- Issuer
- Innovator
- Inception Date
- Jun 30, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $15M
Share Price Chart
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Performance
JULH Performance Chart
Innovator Premium Income 20 Barrier ETF - July (JULH) is up 2.4% since the beginning of the year. JULH is currently trading at $25 per share.
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Returns By Period
Innovator Premium Income 20 Barrier ETF - July (JULH) has returned 2.40% so far this year and 5.09% over the past 12 months.
Innovator Premium Income 20 Barrier ETF - July
- 1D
- 0.02%
- 1M
- 0.26%
- YTD
- 2.40%
- 6M
- 0.84%
- 1Y
- 5.09%
- 3Y*
- —
- 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%
JULH Monthly Returns History
Based on dividend-adjusted daily data since Jul 3, 2023, JULH's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 92% of months were positive and 8% were negative. The best month was Nov 2023 with a return of +2.7%, while the worst month was Dec 2025 at -0.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 1 months.
On a daily basis, JULH closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +4.7%, while the worst single day was Apr 4, 2025 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.36% | 0.24% | 0.08% | 1.10% | 0.40% | 0.20% | 2.40% | ||||||
| 2025 | 0.67% | 0.19% | 0.31% | 0.39% | 0.86% | 0.38% | 0.64% | 0.95% | 0.81% | 0.46% | 0.52% | -0.91% | 5.39% |
| 2024 | 0.63% | 0.57% | 0.51% | 0.32% | 0.44% | 0.47% | 0.70% | 0.94% | 0.62% | -0.02% | 1.41% | 0.14% | 6.93% |
| 2023 | 0.94% | 0.39% | -0.45% | 0.14% | 2.66% | 0.78% | 4.51% |
Benchmark Metrics
Innovator Premium Income 20 Barrier ETF - July has an annualized alpha of 1.92%, beta of 0.24, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since July 03, 2023.
- This ETF captured 17.55% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.60%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.24 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
- 1.92%
- Beta
- 0.24
- R²
- 0.60
- Upside Capture
- 17.55%
- Downside Capture
- -3.60%
Expense Ratio
JULH has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JULH ranks 59 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 Premium Income 20 Barrier ETF - July (JULH) 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.
| JULH | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.37 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.78 | +0.18 |
| Martin ratioReturn relative to average drawdown | 7.51 | 12.44 | -4.93 |
Dividends
Dividend History
Innovator Premium Income 20 Barrier ETF - July provided a 5.27% dividend yield over the last twelve months, with an annual payout of $1.32 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.32 | $1.32 | $1.72 | $0.92 |
Dividend yield | 5.27% | 5.31% | 6.89% | 3.67% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Premium Income 20 Barrier ETF - July. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.40 | ||||||
| 2025 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.12 | $1.32 |
| 2024 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $1.72 |
| 2023 | $0.46 | $0.00 | $0.00 | $0.46 | $0.92 |
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 Premium Income 20 Barrier ETF - July. 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 Premium Income 20 Barrier ETF - July was 5.51%, occurring on Apr 8, 2025. Recovery took 12 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -5.51%Apr 2025 | 14d | 17d | 1mo 1dMar 2025 - Apr 2025 |
2024 pullback2024 | -2.76%Aug 2024 | 19d | 9d | 28dJul 2024 - Aug 2024 |
2023 pullback2023 | -1.77%Oct 2023 | 1mo 12d | 6d | 1mo 18dSep 2023 - Nov 2023 |
2026 pullback2026 | -1.72%Mar 2026 | 2mo 26d | 28d | 3mo 24dDec 2025 - Apr 2026 |
2024 pullback2024 | -1.17%Sep 2024 | 3d | 7d | 10dSep 2024 - Sep 2024 |
Drawdown Indicators
| JULH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.51% | -56.78% | +51.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.72% | -9.10% | +7.38% |
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 | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.27% | -10.71% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 2.03% | -1.35% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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