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Innovator U.S. Equity Power Buffer ETF - December ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Nov 29, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Power Buffer ETF - December, 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 U.S. Equity Power Buffer ETF - December (PDEC) has returned -2.03% so far this year and 13.03% over the past 12 months.


Innovator U.S. Equity Power Buffer ETF - December

1D
1.82%
1M
-2.52%
YTD
-2.03%
6M
1.14%
1Y
13.03%
3Y*
10.56%
5Y*
7.39%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 2, 2019, PDEC's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +8.4%, while the worst month was Mar 2020 at -6.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PDEC closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +5.6%, while the worst single day was Mar 12, 2020 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.69%-0.18%-2.52%-2.03%
20251.64%-0.72%-3.02%-0.40%3.55%3.17%1.42%1.33%2.19%1.26%1.41%0.53%12.91%
20241.03%2.03%1.15%-1.00%2.36%1.15%0.59%0.93%0.60%0.65%0.70%-1.06%9.46%
20233.95%-1.35%2.61%0.76%0.25%4.75%2.25%-0.97%-3.98%-2.38%8.42%2.48%17.43%
2022-2.20%-1.64%2.16%-5.01%0.64%-3.66%4.47%-1.22%-4.03%5.23%2.77%-2.95%-5.95%
2021-1.06%1.53%2.16%1.48%0.50%0.51%0.28%0.69%-0.17%0.82%0.16%2.35%9.59%

Benchmark Metrics

Innovator U.S. Equity Power Buffer ETF - December has an annualized alpha of 1.21%, beta of 0.51, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 03, 2019.

  • This ETF participated in 50.81% of S&P 500 Index downside but only 46.49% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.51 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
1.21%
Beta
0.51
0.88
Upside Capture
46.49%
Downside Capture
50.81%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PDEC ranks 75 for risk / return — better than 75% 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.


PDEC Risk / Return Rank: 7575
Overall Rank
PDEC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PDEC Sortino Ratio Rank: 7373
Sortino Ratio Rank
PDEC Omega Ratio Rank: 7575
Omega Ratio Rank
PDEC Calmar Ratio Rank: 7272
Calmar Ratio Rank
PDEC Martin Ratio Rank: 8484
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 U.S. Equity Power Buffer ETF - December (PDEC) and compare them to a chosen benchmark (S&P 500 Index).


PDECBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.90

+0.36

Sortino ratio

Return per unit of downside risk

1.90

1.39

+0.51

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.92

1.40

+0.52

Martin ratio

Return relative to average drawdown

10.01

6.61

+3.40

Explore PDEC risk-adjusted metrics in detail

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

Dividends

Dividend History


Innovator U.S. Equity Power Buffer ETF - December 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Power Buffer ETF - December. 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. Equity Power Buffer ETF - December was 19.31%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Innovator U.S. Equity Power Buffer ETF - December drawdown is 3.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.31%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-11.53%Jan 4, 2022114Jun 16, 2022231May 18, 2023345
-10.77%Feb 20, 202534Apr 8, 202552Jun 24, 202586
-7.9%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-4.78%Feb 26, 202623Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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