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Innovator Gradient Tactical Rotation Strategy ETF (IGTR) Sharpe Ratio: 1.39
Delisted

ETF · Currency in USD · Last updated Jul 17, 2026

IGTR is an actively managed ETF by Innovator. IGTR launched on Nov 16, 2022 and has a 0.80% expense ratio.

IGTR's Sharpe Ratio of 1.39 indicates that for each unit of volatility, it generates 1.39 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IGTR Sharpe Ratio Market Positioning

The chart shows IGTR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.43+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares Innovator Gradient Tactical Rotation Strategy ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how IGTR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FYLDCambria Foreign Shareholder Yield ETF2.82
WLDRAffinity World Leaders Equity ETF2.68
AVGVAvantis All Equity Markets Value ETF2.48
GVALCambria Global Value ETF2.45
GINXSGI Enhanced Global Income ETF2.44
COPYTweedy, Browne Insider + Value ETF2.37
DIVDAltrius Global Dividend ETF2.31
IDViShares International Select Dividend ETF2.22
AVGEAvantis All Equity Markets ETF2.21
WDIVSPDR S&P Global Dividend ETF2.18
IGTRInnovator Gradient Tactical Rotation Strategy ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IGTR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IGTR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IGTR fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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