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

ETF Info

ISIN
US45782C7222
CUSIP
45782C722
Issuer
Innovator
Inception Date
Jun 28, 2019
Region
Developed Markets (EAFE)
Leveraged
1x (No leverage)
Index Tracked
MSCI EAFE Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


Loading graphics...

S&P 500 Index

Returns By Period

Innovator International Developed Power Buffer ETF - July (IJUL) has returned 0.72% so far this year and 15.90% over the past 12 months.


Innovator International Developed Power Buffer ETF - July

1D
1.99%
1M
-3.21%
YTD
0.72%
6M
3.26%
1Y
15.90%
3Y*
9.97%
5Y*
6.76%
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 Jul 1, 2019, IJUL's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +8.6%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IJUL closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.18%1.84%-3.21%0.72%
20252.76%2.10%0.22%2.89%3.94%2.56%-1.38%2.66%1.08%0.34%0.43%1.73%20.98%
2024-0.47%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%
2022-1.58%-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%1.57%-2.21%1.84%2.80%

Benchmark Metrics

Innovator International Developed Power Buffer ETF - July has an annualized alpha of 0.38%, beta of 0.43, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since July 02, 2019.

  • This ETF participated in 48.79% of S&P 500 Index downside but only 39.56% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.43 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
0.38%
Beta
0.43
0.61
Upside Capture
39.56%
Downside Capture
48.79%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IJUL ranks 84 for risk / return — in the top 84% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IJUL Risk / Return Rank: 8484
Overall Rank
IJUL Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IJUL Sortino Ratio Rank: 8484
Sortino Ratio Rank
IJUL Omega Ratio Rank: 8383
Omega Ratio Rank
IJUL Calmar Ratio Rank: 8585
Calmar Ratio Rank
IJUL Martin Ratio Rank: 8585
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 - July (IJUL) and compare them to a chosen benchmark (S&P 500 Index).


IJULBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.90

+0.75

Sortino ratio

Return per unit of downside risk

2.27

1.39

+0.89

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.64

1.40

+1.24

Martin ratio

Return relative to average drawdown

10.37

6.61

+3.76

Explore IJUL 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 - 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$0.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$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%0.00%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
2026$0.00$0.00$0.00$0.00
2025$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
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

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.


Loading graphics...

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 3.31%.


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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...