- ISIN
- US45782C6315
- Issuer
- Innovator
- Inception Date
- Sep 30, 2021
- Region
- Developed Markets (EAFE)
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $175M
Share Price Chart
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Performance
IOCT Performance Chart
Innovator International Developed Power Buffer ETF- October (IOCT) is up 6.3% since the beginning of the year. IOCT is currently trading at $37 per share.
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Returns By Period
Innovator International Developed Power Buffer ETF- October (IOCT) has returned 6.25% so far this year and 15.79% over the past 12 months.
Innovator International Developed Power Buffer ETF- October
- 1D
- 0.08%
- 1M
- 1.35%
- YTD
- 6.25%
- 6M
- 6.49%
- 1Y
- 15.79%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
IOCT Monthly Returns History
Based on dividend-adjusted daily data since Oct 1, 2021, IOCT's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +7.4%, while the worst month was Sep 2022 at -7.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IOCT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Apr 4, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.44% | 1.99% | -3.76% | 3.35% | 1.30% | 0.94% | 6.25% | ||||||
| 2025 | 2.51% | 1.59% | 0.43% | 2.32% | 2.86% | 1.91% | -1.78% | 3.70% | 2.05% | 0.21% | 0.32% | 1.48% | 18.96% |
| 2024 | -0.22% | 1.63% | 2.06% | -1.37% | 3.39% | -0.69% | 2.07% | 2.03% | 0.94% | -3.04% | -0.47% | -1.37% | 4.88% |
| 2023 | 4.92% | -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% | 1.28% | -3.72% | 3.63% | -3.24% | -7.44% | 3.48% | 7.43% | -0.54% | -6.31% |
| 2021 | 1.65% | -2.36% | 2.25% | 1.48% |
Benchmark Metrics
Innovator International Developed Power Buffer ETF- October has an annualized alpha of 3.40%, beta of 0.41, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since October 01, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.29%) than losses (39.56%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.41 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
- 3.40%
- Beta
- 0.41
- R²
- 0.58
- Upside Capture
- 43.29%
- Downside Capture
- 39.56%
Expense Ratio
IOCT has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IOCT ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF- October (IOCT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IOCT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.78 | -0.07 |
| Martin ratioReturn relative to average drawdown | 10.31 | 12.44 | -2.13 |
Dividends
Dividend History
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -16.94%Oct 2022 | 11mo 8d | 6mo 25d | 1y 5moNov 2021 - May 2023 |
2025 selloff2025 | -7.54%Apr 2025 | 18d | 21d | 1mo 9dMar 2025 - Apr 2025 |
2026 pullback2026 | -5.84%Mar 2026 | 21d | 1mo 17d | 2mo 8dFeb 2026 - May 2026 |
2024 pullback2024 | -5.21%Dec 2024 | 2mo 19d | 2mo 16d | 5mo 5dOct 2024 - Mar 2025 |
2024 pullback2024 | -4.96%Aug 2024 | 21d | 11d | 1mo 2dJul 2024 - Aug 2024 |
Drawdown Indicators
| IOCT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -56.78% | +39.84% |
Max Drawdown (1Y)Largest decline over 1 year | -5.84% | -9.10% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -7.54% | -18.90% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.64% | -10.71% | +8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.03% | -0.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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