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Innovator Equity Defined Protection ETF – 2 Yr to ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US45783Y5419

Issuer

Innovator

Inception Date

Jul 17, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


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


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Returns By Period

Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) returned 1.65% year-to-date (YTD) and 7.25% over the past 12 months.


TJUL

YTD

1.65%

1M

1.68%

6M

2.16%

1Y

7.25%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.94%0.23%-0.12%-0.07%0.67%1.65%
20240.53%1.09%0.85%-1.01%1.75%1.06%0.79%1.12%0.53%-0.11%1.20%0.11%8.18%
20230.12%-0.28%-1.81%-0.66%3.71%2.03%3.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, TJUL is among the top 9% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TJUL is 9191
Overall Rank
The Sharpe Ratio Rank of TJUL is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TJUL is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TJUL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of TJUL is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TJUL is 9494
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 Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Innovator Equity Defined Protection ETF – 2 Yr to July 2025 Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 1.30
  • All Time: 1.46

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Innovator Equity Defined Protection ETF – 2 Yr to July 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Innovator Equity Defined Protection ETF – 2 Yr to July 2025 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 Equity Defined Protection ETF – 2 Yr to July 2025. 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 Defined Protection ETF – 2 Yr to July 2025 was 4.61%, occurring on Apr 8, 2025. Recovery took 21 trading sessions.

The current Innovator Equity Defined Protection ETF – 2 Yr to July 2025 drawdown is 0.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.61%Feb 20, 202534Apr 8, 202521May 8, 202555
-3.09%Jul 21, 202370Oct 27, 202313Nov 15, 202383
-1.59%Jul 17, 202414Aug 5, 20246Aug 13, 202420
-1.28%Apr 1, 202415Apr 19, 202414May 9, 202429
-0.84%Sep 3, 20244Sep 6, 20244Sep 12, 20248

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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