- Issuer
- Innovator
- Inception Date
- Dec 31, 2019
- Region
- Developed Markets (EAFE)
- Category
- Defined Outcome
- 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
- Assets Under Management
- $267M
Share Price Chart
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Performance
IJAN Performance Chart
Innovator International Developed Power Buffer ETF - January (IJAN) is up 5.5% since the beginning of the year. IJAN is currently trading at $38 per share. Investors who bought $1,000 worth of IJAN shares 5 years ago would now be looking at an investment worth $1,430.
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Returns By Period
Innovator International Developed Power Buffer ETF - January (IJAN) has returned 5.50% so far this year and 13.55% over the past 12 months.
Innovator International Developed Power Buffer ETF - January
- 1D
- 0.09%
- 1M
- 1.25%
- YTD
- 5.50%
- 6M
- 6.00%
- 1Y
- 13.55%
- 3Y*
- 10.07%
- 5Y*
- 7.41%
- 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%
IJAN Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2020, IJAN's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 63% of months were positive and 37% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 1.77% | -3.64% | 3.02% | 1.34% | 0.72% | 5.50% | ||||||
| 2025 | 3.51% | 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% |
| 2023 | 5.82% | -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 0.13%, beta of 0.49, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This ETF participated in 55.43% of S&P 500 Index downside but only 44.38% 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
- 0.13%
- Beta
- 0.49
- R²
- 0.65
- Upside Capture
- 44.38%
- Downside Capture
- 55.43%
Expense Ratio
IJAN has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IJAN ranks 55 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 - January (IJAN) 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.
| IJAN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.78 | -0.57 |
| Martin ratioReturn relative to average drawdown | 9.38 | 12.44 | -3.06 |
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 - 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.68%Mar 2020 | 1mo 27d | 8mo 3d | 10moJan 2020 - Nov 2020 |
Bear market2022 | -16.71%Sep 2022 | 8mo 25d | 3mo 16d | 1y 6dJan 2022 - Jan 2023 |
2025 selloff2025 | -10.30%Apr 2025 | 6mo 13d | 1mo 5d | 7mo 18dSep 2024 - May 2025 |
2023 pullback2023 | -9.71%Oct 2023 | 2mo 27d | 1mo 18d | 4mo 15dAug 2023 - Dec 2023 |
2026 pullback2026 | -6.14%Mar 2026 | 21d | 1mo 17d | 2mo 8dFeb 2026 - May 2026 |
Drawdown Indicators
| IJAN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.68% | -56.78% | +34.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -9.10% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -10.30% | -18.90% | +8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -25.43% | +8.72% |
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 | -2.93% | -10.71% | +7.78% |
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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