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

ETF Info

Issuer
Innovator
Inception Date
May 31, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Alternatives
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 - June, 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 - June (IJUN) has returned 1.09% so far this year and 15.06% over the past 12 months.


Innovator International Developed Power Buffer ETF - June

1D
-0.45%
1M
-0.69%
YTD
1.09%
6M
3.18%
1Y
15.06%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 3, 2024, IJUN's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 74% of months were positive and 26% were negative. The best month was May 2025 with a return of +4.1%, while the worst month was Oct 2024 at -3.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IJUN closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +2.7%, while the worst single day was Apr 4, 2025 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.25%1.61%-3.10%0.40%1.09%
20252.11%1.79%0.04%2.55%4.10%1.50%-1.39%2.80%0.99%0.52%0.46%1.89%18.70%
2024-1.07%1.68%2.45%0.58%-3.78%-0.80%-1.28%-2.34%

Benchmark Metrics

Innovator International Developed Power Buffer ETF - June has an annualized alpha of 4.20%, beta of 0.37, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since June 04, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (37.25%) than losses (3.10%) — typical of diversified or defensive assets.
  • Beta of 0.37 may look defensive, but with R² of 0.47 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.47 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.20%
Beta
0.37
0.47
Upside Capture
37.25%
Downside Capture
3.10%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IJUN ranks 83 for risk / return — in the top 83% 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.


IJUN Risk / Return Rank: 8383
Overall Rank
IJUN Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IJUN Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJUN Omega Ratio Rank: 8181
Omega Ratio Rank
IJUN Calmar Ratio Rank: 8181
Calmar Ratio Rank
IJUN Martin Ratio Rank: 8282
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 - June (IJUN) and compare them to a chosen benchmark (S&P 500 Index).


IJUNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.88

+0.82

Sortino ratio

Return per unit of downside risk

2.44

1.37

+1.07

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.91

1.39

+1.52

Martin ratio

Return relative to average drawdown

11.18

6.43

+4.75

Explore IJUN 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 - June 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 - June. 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 - June was 7.31%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current Innovator International Developed Power Buffer ETF - June drawdown is 2.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.31%Mar 20, 202514Apr 8, 202517May 2, 202531
-6.67%Sep 27, 202460Dec 20, 202456Mar 17, 2025116
-5.25%Feb 27, 202616Mar 20, 2026
-4.65%Jul 15, 202416Aug 5, 202412Aug 21, 202428
-3.12%Nov 13, 20256Nov 20, 202513Dec 10, 202519

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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