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Innovator International Developed Power Buffer ETF...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Dec 31, 2019
Region
Developed Markets (EAFE)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Innovator International Developed Power Buffer ETF - January (IJAN) has returned 0.33% so far this year and 13.47% over the past 12 months.


Innovator International Developed Power Buffer ETF - January

1D
1.79%
1M
-3.64%
YTD
0.33%
6M
3.10%
1Y
13.47%
3Y*
8.44%
5Y*
6.72%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2020, IJAN's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +9.9%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IJAN closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.1%, while the worst single day was Mar 16, 2020 at -8.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.31%1.77%-3.64%0.33%
20253.51%1.73%0.45%2.32%2.82%1.69%-0.75%2.39%1.24%0.70%1.03%1.01%19.62%
2024-0.53%1.39%2.04%-1.57%2.88%-0.84%1.90%2.41%0.59%-3.99%-0.98%-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%-4.29%3.48%-3.13%-7.20%4.99%9.88%0.69%-2.52%
2021-0.55%1.35%1.18%1.44%1.34%-0.22%0.37%0.52%-0.91%1.49%-2.11%3.26%7.28%

Benchmark Metrics

Innovator International Developed Power Buffer ETF - January has an annualized alpha of 0.45%, beta of 0.49, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 03, 2020.

  • This ETF participated in 56.63% of S&P 500 Index downside but only 46.32% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.49 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
0.45%
Beta
0.49
0.65
Upside Capture
46.32%
Downside Capture
56.63%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IJAN ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IJAN Risk / Return Rank: 7474
Overall Rank
IJAN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IJAN Sortino Ratio Rank: 7474
Sortino Ratio Rank
IJAN Omega Ratio Rank: 8282
Omega Ratio Rank
IJAN Calmar Ratio Rank: 6868
Calmar Ratio Rank
IJAN Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - January (IJAN) and compare them to a chosen benchmark (S&P 500 Index).


IJANBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.90

+0.44

Sortino ratio

Return per unit of downside risk

1.93

1.39

+0.55

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

1.78

1.40

+0.38

Martin ratio

Return relative to average drawdown

8.29

6.61

+1.69

Explore IJAN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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 4.02%.


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
-6.14%Feb 27, 202616Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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