- Issuer
- Innovator
- Inception Date
- Jun 30, 2020
- Region
- Global (Broad)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares Russell 2000 ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $214M
Highlights
- Avg. Volume (1M)
- 150K
- Avg. Volume Value (1M)
- $5.07M
Share Price Chart
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Performance
KJUL Performance Chart
Innovator Russell 2000 Power Buffer ETF - July (KJUL) is up 5.9% since the beginning of the year. KJUL is currently trading at $34 per share. Investors who bought $1,000 worth of KJUL shares 5 years ago would now be looking at an investment worth $1,286.
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Returns By Period
Innovator Russell 2000 Power Buffer ETF - July (KJUL) has returned 5.90% so far this year and 14.97% over the past 12 months.
Innovator Russell 2000 Power Buffer ETF - July
- 1D
- -0.30%
- 1M
- -0.80%
- 6M
- 3.94%
- YTD
- 5.90%
- 1Y
- 14.97%
- 3Y*
- 8.31%
- 5Y*
- 5.16%
- 10Y*
- —
- ALL TIME*
- 6.20%
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%
KJUL Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2020, KJUL's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Jun 2023 with a return of +6.8%, while the worst month was Jun 2022 at -6.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, KJUL closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Jun 16, 2022 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.89% | 0.51% | -1.34% | 4.25% | 1.05% | 0.68% | -1.18% | 5.90% | |||||
| 2025 | 1.85% | -2.94% | -3.90% | -1.40% | 2.16% | 3.64% | 0.79% | 3.64% | 1.53% | 0.77% | 0.85% | 0.75% | 7.70% |
| 2024 | -2.11% | 3.46% | 2.37% | -4.45% | 3.91% | -0.86% | 4.41% | 0.32% | 0.62% | -0.75% | 4.90% | -2.94% | 8.69% |
| 2023 | 5.99% | -0.48% | -3.09% | -1.76% | -1.13% | 6.80% | 2.94% | -2.06% | -3.40% | -3.72% | 5.44% | 6.62% | 11.78% |
| 2022 | -4.62% | 0.95% | 0.94% | -4.45% | 1.55% | -6.38% | 4.96% | -0.98% | -4.92% | 5.91% | 1.90% | -2.75% | -8.44% |
| 2021 | 0.76% | 1.04% | 0.61% | 0.13% | 0.23% | 0.26% | -1.87% | 1.16% | -1.15% | 2.12% | -2.12% | 1.40% | 2.51% |
Benchmark Metrics
Innovator Russell 2000 Power Buffer ETF - July has an annualized alpha of -2.10%, beta of 0.55, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since July 01, 2020.
- This ETF participated in 61.89% of S&P 500 Index downside but only 43.45% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.10% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.55 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
- -2.10%
- Beta
- 0.55
- R²
- 0.64
- Upside Capture
- 43.45%
- Downside Capture
- 61.89%
Expense Ratio
KJUL has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KJUL ranks 88 for risk / return — above 88% 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 Russell 2000 Power Buffer ETF - July (KJUL) 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.
| KJUL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 2.00 | +2.13 |
| Martin ratioReturn relative to average drawdown | 16.17 | 8.49 | +7.68 |
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 Russell 2000 Power Buffer 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 Russell 2000 Power Buffer ETF - July was 16.69%, occurring on Jun 16, 2022. Recovery took 383 trading sessions.
The current Innovator Russell 2000 Power Buffer ETF - July drawdown is 1.18%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.69%Jun 2022 | 7mo 10d | 1y 6mo | 2y 1moNov 2021 - Dec 2023 | Bear market2022 |
-14.45%Apr 2025 | 4mo 6d | 4mo 16d | 8mo 22dDec 2024 - Aug 2025 | 2025 selloff2025 |
-5.31%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 | — |
-5.20%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 | — |
-4.22%Jun 2024 | 29d | 28d | 1mo 27dMay 2024 - Jul 2024 | — |
Drawdown Indicators
| KJUL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.69% | -56.78% | +40.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.42% | -9.10% | +5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -18.90% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -25.43% | +8.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.58% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -10.70% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.14% | -1.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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