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Innovator Emerging Markets Power Buffer ETF - July...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C7149

CUSIP

45782C714

Issuer

Innovator

Inception Date

Jul 1, 2019

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Emerging Markets Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EJUL features an expense ratio of 0.90%, falling within the medium range.


Expense ratio chart for EJUL: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
EJUL vs. ESGE
Popular comparisons:
EJUL vs. ESGE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Emerging Markets Power Buffer ETF - July, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.39%
10.30%
EJUL (Innovator Emerging Markets Power Buffer ETF - July)
Benchmark (^GSPC)

Returns By Period

Innovator Emerging Markets Power Buffer ETF - July had a return of 3.77% year-to-date (YTD) and 8.84% in the last 12 months.


EJUL

YTD

3.77%

1M

3.41%

6M

2.62%

1Y

8.84%

5Y*

-0.05%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of EJUL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.09%3.77%
2024-2.89%2.21%1.49%-0.26%1.18%2.04%0.65%0.86%2.61%-1.37%-1.35%-0.70%4.38%
20235.47%-4.67%1.72%-1.01%-0.69%0.41%3.12%-3.95%-1.40%-1.93%4.55%2.38%3.50%
20220.31%-1.92%-0.52%-3.79%1.01%-4.80%0.08%-0.64%-7.19%-1.01%9.30%-1.49%-10.92%
20210.06%0.95%0.32%0.17%0.36%0.22%-3.17%0.77%-1.91%0.93%-2.10%1.05%-2.43%
2020-2.51%-1.94%-8.45%5.45%2.24%0.99%2.02%0.37%-0.17%0.61%2.36%0.74%1.06%
2019-1.49%-1.68%0.88%2.05%0.34%3.06%3.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EJUL is 37, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EJUL is 3737
Overall Rank
The Sharpe Ratio Rank of EJUL is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EJUL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EJUL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EJUL is 3131
Calmar Ratio Rank
The Martin Ratio Rank of EJUL is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - July (EJUL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EJUL, currently valued at 1.02, compared to the broader market0.002.004.001.021.74
The chart of Sortino ratio for EJUL, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.0012.001.502.35
The chart of Omega ratio for EJUL, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.32
The chart of Calmar ratio for EJUL, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.000.692.61
The chart of Martin ratio for EJUL, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.8410.66
EJUL
^GSPC

The current Innovator Emerging Markets Power Buffer ETF - July Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Emerging Markets Power Buffer ETF - July with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.02
1.74
EJUL (Innovator Emerging Markets Power Buffer ETF - July)
Benchmark (^GSPC)

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.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%$0.00$0.05$0.10$0.15201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$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%0.64%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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
2020$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
2019$0.17$0.00$0.17

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.82%
0
EJUL (Innovator Emerging Markets Power Buffer ETF - July)
Benchmark (^GSPC)

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. The portfolio has not yet recovered.

The current Innovator Emerging Markets Power Buffer ETF - July drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.61%Jun 24, 2021337Oct 24, 2022
-20.36%Jan 21, 202041Mar 18, 2020186Dec 10, 2020227
-4.88%Jul 3, 201930Aug 14, 201952Oct 28, 201982
-1.63%Nov 8, 201917Dec 3, 20197Dec 12, 201924
-0.96%Jan 3, 20202Jan 6, 20205Jan 13, 20207

Volatility

Volatility Chart

The current Innovator Emerging Markets Power Buffer ETF - July volatility is 2.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.20%
3.07%
EJUL (Innovator Emerging Markets Power Buffer ETF - July)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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