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

ETF Info

ISIN

US45782C7222

CUSIP

45782C722

Issuer

Innovator

Inception Date

Jul 1, 2019

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

MSCI EAFE Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IJUL has an expense ratio of 0.86%, 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.


Performance

Performance Chart


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S&P 500

Returns By Period

Innovator International Developed Power Buffer ETF - July (IJUL) returned 12.44% year-to-date (YTD) and 9.63% over the past 12 months.


IJUL

YTD

12.44%

1M

3.94%

6M

10.45%

1Y

9.63%

3Y*

9.19%

5Y*

6.74%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.76%2.09%0.22%2.89%3.94%12.44%
2024-0.46%1.66%2.79%-2.87%4.67%-1.95%1.81%2.18%0.52%-3.55%-0.59%-1.77%2.12%
20235.62%-1.50%2.31%2.53%-3.34%4.45%1.45%-2.63%-1.89%-1.61%4.39%3.72%13.77%
2022-1.59%-1.52%0.48%-1.68%1.88%-4.97%3.56%-3.87%-5.97%3.71%8.61%-0.54%-2.77%
2021-0.02%1.45%0.48%0.24%0.21%-0.18%0.29%0.51%-1.33%1.58%-2.21%1.85%2.81%
2020-1.54%-3.65%-7.10%4.74%2.51%0.48%0.97%1.41%-0.74%-1.52%5.18%0.33%0.42%
2019-1.08%-0.87%1.49%1.70%0.68%1.43%3.35%
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 IJUL is 72, 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 IJUL is 7272
Overall Rank
The Sharpe Ratio Rank of IJUL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IJUL is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IJUL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IJUL is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IJUL is 6767
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 - July (IJUL) 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 - July Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.92
  • 5-Year: 0.71
  • All Time: 0.46

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 - July 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 - July provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.24

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.99%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator International Developed Power Buffer ETF - July. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.24$0.00$0.24

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 - July. 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 - July was 21.09%, occurring on Mar 18, 2020. Recovery took 184 trading sessions.

The current Innovator International Developed Power Buffer ETF - July drawdown is 0.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.09%Jan 21, 202041Mar 18, 2020184Dec 8, 2020225
-14.59%Nov 8, 2021223Sep 27, 202275Jan 13, 2023298
-8.27%Mar 20, 202513Apr 7, 202515Apr 29, 202528
-6.87%Aug 1, 202362Oct 26, 202333Dec 13, 202395
-6.68%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
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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