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Innovator U.S. Equity Power Buffer ETF - July (PJU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45782C8139

CUSIP

45782C813

Issuer

Innovator

Inception Date

Aug 8, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P 500 Buffer Protect Index July

Asset Class

Equity

Asset Class Size

Large-Cap

Expense Ratio

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


Expense ratio chart for PJUL: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PJUL: 0.79%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Power 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.


50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
60.29%
93.34%
PJUL (Innovator U.S. Equity Power Buffer ETF - July)
Benchmark (^GSPC)

Returns By Period

Innovator U.S. Equity Power Buffer ETF - July had a return of -3.08% year-to-date (YTD) and 5.92% in the last 12 months.


PJUL

YTD

-3.08%

1M

-1.89%

6M

-1.68%

1Y

5.92%

5Y*

9.47%

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.41%-0.34%-3.41%-0.72%-3.08%
20241.02%2.68%1.17%-0.71%2.31%0.70%0.90%1.68%1.56%-0.62%3.16%-0.80%13.76%
20233.78%-1.31%2.33%1.52%0.28%6.24%1.78%-0.52%-2.74%-1.19%5.56%2.96%19.87%
2022-1.39%-0.73%1.66%-4.01%0.22%-0.46%4.59%-1.92%-5.08%4.65%3.29%-2.38%-2.08%
2021-0.56%1.09%1.45%0.48%0.25%0.22%0.95%0.77%-1.23%2.45%-0.75%1.92%7.20%
2020-0.04%-3.81%-6.96%8.33%1.87%1.29%2.36%2.07%-0.98%-1.28%4.35%0.88%7.51%
20193.62%1.48%0.80%2.02%-3.21%2.77%0.84%-0.90%1.18%0.98%1.46%0.95%12.47%
20181.59%0.67%-3.21%0.58%-4.03%-4.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PJUL is 61, 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 PJUL is 6161
Overall Rank
The Sharpe Ratio Rank of PJUL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PJUL is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PJUL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PJUL is 6363
Calmar Ratio Rank
The Martin Ratio Rank of PJUL is 6464
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 U.S. Equity Power Buffer ETF - July (PJUL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for PJUL, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
PJUL: 0.54
^GSPC: 0.46
The chart of Sortino ratio for PJUL, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
PJUL: 0.82
^GSPC: 0.77
The chart of Omega ratio for PJUL, currently valued at 1.13, compared to the broader market0.501.001.502.00
PJUL: 1.13
^GSPC: 1.11
The chart of Calmar ratio for PJUL, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
PJUL: 0.53
^GSPC: 0.47
The chart of Martin ratio for PJUL, currently valued at 2.31, compared to the broader market0.0020.0040.0060.00
PJUL: 2.31
^GSPC: 1.94

The current Innovator U.S. Equity Power Buffer ETF - July Sharpe ratio is 0.54. 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 U.S. Equity Power Buffer ETF - July 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.46
PJUL (Innovator U.S. Equity Power Buffer ETF - July)
Benchmark (^GSPC)

Dividends

Dividend History

Innovator U.S. Equity Power Buffer ETF - July provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.22

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.82%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Power Buffer ETF - July. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.22$0.00$0.22

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.38%
-10.07%
PJUL (Innovator U.S. Equity Power Buffer ETF - July)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity 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 U.S. Equity Power Buffer ETF - July was 18.17%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Innovator U.S. Equity Power Buffer ETF - July drawdown is 5.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.17%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-10.69%Feb 20, 202534Apr 8, 2025
-9.29%Oct 2, 201858Dec 24, 201871Apr 8, 2019129
-8.27%Aug 17, 202232Sep 30, 202280Jan 26, 2023112
-6.92%Mar 30, 202255Jun 16, 202238Aug 11, 202293

Volatility

Volatility Chart

The current Innovator U.S. Equity Power Buffer ETF - July volatility is 7.95%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
7.95%
14.23%
PJUL (Innovator U.S. Equity Power Buffer ETF - July)
Benchmark (^GSPC)