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Innovator International Developed Power Buffer ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Jan 2, 2020

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IJAN has an expense ratio of 0.85%, placing it in the medium range.


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:
IJAN vs. QQQ IJAN vs. DFAI
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Performance

Performance Chart


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S&P 500

Returns By Period

Innovator International Developed Power Buffer ETF - January (IJAN) returned 11.28% year-to-date (YTD) and 6.18% over the past 12 months.


IJAN

YTD

11.28%

1M

3.31%

6M

7.30%

1Y

6.18%

3Y*

9.21%

5Y*

7.89%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.51%1.73%0.45%2.31%2.82%11.28%
2024-0.53%1.39%2.04%-1.57%2.87%-0.84%1.89%2.41%0.59%-3.99%-0.99%-3.57%-0.57%
20235.82%-1.68%2.37%1.90%-2.94%3.52%2.20%-3.21%-3.32%-2.70%6.55%5.26%13.82%
2022-2.04%-1.83%-0.15%-3.31%1.51%-4.28%3.48%-3.13%-7.20%4.98%9.88%0.69%-2.52%
2021-0.55%1.35%1.17%1.44%1.34%-0.22%0.37%0.52%-0.91%1.49%-2.10%3.26%7.28%
2020-1.94%-4.42%-8.17%5.23%2.94%1.24%1.40%2.15%-0.53%-1.49%4.34%3.53%3.49%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IJAN is 49, 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 IJAN is 4949
Overall Rank
The Sharpe Ratio Rank of IJAN is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IJAN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IJAN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of IJAN is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IJAN is 4444
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 International Developed Power Buffer ETF - January (IJAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Innovator International Developed Power Buffer ETF - January Sharpe ratios as of Jun 1, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • 5-Year: 0.76
  • All Time: 0.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Innovator International Developed Power Buffer ETF - January compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History


Innovator International Developed Power Buffer ETF - January doesn't pay dividends

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 - January. 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 - January was 22.68%, occurring on Mar 18, 2020. Recovery took 169 trading sessions.

The current Innovator International Developed Power Buffer ETF - January drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.68%Jan 21, 202041Mar 18, 2020169Nov 16, 2020210
-16.71%Jan 5, 2022183Sep 27, 202273Jan 11, 2023256
-10.3%Sep 27, 2024132Apr 8, 202524May 13, 2025156
-9.71%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-4.61%Feb 2, 202329Mar 15, 202313Apr 3, 202342
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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