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Innovator S&P High Quality Preferred ETF (EPRF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2877115012

CUSIP

45783G201

Issuer

Innovator

Inception Date

May 24, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P U.S. High Quality Preferred Stock Index

Asset Class

Preferred Stock

Asset Class Size

Micro-Cap

Expense Ratio

EPRF features an expense ratio of 0.47%, falling within the medium range.


Expense ratio chart for EPRF: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
EPRF vs. PFFA
Popular comparisons:
EPRF vs. PFFA

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.61%
9.25%
EPRF (Innovator S&P High Quality Preferred ETF)
Benchmark (^GSPC)

Returns By Period

Innovator S&P High Quality Preferred ETF had a return of 3.13% year-to-date (YTD) and 3.06% in the last 12 months.


EPRF

YTD

3.13%

1M

1.66%

6M

0.92%

1Y

3.06%

5Y*

-0.10%

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.02%3.13%
20243.50%1.72%0.19%-4.74%2.38%-0.91%1.13%3.43%3.31%-1.09%0.55%-5.56%3.45%
202312.17%-2.95%-4.18%1.52%-2.41%1.07%0.66%-1.85%-1.39%-4.32%9.54%2.59%9.43%
2022-4.01%-4.23%0.05%-7.68%3.26%-4.53%6.92%-5.59%-3.83%-3.92%6.26%-4.42%-20.69%
2021-2.12%-1.49%2.79%0.33%0.75%1.28%0.04%-0.16%-0.33%0.85%-2.67%2.24%1.37%
20201.16%-3.32%-7.25%8.98%0.25%-0.52%4.26%1.45%-0.43%-0.56%2.06%1.91%7.39%
20197.26%0.64%2.03%0.45%1.10%1.50%2.13%0.49%1.14%0.06%-0.65%2.05%19.54%
2018-2.19%0.94%1.06%-1.66%1.46%2.56%-0.29%1.12%-2.54%-1.45%-2.34%-1.83%-5.19%
20172.34%1.83%1.26%0.85%0.87%1.23%-0.08%-0.22%-0.05%0.59%0.55%-0.68%8.79%
20160.04%1.76%0.32%0.41%-0.94%-0.95%-5.43%-0.34%-5.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EPRF is 12, meaning it’s performing worse than 88% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EPRF is 1212
Overall Rank
The Sharpe Ratio Rank of EPRF is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EPRF is 1212
Sortino Ratio Rank
The Omega Ratio Rank of EPRF is 1111
Omega Ratio Rank
The Calmar Ratio Rank of EPRF is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EPRF is 1313
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 S&P High Quality Preferred ETF (EPRF) 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 EPRF, currently valued at 0.34, compared to the broader market0.002.004.000.341.83
The chart of Sortino ratio for EPRF, currently valued at 0.55, compared to the broader market-2.000.002.004.006.008.0010.0012.000.552.47
The chart of Omega ratio for EPRF, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.33
The chart of Calmar ratio for EPRF, currently valued at 0.24, compared to the broader market0.005.0010.0015.000.242.76
The chart of Martin ratio for EPRF, currently valued at 0.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.9611.27
EPRF
^GSPC

The current Innovator S&P High Quality Preferred ETF Sharpe ratio is 0.34. 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 S&P High Quality Preferred ETF 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.34
1.83
EPRF (Innovator S&P High Quality Preferred ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator S&P High Quality Preferred ETF provided a 5.97% dividend yield over the last twelve months, with an annual payout of $1.11 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.11$1.11$1.06$1.02$1.13$1.22$1.22$1.22$1.46$0.69

Dividend yield

5.97%6.12%5.71%5.67%4.70%4.92%5.01%5.70%6.13%2.95%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator S&P High Quality Preferred ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.09$0.00$0.09
2024$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.10$0.10$0.10$0.09$1.11
2023$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.11$0.11$0.09$1.06
2022$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.05$0.07$1.02
2021$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.09$0.09$0.06$1.13
2020$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.13$1.22
2019$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.17$1.22
2018$0.12$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.17$1.22
2017$0.11$0.11$0.14$0.14$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.17$1.46
2016$0.12$0.08$0.15$0.11$0.11$0.11$0.69

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.50%
-0.07%
EPRF (Innovator S&P High Quality Preferred ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator S&P High Quality Preferred 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 S&P High Quality Preferred ETF was 26.82%, occurring on Mar 18, 2020. Recovery took 92 trading sessions.

The current Innovator S&P High Quality Preferred ETF drawdown is 8.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.82%Feb 13, 202024Mar 18, 202092Jul 29, 2020116
-25.23%Nov 8, 2021490Oct 19, 2023
-10.58%Jul 10, 2018117Dec 27, 201850Mar 13, 2019167
-9.12%Aug 10, 201668Nov 14, 2016142Jun 20, 2017210
-5.46%Dec 6, 201744Feb 9, 201895Jul 2, 2018139

Volatility

Volatility Chart

The current Innovator S&P High Quality Preferred ETF volatility is 2.99%, 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
2.99%
3.21%
EPRF (Innovator S&P High Quality Preferred ETF)
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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