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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Small Cap Power Buffer ETF - September, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Innovator U.S. Small Cap Power Buffer ETF - September (KSEP) has returned 1.13% so far this year and 14.69% over the past 12 months.
Innovator U.S. Small Cap Power Buffer ETF - September
- 1D
- 2.01%
- 1M
- -2.00%
- YTD
- 1.13%
- 6M
- 2.94%
- 1Y
- 14.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 3, 2024, KSEP's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +5.1%, while the worst month was Dec 2024 at -3.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KSEP closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 3, 2025 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.80% | 0.38% | -2.00% | 1.13% | |||||||||
| 2025 | 1.80% | -2.90% | -3.18% | -1.16% | 2.61% | 2.53% | 0.43% | 4.82% | 1.78% | 0.71% | 0.91% | 0.15% | 8.54% |
| 2024 | 2.33% | -0.58% | 5.10% | -3.59% | 3.08% |
Benchmark Metrics
Innovator U.S. Small Cap Power Buffer ETF - September has an annualized alpha of 1.27%, beta of 0.61, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 04, 2024.
- This ETF participated in 76.01% of S&P 500 Index downside but only 70.16% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.61 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
- 1.27%
- Beta
- 0.61
- R²
- 0.73
- Upside Capture
- 70.16%
- Downside Capture
- 76.01%
Expense Ratio
KSEP has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KSEP ranks 65 for risk / return — better than 65% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - September (KSEP) and compare them to a chosen benchmark (S&P 500 Index).
| KSEP | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.39 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.40 | +0.36 |
Martin ratioReturn relative to average drawdown | 8.12 | 6.61 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore KSEP risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 U.S. Small Cap Power Buffer ETF - September. 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 - September was 14.92%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Innovator U.S. Small Cap Power Buffer ETF - September drawdown is 2.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.92% | Nov 26, 2024 | 90 | Apr 8, 2025 | 94 | Aug 22, 2025 | 184 |
| -4.75% | Jan 23, 2026 | 46 | Mar 30, 2026 | — | — | — |
| -4.31% | Oct 28, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -2.32% | Nov 12, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -1.83% | Oct 17, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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