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

ETF Info

ISIN

US45782C6315

Issuer

Innovator

Inception Date

Sep 30, 2021

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IOCT has an expense ratio of 0.85%, 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- October (IOCT) returned 9.95% year-to-date (YTD) and 10.32% over the past 12 months.


IOCT

YTD

9.95%

1M

2.69%

6M

9.23%

1Y

10.32%

3Y*

10.18%

5Y*

N/A

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 IOCT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.51%1.59%0.43%2.32%2.74%9.95%
2024-0.21%1.63%2.06%-1.37%3.39%-0.69%2.07%2.03%0.94%-3.04%-0.47%-1.37%4.88%
20234.92%-0.54%1.73%1.42%-0.21%2.10%1.04%0.17%-0.53%-2.05%5.25%3.25%17.54%
2022-2.07%-1.77%0.15%-2.81%1.27%-3.72%3.64%-3.24%-7.44%3.47%7.43%-0.54%-6.31%
20211.77%-2.36%2.25%1.60%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, IOCT is among the top 21% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IOCT is 7979
Overall Rank
The Sharpe Ratio Rank of IOCT is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of IOCT is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IOCT is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IOCT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IOCT is 7878
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- October (IOCT) 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- October Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.09
  • All Time: 0.76

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- October 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- October 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- October. 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- October was 16.94%, occurring on Oct 12, 2022. Recovery took 141 trading sessions.

The current Innovator International Developed Power Buffer ETF- October drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.94%Nov 8, 2021234Oct 12, 2022141May 5, 2023375
-7.54%Mar 20, 202513Apr 7, 202514Apr 28, 202527
-5.21%Oct 1, 202457Dec 19, 202449Mar 5, 2025106
-4.96%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-4.36%Sep 18, 202330Oct 27, 202312Nov 14, 202342
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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