- ISIN
- US45783Y6656
- Issuer
- Innovator
- Inception Date
- Nov 16, 2022
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $62M
Share Price Chart
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Performance
IGTR Performance Chart
Innovator Gradient Tactical Rotation Strategy ETF (IGTR) is up 18.7% since the beginning of the year. IGTR is currently trading at $33 per share.
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Returns By Period
Innovator Gradient Tactical Rotation Strategy ETF (IGTR) has returned 18.74% so far this year and 40.84% over the past 12 months.
Innovator Gradient Tactical Rotation Strategy ETF
- 1D
- -8.46%
- 1M
- 4.92%
- YTD
- 18.74%
- 6M
- 18.36%
- 1Y
- 40.84%
- 3Y*
- 16.10%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
IGTR Monthly Returns History
Based on dividend-adjusted daily data since Nov 17, 2022, IGTR's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 52% of months were positive and 48% were negative. The best month was May 2026 with a return of +9.6%, while the worst month was Mar 2026 at -8.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, IGTR closed higher 52% of trading days. The best single day was Jun 11, 2026 with a return of +8.5%, while the worst single day was Jun 5, 2026 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.17% | 6.84% | -8.34% | 7.73% | 9.63% | -0.49% | 18.74% | ||||||
| 2025 | 2.77% | -1.35% | -1.76% | -2.19% | 1.00% | 2.15% | -0.92% | 3.06% | 4.91% | 4.89% | -1.78% | 3.90% | 15.25% |
| 2024 | 1.69% | 7.21% | 6.23% | -5.01% | 3.41% | 0.07% | 2.22% | 1.84% | -1.08% | -7.55% | -2.16% | -1.90% | 4.02% |
| 2023 | -0.24% | -8.20% | -0.85% | -4.15% | 0.09% | 6.58% | 2.95% | -1.43% | -4.89% | -1.74% | 8.32% | 4.52% | -0.31% |
| 2022 | -0.04% | -2.14% | -2.18% |
Benchmark Metrics
Innovator Gradient Tactical Rotation Strategy ETF has an annualized alpha of -5.41%, beta of 0.89, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since November 17, 2022.
- This ETF participated in 90.57% of S&P 500 Index downside but only 62.69% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -5.41% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.89 and R2 of 0.50, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -5.41%
- Beta
- 0.89
- R²
- 0.50
- Upside Capture
- 62.69%
- Downside Capture
- 90.57%
Expense Ratio
IGTR has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IGTR ranks 59 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 Gradient Tactical Rotation Strategy ETF (IGTR) 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.
| IGTR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 2.46 | +1.01 |
| Martin ratioReturn relative to average drawdown | 11.95 | 10.92 | +1.03 |
Dividends
Dividend History
Innovator Gradient Tactical Rotation Strategy ETF provided a 0.67% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.59 | $0.21 | $0.07 |
Dividend yield | 0.67% | 0.80% | 2.40% | 0.87% | 0.31% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Gradient Tactical Rotation Strategy ETF. 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 | $0.22 | $0.22 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 | $0.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2022 | $0.07 | $0.07 |
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 Gradient Tactical Rotation Strategy 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 Gradient Tactical Rotation Strategy ETF was 20.06%, occurring on Apr 8, 2025. Recovery took 171 trading sessions.
The current Innovator Gradient Tactical Rotation Strategy ETF drawdown is 8.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.06%Apr 2025 | 7mo 7d | 8mo 7d | 1y 3moSep 2024 - Dec 2025 |
2023 correction2023 | -17.43%Apr 2023 | 4mo 22d | 9mo 8d | 1y 1moDec 2022 - Jan 2024 |
2026 correction2026 | -11.85%Jun 2026 | 2d | 10d | 12dJun 2026 - Jun 2026 |
2024 correction2024 | -11.26%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2026 correction2026 | -11.18%Mar 2026 | 28d | 1mo 7d | 2mo 5dMar 2026 - May 2026 |
Drawdown Indicators
| IGTR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -56.78% | +36.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.10% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -18.90% | -1.16% |
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 | -8.46% | -3.21% | -5.25% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -10.71% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.04% | +1.39% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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