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Issuer
Innovator
Inception Date
Nov 29, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

KDEC Performance Chart

Innovator U.S. Small Cap Power Buffer ETF - December (KDEC) is up 9.3% since the beginning of the year. KDEC is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

Innovator U.S. Small Cap Power Buffer ETF - December (KDEC) has returned 9.27% so far this year and 19.43% over the past 12 months.


Innovator U.S. Small Cap Power Buffer ETF - December

1D
0.19%
1M
2.05%
YTD
9.27%
6M
10.09%
1Y
19.43%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KDEC Monthly Returns History

Based on dividend-adjusted daily data since Dec 2, 2024, KDEC's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +6.4%, while the worst month was Dec 2024 at -4.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KDEC closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 3, 2025 at -3.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.69%0.38%-2.40%6.35%2.06%0.05%9.27%
20251.71%-2.75%-3.41%-1.39%3.50%2.76%0.94%3.38%1.57%0.61%-0.69%0.36%6.52%
2024-4.08%-4.08%

Benchmark Metrics

Innovator U.S. Small Cap Power Buffer ETF - December has an annualized alpha of -2.69%, beta of 0.64, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 03, 2024.

  • This ETF participated in 81.50% of S&P 500 Index downside but only 56.41% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.69% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.64 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
-2.69%
Beta
0.64
0.80
Upside Capture
56.41%
Downside Capture
81.50%

Expense Ratio

KDEC has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KDEC ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


KDEC Risk / Return Rank: 6363
Overall Rank
KDEC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
KDEC Sortino Ratio Rank: 6262
Sortino Ratio Rank
KDEC Omega Ratio Rank: 5757
Omega Ratio Rank
KDEC Calmar Ratio Rank: 7272
Calmar Ratio Rank
KDEC Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - December (KDEC) and compare them to S&P 500 Index.


KDECBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.05

2.39

-0.33

Sortino ratio

Return per unit of downside risk

2.99

3.25

-0.26

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

3.62

3.11

+0.51

Martin ratio

Return relative to average drawdown

11.94

14.38

-2.44

Dividends

Dividend History


Innovator U.S. Small Cap Power Buffer ETF - December 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 U.S. Small Cap Power Buffer ETF - December. 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 U.S. Small Cap Power Buffer ETF - December was 16.52%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.52%Apr 2025
4mo 6d4mo 16d
8mo 22dDec 2024 - Aug 2025
2026 pullback2026
-5.38%Mar 2026
2mo 6d14d
2mo 20dJan 2026 - Apr 2026
2025 pullback2025
-4.61%Nov 2025
1mo 5d21d
1mo 26dOct 2025 - Dec 2025
2025 pullback2025
-2.18%Oct 2025
3d4d
7dOct 2025 - Oct 2025
2025 pullback2025
-1.85%Dec 2025
5d20d
25dDec 2025 - Jan 2026

Drawdown Indicators


KDECBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.52%

-56.78%

+40.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-9.10%

+3.72%

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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.06%

-10.72%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.97%

-0.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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