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Innovator U.S. Small Cap 10 Buffer ETF - Quarterly...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US45783Y2283
Issuer
Innovator
Inception Date
Jun 28, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Small-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. Small Cap 10 Buffer ETF - Quarterly, 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. Small Cap 10 Buffer ETF - Quarterly (RBUF) has returned 1.27% so far this year and 15.67% over the past 12 months.


Innovator U.S. Small Cap 10 Buffer ETF - Quarterly

1D
0.34%
1M
-1.47%
YTD
1.27%
6M
2.08%
1Y
15.67%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-4.18%
YTD
-3.84%
6M
-1.98%
1Y
21.98%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 1, 2024, RBUF's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2024 with a return of +4.0%, while the worst month was Dec 2024 at -3.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, RBUF closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 3, 2025 at -2.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.96%0.68%-1.78%0.44%1.27%
20250.95%-1.47%0.01%-0.39%2.72%2.64%0.95%2.57%1.23%0.97%0.91%-0.61%10.88%
20242.72%0.62%0.97%-0.07%3.98%-3.57%4.55%

Benchmark Metrics

Innovator U.S. Small Cap 10 Buffer ETF - Quarterly has an annualized alpha of 4.08%, beta of 0.47, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since July 02, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.88%) than losses (44.36%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.47 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
4.08%
Beta
0.47
0.77
Upside Capture
60.88%
Downside Capture
44.36%

Expense Ratio

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


Return for Risk

Risk / Return Rank

RBUF ranks 67 for risk / return — better than 67% 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.


RBUF Risk / Return Rank: 6767
Overall Rank
RBUF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RBUF Sortino Ratio Rank: 6868
Sortino Ratio Rank
RBUF Omega Ratio Rank: 7272
Omega Ratio Rank
RBUF Calmar Ratio Rank: 5252
Calmar Ratio Rank
RBUF Martin Ratio Rank: 7676
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. Small Cap 10 Buffer ETF - Quarterly (RBUF) and compare them to a chosen benchmark (S&P 500 Index).


RBUFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.88

+0.34

Sortino ratio

Return per unit of downside risk

1.81

1.37

+0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.67

1.39

+0.28

Martin ratio

Return relative to average drawdown

10.06

6.43

+3.63

Explore RBUF 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. Small Cap 10 Buffer ETF - Quarterly 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. Small Cap 10 Buffer ETF - Quarterly. 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. Small Cap 10 Buffer ETF - Quarterly was 11.36%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current Innovator U.S. Small Cap 10 Buffer ETF - Quarterly drawdown is 1.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.36%Dec 12, 202479Apr 8, 202554Jun 26, 2025133
-3.13%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-3.09%Oct 28, 202518Nov 20, 20254Nov 26, 202522
-2.78%Feb 26, 202623Mar 30, 2026
-2.42%Dec 23, 20256Dec 31, 202528Feb 11, 202634

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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