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Innovator U.S. Small Cap Power Buffer ETF - February (KFEB) Sharpe Ratio: 2.35

ETF · Currency in USD · Last updated Jun 19, 2026

The Innovator U.S. Small Cap Power Buffer ETF - February seeks to participate in the price return of the iShares Russell 2000 ETF up to a cap while buffering the first 15% of losses over an annual outcome period, using FLEX options and collateral.

KFEB's Sharpe Ratio of 2.35 indicates that for each unit of volatility, it generates 2.35 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 19, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

KFEB Sharpe Ratio Rank

KFEB Sharpe Ratio Rank: 78.478
Above Average

KFEB ranks above 78.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

KFEB Sharpe Ratio Market Positioning

The chart shows KFEB's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.25
  • Green zone (top 25%): 2.25 or higher
  • Top 1%: 7.40+
  • Median: 1.65 — half of all investments score higher

How it compares to other similar ETFs

The table compares Innovator U.S. Small Cap Power Buffer ETF - February's Sharpe Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how KFEB's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 19, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April6.08
MMAXiShares Large Cap Max Buffer Mar ETF5.18
CPSPCalamos S&P 500 Structured Alt Protection ETF - April5.10
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April4.57
PMMYPGIM S&P 500 Max Buffer ETF - May4.42
APXMFT Vest U.S. Equity Max Buffer ETF - April4.37
PAPRInnovator U.S. Equity Power Buffer ETF - April4.31
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April4.30
PQAPPGIM Nasdaq-100 Buffer 12 ETF - April4.27
UAPRInnovator U.S. Equity Ultra Buffer ETF - April4.20
KFEBInnovator U.S. Small Cap Power Buffer ETF - February2.35

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows KFEB's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when KFEB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does KFEB fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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