- 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
- $14M
Share Price Chart
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Performance
JULJ Performance Chart
Innovator Premium Income 30 Barrier ETF - July (JULJ) is up 2.0% since the beginning of the year. JULJ is currently trading at $25 per share.
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Returns By Period
Innovator Premium Income 30 Barrier ETF - July (JULJ) has returned 1.98% so far this year and 5.52% over the past 12 months.
Innovator Premium Income 30 Barrier ETF - July
- 1D
- 0.06%
- 1M
- 0.22%
- YTD
- 1.98%
- 6M
- 2.18%
- 1Y
- 5.52%
- 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%
JULJ Monthly Returns History
Based on dividend-adjusted daily data since Jul 3, 2023, JULJ's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 97% of months were positive and 3% were negative. The best month was Nov 2023 with a return of +1.7%, while the worst month was Oct 2024 at -0.0%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 1 months.
On a daily basis, JULJ closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +3.1%, while the worst single day was Apr 4, 2025 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | 0.22% | 0.21% | 0.77% | 0.32% | 0.14% | 1.98% | ||||||
| 2025 | 0.52% | 0.22% | 0.35% | 0.38% | 0.62% | 0.29% | 0.46% | 0.82% | 0.67% | 0.40% | 0.44% | 0.57% | 5.91% |
| 2024 | 0.70% | 0.46% | 0.44% | 0.42% | 0.44% | 0.50% | 0.48% | 0.70% | 0.61% | -0.01% | 1.05% | 0.21% | 6.17% |
| 2023 | 0.84% | 0.40% | 0.12% | 0.26% | 1.72% | 0.35% | 3.75% |
Benchmark Metrics
Innovator Premium Income 30 Barrier ETF - July has an annualized alpha of 3.15%, beta of 0.15, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since July 03, 2023.
- This ETF captured 13.58% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.70%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 3.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.15 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
- 3.15%
- Beta
- 0.15
- R²
- 0.55
- Upside Capture
- 13.58%
- Downside Capture
- -12.70%
Expense Ratio
JULJ has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JULJ ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Premium Income 30 Barrier ETF - July (JULJ) 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.
| JULJ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.37 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 9.14 | 2.78 | +6.36 |
| Martin ratioReturn relative to average drawdown | 47.48 | 12.44 | +35.04 |
Dividends
Dividend History
Innovator Premium Income 30 Barrier ETF - July provided a 5.66% dividend yield over the last twelve months, with an annual payout of $1.42 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.42 | $1.43 | $1.49 | $0.80 |
Dividend yield | 5.66% | 5.76% | 5.96% | 3.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Premium Income 30 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 | $0.33 | $0.00 | $0.00 | $0.00 | $0.33 | ||||||
| 2025 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.42 | $1.43 |
| 2024 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.34 | $1.49 |
| 2023 | $0.40 | $0.00 | $0.00 | $0.40 | $0.80 |
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 30 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 30 Barrier ETF - July was 3.62%, occurring on Apr 8, 2025. Recovery took 11 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -3.62%Apr 2025 | 11d | 16d | 27dMar 2025 - Apr 2025 |
2024 pullback2024 | -1.90%Aug 2024 | 4d | 8d | 12dAug 2024 - Aug 2024 |
2023 pullback2023 | -0.80%Oct 2023 | 2d | 13d | 15dOct 2023 - Nov 2023 |
2023 pullback2023 | -0.72%Oct 2023 | 18d | 14d | 1mo 2dSep 2023 - Oct 2023 |
2024 pullback2024 | -0.68%Sep 2024 | 3d | 6d | 9dSep 2024 - Sep 2024 |
Drawdown Indicators
| JULJ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.62% | -56.78% | +53.16% |
Max Drawdown (1Y)Largest decline over 1 year | -0.61% | -9.10% | +8.49% |
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 | -0.10% | -10.71% | +10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.03% | -1.91% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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