- Issuer
- Innovator
- Inception Date
- Jun 30, 2020
- Region
- North America (U.S.)
- Category
- Nasdaq-100, Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco QQQ Trust
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $252M
Highlights
- Avg. Volume (1M)
- 52K
- Avg. Volume Value (1M)
- $4.00M
Share Price Chart
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Performance
NJUL Performance Chart
Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) is up 1.1% since the beginning of the year. NJUL is currently trading at $73 per share. Investors who bought $1,000 worth of NJUL shares 5 years ago would now be looking at an investment worth $1,581.
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Returns By Period
Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) has returned 1.14% so far this year and 6.40% over the past 12 months.
Innovator Nasdaq-100 Power Buffer ETF - July
- 1D
- -1.06%
- 1M
- -5.08%
- 6M
- -0.25%
- YTD
- 1.14%
- 1Y
- 6.40%
- 3Y*
- 12.07%
- 5Y*
- 9.59%
- 10Y*
- —
- ALL TIME*
- 10.09%
Benchmark (S&P 500 Index)
- 1D
- -1.52%
- 1M
- -1.67%
- 6M
- 4.85%
- YTD
- 6.88%
- 1Y
- 14.84%
- 3Y*
- 16.88%
- 5Y*
- 10.73%
- 10Y*
- 12.90%
- ALL TIME*
- 8.04%
NJUL Monthly Returns History
Based on dividend-adjusted daily data since Jul 1, 2020, NJUL's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2023 with a return of +6.6%, while the worst month was Apr 2022 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, NJUL closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Jun 13, 2022 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.70% | -0.19% | -2.16% | 6.34% | 1.45% | 0.51% | -5.14% | 1.14% | |||||
| 2025 | 1.42% | -1.27% | -4.51% | 0.67% | 6.17% | 6.08% | 1.30% | 0.73% | 2.39% | 1.48% | -0.04% | 0.69% | 15.67% |
| 2024 | 1.24% | 2.38% | 0.93% | -0.92% | 3.19% | 0.89% | -0.46% | 1.22% | 1.52% | -0.26% | 3.06% | 0.41% | 13.93% |
| 2023 | 6.57% | -0.02% | 5.69% | 1.25% | 3.89% | 1.71% | 1.95% | -0.40% | -2.40% | -0.79% | 6.04% | 3.10% | 29.52% |
| 2022 | -2.48% | -1.65% | 2.40% | -6.42% | 0.90% | -3.81% | 5.72% | -2.07% | -5.54% | 2.62% | 3.74% | -4.91% | -11.67% |
| 2021 | -0.53% | 0.84% | 1.44% | 0.95% | 0.21% | 0.31% | 0.76% | 1.75% | -1.92% | 2.93% | -0.06% | 0.99% | 7.86% |
Benchmark Metrics
Innovator Nasdaq-100 Power Buffer ETF - July has an annualized alpha of 0.94%, beta of 0.60, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 01, 2020.
- This ETF participated in 55.06% of S&P 500 Index downside but only 52.39% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.60 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
- 0.94%
- Beta
- 0.60
- R²
- 0.82
- Upside Capture
- 52.39%
- Downside Capture
- 55.06%
Expense Ratio
NJUL has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
NJUL ranks 36 for risk / return — above 36% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) 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.
| NJUL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.64 | -0.39 |
| Martin ratioReturn relative to average drawdown | 5.45 | 6.95 | -1.50 |
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 Nasdaq-100 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 Nasdaq-100 Power Buffer ETF - July was 14.37%, occurring on Oct 14, 2022. Recovery took 133 trading sessions.
The current Innovator Nasdaq-100 Power Buffer ETF - July drawdown is 5.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.37%Oct 2022 | 9mo 13d | 6mo 15d | 1y 3moJan 2022 - Apr 2023 | Bear market2022 |
-13.58%Apr 2025 | 1mo 17d | 1mo 26d | 3mo 13dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-6.67%Aug 2024 | 25d | 1mo 22d | 2mo 17dJul 2024 - Sep 2024 | — |
-5.17%Oct 2023 | 3mo 9d | 15d | 3mo 24dJul 2023 - Nov 2023 | — |
-5.14%Jul 2026 | 28d | — | 29dJul 2026 - now | — |
Drawdown Indicators
| NJUL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.37% | -56.78% | +42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -5.14% | -9.10% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -18.90% | +5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -25.43% | +11.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.14% | -3.86% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -10.70% | +8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.14% | -0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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