- ISIN
- US45783Y6730
- Issuer
- Innovator
- Inception Date
- Nov 8, 2022
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $2B
Highlights
- Avg. Volume (1M)
- 225K
- Avg. Volume Value (1M)
- $8.66M
Share Price Chart
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Performance
SFLR Performance Chart
Innovator Equity Managed Floor ETF (SFLR) is up 5.2% since the beginning of the year. SFLR is currently trading at $39 per share.
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Returns By Period
Innovator Equity Managed Floor ETF (SFLR) has returned 5.24% so far this year and 14.40% over the past 12 months.
Innovator Equity Managed Floor ETF
- 1D
- 1.00%
- 1M
- 0.35%
- 6M
- 4.25%
- YTD
- 5.24%
- 1Y
- 14.40%
- 3Y*
- 14.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.03%
Benchmark (S&P 500 Index)
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
SFLR Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2022, SFLR's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +5.5%, while the worst month was Mar 2025 at -4.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SFLR closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +3.8%, while the worst single day was Apr 3, 2025 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.57% | -0.59% | -3.82% | 4.12% | 5.45% | -0.71% | -0.60% | 1.00% | 5.24% | ||||
| 2025 | 2.21% | -0.96% | -4.94% | 0.38% | 2.95% | 3.60% | 2.41% | 2.09% | 2.74% | 2.28% | -0.38% | 0.47% | 13.29% |
| 2024 | 1.76% | 4.35% | 3.51% | -3.37% | 3.59% | 2.94% | 1.07% | 0.54% | 1.46% | -0.25% | 4.95% | -1.84% | 19.99% |
| 2023 | 4.65% | -1.39% | 3.11% | 1.37% | 1.70% | 4.48% | 3.47% | -1.42% | -3.39% | -1.95% | 5.47% | 3.77% | 21.20% |
| 2022 | 4.72% | -4.10% | 0.42% |
Benchmark Metrics
Innovator Equity Managed Floor ETF has an annualized alpha of 3.28%, beta of 0.62, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since November 09, 2022.
- This ETF participated in 73.76% of S&P 500 Index downside but only 73.03% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 3.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.62 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
- 3.28%
- Beta
- 0.62
- R²
- 0.86
- Upside Capture
- 73.03%
- Downside Capture
- 73.76%
Expense Ratio
SFLR has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SFLR ranks 60 for risk / return — above 60% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Innovator Equity Managed Floor ETF (SFLR) 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.
| SFLR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.41 | -0.28 |
| Martin ratioReturn relative to average drawdown | 7.91 | 10.22 | -2.31 |
Dividends
Dividend History
Innovator Equity Managed Floor ETF provided a 0.28% dividend yield over the last twelve months, with an annual payout of $0.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.11 | $0.12 | $0.14 | $0.32 | $0.01 |
Dividend yield | 0.28% | 0.33% | 0.42% | 1.16% | 0.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Innovator Equity Managed Floor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | ||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.12 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.14 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.17 | $0.32 |
| 2022 | $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 Equity Managed Floor 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 Equity Managed Floor ETF was 12.13%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The current Innovator Equity Managed Floor ETF drawdown is 0.90%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.13%Apr 2025 | 1mo 17d | 3mo 2d | 4mo 19dFeb 2025 - Jul 2025 | 2025 selloff2025 |
-7.44%Oct 2023 | 2mo 26d | 1mo 18d | 4mo 14dAug 2023 - Dec 2023 | — |
-6.79%Mar 2026 | 2mo 16d | 1mo 7d | 3mo 23dJan 2026 - May 2026 | — |
-6.07%Aug 2024 | 21d | 1mo 24d | 2mo 15dJul 2024 - Sep 2024 | — |
-5.40%Dec 2022 | 23d | 1mo 4d | 1mo 27dDec 2022 - Jan 2023 | Bear market2022 |
Drawdown Indicators
| SFLR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.13% | -56.78% | +44.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -9.10% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.13% | -18.90% | +6.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.90% | -0.12% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -10.70% | +8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.14% | -0.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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