.17% | 0.77% | -1.91% | 0.93% | -2.10% | 1.05% | -2.43% |
Benchmark Metrics
Innovator Emerging Markets Power Buffer ETF - July has an annualized alpha of -2.51%, beta of 0.41, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since July 01, 2019.
- This ETF participated in 48.64% of S&P 500 Index downside but only 28.91% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.51% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.41 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
- -2.51%
- Beta
- 0.41
- R²
- 0.51
- Upside Capture
- 28.91%
- Downside Capture
- 48.64%
Expense Ratio
EJUL has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EJUL 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - July (EJUL) 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.
| EJUL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.37 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 2.78 | +1.86 |
| Martin ratioReturn relative to average drawdown | 20.99 | 12.44 | +8.55 |
Dividends
Dividend History
Innovator Emerging Markets Power Buffer ETF - July provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.64% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Emerging Markets Power Buffer ETF - July. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 Emerging Markets Power 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 Emerging Markets Power Buffer ETF - July was 21.61%, occurring on Oct 24, 2022. Recovery took 658 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -21.61%Oct 2022 | 1y 4mo | 2y 7mo | 3y 11moJun 2021 - Jun 2025 |
COVID crash2020 | -20.36%Mar 2020 | 1mo 27d | 8mo 27d | 10mo 24dJan 2020 - Dec 2020 |
2019 pullback2019 | -4.88%Aug 2019 | 1mo 12d | 2mo 15d | 3mo 27dJul 2019 - Oct 2019 |
2026 pullback2026 | -3.81%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2025 pullback2025 | -2.31%Oct 2025 | 3d | 10d | 13dOct 2025 - Oct 2025 |
Drawdown Indicators
| EJUL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.61% | -56.78% | +35.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -9.10% | +5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -8.36% | -18.90% | +10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -25.43% | +3.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -10.71% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.03% | -1.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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