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Innovator Premium Income 15 Buffer ETF - July (LJU...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Innovator Premium Income 15 Buffer ETF - July (LJUL)

ETF · Currency in USD · Last updated Apr 4, 2026

LJUL is an actively managed ETF by Innovator. LJUL launched on Jun 28, 2024 and has a 0.79% expense ratio.

ETF Info

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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Innovator Premium Income 15 Buffer ETF - July

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Premium Income 15 Buffer ETF - July, 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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S&P 500 Index

Returns By Period

Innovator Premium Income 15 Buffer ETF - July (LJUL) has returned 0.83% so far this year and 6.21% over the past 12 months.

Innovator Premium Income 15 Buffer ETF - July

1D
0.03%
1M
0.23%
YTD
0.83%
6M
2.16%
1Y
6.21%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
0.11%
1M
-4.18%
YTD
-3.84%
6M
-1.98%
1Y
21.98%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 2024, LJUL's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, your investment would double in approximately 12.9 years.

Historically, 100% of months were positive and 0% were negative. The best month was Nov 2024 with a return of +0.9%, while the worst month was Oct 2024 at 0.1%. The longest winning streak lasted 22 consecutive months, and the longest losing streak was 0 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 Apr 4, 2025 at -1.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.29%0.26%0.16%0.11%0.83%
20250.53%0.27%0.21%0.45%0.67%0.28%0.55%0.78%0.66%0.34%0.47%0.56%5.91%
20240.67%0.69%0.67%0.09%0.91%0.21%3.27%

Benchmark Metrics

Innovator Premium Income 15 Buffer ETF - July has an annualized alpha of 3.76%, beta of 0.16, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 02, 2024.

  • This ETF captured 18.42% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.41%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 3.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.16 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
3.76%
Beta
0.16
R²
0.68
Upside Capture
18.42%
Downside Capture
-14.41%

Expense Ratio

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

Return for Risk

Risk / Return Rank

LJUL ranks 80 for risk / return — in the top 80% 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.

LJUL Risk / Return Rank: 8080
Overall Rank
LJUL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LJUL Sortino Ratio Rank: 8383
Sortino Ratio Rank
LJUL Omega Ratio Rank: 9595
Omega Ratio Rank
LJUL Calmar Ratio Rank: 5555
Calmar Ratio Rank
LJUL Martin Ratio Rank: 9494
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 Premium Income 15 Buffer ETF - July (LJUL) and compare them to a chosen benchmark (S&P 500 Index).

LJULBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.88

+0.53

Sortino ratio

Return per unit of downside risk

2.29

1.37

+0.92

Omega ratio

Gain probability vs. loss probability

1.49

1.21

+0.29

Calmar ratio

Return relative to maximum drawdown

1.77

1.39

+0.38

Martin ratio

Return relative to average drawdown

16.27

6.43

+9.83

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 LJUL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

LJUL Sortino RatioLJUL Sharpe Ratio

Dividends

Dividend History

Innovator Premium Income 15 Buffer ETF - July provided a 5.29% dividend yield over the last twelve months, with an annual payout of $1.26 per share.

3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.26$1.28$0.66

Dividend yield

5.29%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.00$0.31
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 3.21%, occurring on Apr 8, 2025. Recovery took 11 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.21%Mar 26, 202510Apr 8, 202511Apr 24, 202521
-1.71%Jul 17, 202414Aug 5, 20247Aug 14, 202421
-0.53%Sep 3, 20244Sep 6, 20243Sep 11, 20247
-0.52%Nov 13, 20256Nov 20, 20253Nov 25, 20259
-0.46%Dec 17, 20242Dec 18, 20244Dec 24, 20246

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Portfolio Analyzer

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