- CUSIP
- 45783Y145
- Issuer
- Innovator
- Inception Date
- Jul 31, 2024
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $42M
Share Price Chart
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Performance
IAUG Performance Chart
Innovator International Developed Power Buffer ETF (IAUG) is up 6.0% since the beginning of the year. IAUG is currently trading at $30 per share.
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Returns By Period
Innovator International Developed Power Buffer ETF (IAUG) has returned 5.97% so far this year and 13.04% over the past 12 months.
Innovator International Developed Power Buffer ETF
- 1D
- 0.19%
- 1M
- 1.35%
- YTD
- 5.97%
- 6M
- 6.19%
- 1Y
- 13.04%
- 3Y*
- —
- 5Y*
- —
- 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%
IAUG Monthly Returns History
Based on dividend-adjusted daily data since Aug 1, 2024, IAUG's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 78% of months were positive and 22% were negative. The best month was May 2025 with a return of +3.6%, while the worst month was Oct 2024 at -3.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IAUG closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Apr 4, 2025 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.17% | 1.42% | -2.83% | 2.95% | 1.34% | 0.88% | 5.97% | ||||||
| 2025 | 2.53% | 1.74% | 0.35% | 2.57% | 3.60% | 2.14% | -2.22% | 2.41% | 1.15% | 0.24% | 0.43% | 1.43% | 17.50% |
| 2024 | 2.70% | 0.47% | -3.36% | -0.57% | -1.42% | -2.26% |
Benchmark Metrics
Innovator International Developed Power Buffer ETF has an annualized alpha of 4.15%, beta of 0.39, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since August 01, 2024.
- This ETF captured 33.59% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.47%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 4.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.39 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
- 4.15%
- Beta
- 0.39
- R²
- 0.52
- Upside Capture
- 33.59%
- Downside Capture
- -3.47%
Expense Ratio
IAUG has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IAUG ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF (IAUG) 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.
| IAUG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.78 | -0.03 |
| Martin ratioReturn relative to average drawdown | 9.04 | 12.44 | -3.40 |
Dividends
Dividend History
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 International Developed 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 International Developed Power Buffer ETF was 8.03%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -8.03%Apr 2025 | 19d | 21d | 1mo 10dMar 2025 - Apr 2025 |
2025 pullback2025 | -6.17%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 |
2026 pullback2026 | -4.75%Mar 2026 | 22d | 28d | 1mo 20dFeb 2026 - Apr 2026 |
2025 pullback2025 | -4.49%Aug 2025 | 8d | 2mo 20d | 2mo 28dJul 2025 - Oct 2025 |
2024 pullback2024 | -3.20%Aug 2024 | 4d | 10d | 14dAug 2024 - Aug 2024 |
Drawdown Indicators
| IAUG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.03% | -56.78% | +48.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -9.10% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
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 | -1.62% | -10.71% | +9.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 2.03% | -0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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