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

ETF Info

ISIN
US45781D1019
Issuer
Innovator
Inception Date
Oct 31, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
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 - November, 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 - November (INOV) has returned 0.44% so far this year and 15.12% over the past 12 months.


Innovator International Developed Power Buffer ETF - November

1D
1.86%
1M
-4.90%
YTD
0.44%
6M
4.07%
1Y
15.12%
3Y*
5Y*
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 Nov 1, 2023, INOV's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.

Historically, 76% of months were positive and 24% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, INOV closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.01%2.53%-4.90%0.44%
20253.06%1.78%0.34%2.41%2.78%1.65%-0.68%2.67%1.38%1.07%0.45%2.07%20.64%
20240.02%1.66%1.91%-1.22%2.94%-0.40%1.72%1.63%0.56%-0.60%-0.35%-2.01%5.90%
20234.57%3.02%7.73%

Benchmark Metrics

Innovator International Developed Power Buffer ETF - November has an annualized alpha of 6.33%, beta of 0.40, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since November 02, 2023.

  • This ETF captured 44.53% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.73%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 6.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.40 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
6.33%
Beta
0.40
0.56
Upside Capture
44.53%
Downside Capture
-0.73%

Expense Ratio

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


Return for Risk

Risk / Return Rank

INOV ranks 79 for risk / return — better than 79% 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.


INOV Risk / Return Rank: 7979
Overall Rank
INOV Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
INOV Sortino Ratio Rank: 8181
Sortino Ratio Rank
INOV Omega Ratio Rank: 8585
Omega Ratio Rank
INOV Calmar Ratio Rank: 7474
Calmar Ratio Rank
INOV 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 - November (INOV) and compare them to a chosen benchmark (S&P 500 Index).


INOVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.90

+0.65

Sortino ratio

Return per unit of downside risk

2.16

1.39

+0.78

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

2.00

1.40

+0.60

Martin ratio

Return relative to average drawdown

8.13

6.61

+1.53

Explore INOV 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 - November 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 - November. 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 - November was 8.01%, occurring on Apr 8, 2025. Recovery took 13 trading sessions.

The current Innovator International Developed Power Buffer ETF - November drawdown is 5.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.01%Mar 20, 202514Apr 8, 202513Apr 28, 202527
-7.24%Feb 26, 202617Mar 20, 2026
-4.09%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-3.78%Oct 21, 202456Jan 10, 202513Jan 30, 202569
-3.63%Nov 13, 20256Nov 20, 202514Dec 11, 202520

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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