- Issuer
- Innovator
- Inception Date
- Jun 28, 2024
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
LJUL Performance Chart
Innovator Premium Income 15 Buffer ETF - July (LJUL) is up 2.0% since the beginning of the year. LJUL is currently trading at $24 per share.
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Returns By Period
Innovator Premium Income 15 Buffer ETF - July (LJUL) has returned 2.02% so far this year and 5.58% over the past 12 months.
Innovator Premium Income 15 Buffer ETF - July
- 1D
- 0.04%
- 1M
- 0.27%
- YTD
- 2.02%
- 6M
- 2.09%
- 1Y
- 5.58%
- 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%
LJUL Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2024, LJUL's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.
Historically, 96% of months were positive and 4% were negative. The best month was Nov 2024 with a return of +0.9%, while the worst month was Jul 2024 at -3.4%. The longest winning streak lasted 23 consecutive months, and the longest losing streak was 1 months.
On a daily basis, LJUL closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +2.7%, while the worst single day was Jul 1, 2024 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.29% | 0.26% | 0.16% | 0.73% | 0.37% | 0.19% | 2.02% | ||||||
| 2025 | 0.53% | 0.27% | 0.21% | 0.45% | 0.67% | 0.28% | 0.55% | 0.78% | 0.66% | 0.34% | 0.47% | 0.56% | 5.91% |
| 2024 | -3.36% | 0.69% | 0.67% | 0.09% | 0.91% | 0.21% | -0.86% |
Benchmark Metrics
Innovator Premium Income 15 Buffer ETF - July has an annualized alpha of 0.96%, beta of 0.15, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since July 01, 2024.
- This ETF captured 7.31% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.39%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.15 may look defensive, but with R2 of 0.35 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.96%
- Beta
- 0.15
- R²
- 0.35
- Upside Capture
- 7.31%
- Downside Capture
- -14.39%
Expense Ratio
LJUL has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LJUL ranks 97 for risk / return — in the top 97% 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 15 Buffer ETF - July (LJUL) 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.
| LJUL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.37 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 10.68 | 2.78 | +7.90 |
| Martin ratioReturn relative to average drawdown | 53.94 | 12.44 | +41.50 |
Dividends
Dividend History
Innovator Premium Income 15 Buffer ETF - July provided a 5.22% dividend yield over the last twelve months, with an annual payout of $1.25 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.25 | $1.28 | $0.66 |
Dividend yield | 5.22% | 5.36% | 2.78% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Premium Income 15 Buffer 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 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.00 | $0.52 | ||||||
| 2025 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $1.28 |
| 2024 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.66 |
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 15 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 Premium Income 15 Buffer ETF - July was 4.85%, occurring on Aug 5, 2024. Recovery took 134 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 pullback2024 | -4.85%Aug 2024 | 1mo 5d | 6mo 17d | 7mo 22dJul 2024 - Feb 2025 |
2025 selloff2025 | -3.21%Apr 2025 | 13d | 16d | 29dMar 2025 - Apr 2025 |
2025 pullback2025 | -0.52%Nov 2025 | 7d | 5d | 12dNov 2025 - Nov 2025 |
2025 selloff2025 | -0.42%Mar 2025 | 20d | 8d | 28dFeb 2025 - Mar 2025 |
2026 pullback2026 | -0.42%Mar 2026 | 9d | 4d | 13dMar 2026 - Mar 2026 |
Drawdown Indicators
| LJUL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.85% | -56.78% | +51.93% |
Max Drawdown (1Y)Largest decline over 1 year | -0.52% | -9.10% | +8.58% |
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 | -0.69% | -10.71% | +10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 2.03% | -1.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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