- ISIN
- US45783Y5336
- CUSIP
- 45783Y533
- Issuer
- Innovator
- Inception Date
- Aug 31, 2023
- Region
- Developed Markets (Broad)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Assets Under Management
- $66M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $67.63K
Share Price Chart
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Performance
ISEP Performance Chart
Innovator International Developed Power Buffer ETF - September (ISEP) is up 7.7% since the beginning of the year. ISEP is currently trading at $35 per share.
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Returns By Period
Innovator International Developed Power Buffer ETF - September (ISEP) has returned 7.73% so far this year and 16.36% over the past 12 months.
Innovator International Developed Power Buffer ETF - September
- 1D
- -0.05%
- 1M
- 1.22%
- 6M
- 5.20%
- YTD
- 7.73%
- 1Y
- 16.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.17%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ISEP Monthly Returns History
Based on dividend-adjusted daily data since Sep 1, 2023, ISEP's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +5.1%, while the worst month was Mar 2026 at -3.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ISEP 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 -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.41% | 1.81% | -3.51% | 3.19% | 1.45% | 0.80% | 1.49% | 7.73% | |||||
| 2025 | 2.43% | 1.65% | 0.24% | 2.59% | 2.76% | 1.96% | -2.24% | 4.46% | 0.94% | 0.07% | 0.63% | 1.57% | 18.29% |
| 2024 | -0.34% | 1.75% | 2.73% | -2.49% | 4.13% | -1.55% | 2.50% | 3.44% | 0.42% | -3.41% | -0.27% | -1.30% | 5.41% |
| 2023 | -2.87% | -1.54% | 5.05% | 3.53% | 4.02% |
Benchmark Metrics
Innovator International Developed Power Buffer ETF - September has an annualized alpha of 3.73%, beta of 0.45, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since September 01, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (42.17%) than losses (19.35%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.73% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.45 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
- 3.73%
- Beta
- 0.45
- R²
- 0.51
- Upside Capture
- 42.17%
- Downside Capture
- 19.35%
Expense Ratio
ISEP has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ISEP ranks 83 for risk / return — above 83% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - September (ISEP) 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.
| ISEP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.00 | +0.96 |
| Martin ratioReturn relative to average drawdown | 11.68 | 8.49 | +3.18 |
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 - September. 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 - September was 7.36%, occurring on Apr 8, 2025. Recovery took 13 trading sessions.
The current Innovator International Developed Power Buffer ETF - September drawdown is 0.05%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-7.36%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 | 2025 selloff2025 |
-6.75%Aug 2024 | 21d | 16d | 1mo 7dJul 2024 - Aug 2024 | — |
-5.60%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 | — |
-5.48%Mar 2026 | 28d | 21d | 1mo 19dFeb 2026 - Apr 2026 | — |
-5.43%Oct 2023 | 1mo 26d | 24d | 2mo 20dSep 2023 - Nov 2023 | — |
Drawdown Indicators
| ISEP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.36% | -56.78% | +49.42% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -9.10% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | -0.05% | -1.58% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -10.70% | +9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.14% | -0.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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