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Issuer
Innovator
Inception Date
Aug 19, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$3M

Share Price Chart


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Performance

QHDG Performance Chart

Innovator Hedged Nasdaq-100 ETF (QHDG) is up 1.1% since the beginning of the year. QHDG is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

Innovator Hedged Nasdaq-100 ETF (QHDG) has returned 1.06% so far this year and 11.96% over the past 12 months.


Innovator Hedged Nasdaq-100 ETF

1D
0.00%
1M
0.89%
YTD
1.06%
6M
0.45%
1Y
11.96%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHDG Monthly Returns History

Based on dividend-adjusted daily data since Aug 20, 2024, QHDG's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +5.4%, while the worst month was Mar 2025 at -5.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, QHDG closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.06%-1.39%-4.77%5.42%0.97%0.03%1.06%
20251.67%-1.60%-4.99%1.34%4.84%1.37%2.10%0.95%3.83%2.69%-0.16%-0.19%12.13%
2024-0.54%2.10%0.05%3.89%0.76%6.35%

Benchmark Metrics

Innovator Hedged Nasdaq-100 ETF has an annualized alpha of -1.76%, beta of 0.70, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since August 21, 2024.

  • This ETF participated in 65.17% of S&P 500 Index downside but only 56.57% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.70 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
-1.76%
Beta
0.70
0.86
Upside Capture
56.57%
Downside Capture
65.17%

Expense Ratio

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


Return for Risk

Risk / Return Rank

QHDG ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


QHDG Risk / Return Rank: 3636
Overall Rank
QHDG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QHDG Sortino Ratio Rank: 3434
Sortino Ratio Rank
QHDG Omega Ratio Rank: 4040
Omega Ratio Rank
QHDG Calmar Ratio Rank: 3434
Calmar Ratio Rank
QHDG Martin Ratio Rank: 3737
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 Hedged Nasdaq-100 ETF (QHDG) and compare them to S&P 500 Index.


QHDGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.39

-1.02

Sortino ratio

Return per unit of downside risk

1.86

3.25

-1.40

Omega ratio

Gain probability vs. loss probability

1.27

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

1.72

3.11

-1.40

Martin ratio

Return relative to average drawdown

5.86

14.38

-8.52

Dividends

Dividend History

Innovator Hedged Nasdaq-100 ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.01%0.02%0.02%$0.00$0.00$0.00$0.00$0.00$0.0120242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator Hedged Nasdaq-100 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$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
2024$0.01$0.01

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 Hedged Nasdaq-100 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 Hedged Nasdaq-100 ETF was 15.29%, occurring on Apr 8, 2025. Recovery took 70 trading sessions.

The current Innovator Hedged Nasdaq-100 ETF drawdown is 0.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-15.29%Apr 2025
1mo 17d3mo 14d
5mo 1dFeb 2025 - Jul 2025
2026 pullback2026
-7.00%Mar 2026
2mo 1d
4mo 5dJan 2026 - now
2024 pullback2024
-4.38%Sep 2024
15d13d
28dAug 2024 - Sep 2024
2025 pullback2025
-4.10%Nov 2025
21d13d
1mo 4dOct 2025 - Dec 2025
2025 pullback2025
-3.57%Dec 2025
6d7d
13dDec 2025 - Dec 2025

Drawdown Indicators


QHDGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.29%

-56.78%

+41.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-9.10%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.97%

0.00%

-0.97%

Average Drawdown

Average peak-to-trough decline

-2.15%

-10.72%

+8.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.97%

+0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QHDG

Add Innovator Hedged Nasdaq-100 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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