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Innovator Loup Frontier Tech ETF (LOUP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C8626

CUSIP

45782C862

Issuer

Innovator

Inception Date

Jul 25, 2018

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Loup Frontier Tech Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

LOUP features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for LOUP: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
LOUP vs. FFTY LOUP vs. VOO LOUP vs. BOTZ LOUP vs. VGT LOUP vs. QQQJ LOUP vs. ICLN LOUP vs. IRBO LOUP vs. QQQ LOUP vs. XLK LOUP vs. AIQ
Popular comparisons:
LOUP vs. FFTY LOUP vs. VOO LOUP vs. BOTZ LOUP vs. VGT LOUP vs. QQQJ LOUP vs. ICLN LOUP vs. IRBO LOUP vs. QQQ LOUP vs. XLK LOUP vs. AIQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator Loup Frontier Tech ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.17%
6.74%
LOUP (Innovator Loup Frontier Tech ETF)
Benchmark (^GSPC)

Returns By Period

Innovator Loup Frontier Tech ETF had a return of 4.95% year-to-date (YTD) and 36.26% in the last 12 months.


LOUP

YTD

4.95%

1M

-2.89%

6M

14.16%

1Y

36.26%

5Y*

15.56%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.03%

1M

-2.37%

6M

6.74%

1Y

26.74%

5Y*

12.96%

10Y*

11.51%

*Annualized

Monthly Returns

The table below presents the monthly returns of LOUP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.47%10.60%1.08%-8.03%3.62%4.59%-6.15%3.41%3.06%4.01%11.35%-3.23%21.80%
202317.87%0.33%3.58%-6.29%11.86%6.37%3.40%-7.40%-6.19%-5.41%19.96%8.70%51.32%
2022-12.71%1.23%-3.01%-18.80%-6.21%-15.20%10.34%-5.46%-13.25%8.89%9.38%-9.48%-46.00%
20219.68%6.61%-7.21%-0.76%-1.98%5.40%-7.65%2.95%-2.88%9.59%-2.85%-1.67%7.54%
20203.76%-6.37%-13.76%17.24%9.37%7.36%4.18%8.88%-0.66%7.59%22.18%9.02%86.25%
201913.70%5.72%-1.44%6.35%-14.54%10.20%0.80%-8.20%2.10%3.92%5.87%6.83%31.76%
20180.16%5.60%-1.38%-13.38%0.09%-11.23%-19.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOUP is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LOUP is 5858
Overall Rank
The Sharpe Ratio Rank of LOUP is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 6161
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 6060
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 4747
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Innovator Loup Frontier Tech ETF (LOUP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LOUP, currently valued at 1.37, compared to the broader market0.002.004.001.372.08
The chart of Sortino ratio for LOUP, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.001.912.78
The chart of Omega ratio for LOUP, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.38
The chart of Calmar ratio for LOUP, currently valued at 0.96, compared to the broader market0.005.0010.0015.000.963.10
The chart of Martin ratio for LOUP, currently valued at 6.26, compared to the broader market0.0020.0040.0060.0080.00100.006.2613.27
LOUP
^GSPC

The current Innovator Loup Frontier Tech ETF Sharpe ratio is 1.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Innovator Loup Frontier Tech ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.37
2.08
LOUP (Innovator Loup Frontier Tech ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator Loup Frontier Tech ETF doesn't pay dividends

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.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.43%
-2.43%
LOUP (Innovator Loup Frontier Tech ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Loup Frontier Tech ETF. 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 Loup Frontier Tech ETF was 58.68%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Innovator Loup Frontier Tech ETF drawdown is 11.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.68%Feb 16, 2021421Oct 14, 2022
-41.54%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-28.7%Sep 4, 201878Dec 24, 2018251Dec 23, 2019329
-10.15%Sep 3, 20203Sep 8, 202019Oct 5, 202022
-6.84%Jun 11, 20201Jun 11, 202016Jul 6, 202017

Volatility

Volatility Chart

The current Innovator Loup Frontier Tech ETF volatility is 10.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.07%
4.36%
LOUP (Innovator Loup Frontier Tech ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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