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ISIN
US45782C7305
CUSIP
45782C730
Issuer
Innovator
Inception Date
Jun 3, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$172M

Share Price Chart


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Performance

UJUN Performance Chart

Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) is up 2.7% since the beginning of the year. UJUN is currently trading at $38 per share. Investors who bought $1,000 worth of UJUN shares 5 years ago would now be looking at an investment worth $1,346.


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S&P 500 Index

Returns By Period

Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) has returned 2.66% so far this year and 9.74% over the past 12 months.


Innovator U.S. Equity Ultra Buffer ETF - June

1D
-0.16%
1M
-0.54%
YTD
2.66%
6M
2.81%
1Y
9.74%
3Y*
10.71%
5Y*
6.12%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UJUN Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 2019, UJUN's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +6.2%, while the worst month was Mar 2020 at -5.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, UJUN closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.56%0.27%-1.26%3.25%0.60%-0.72%2.66%
20251.54%-0.26%-3.22%-0.73%5.88%2.27%0.85%1.02%1.10%0.57%0.52%0.84%10.63%
20241.04%1.41%0.70%0.35%0.69%2.13%0.79%1.76%1.24%-0.24%2.71%-0.70%12.49%
20232.71%-1.63%1.84%0.68%0.05%2.95%1.26%-0.30%-1.95%-1.13%5.21%2.09%12.17%
2022-0.94%-0.85%1.72%-4.27%-1.61%-3.88%3.95%-1.66%-4.22%3.30%2.64%-2.92%-8.86%
2021-0.32%0.87%0.88%0.00%0.11%0.72%0.65%0.80%-1.04%1.67%-0.54%1.23%5.09%

Benchmark Metrics

Innovator U.S. Equity Ultra Buffer ETF - June has an annualized alpha of 0.22%, beta of 0.40, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.

  • This ETF participated in 40.47% of S&P 500 Index downside but only 33.75% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 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
0.22%
Beta
0.40
0.83
Upside Capture
33.75%
Downside Capture
40.47%

Expense Ratio

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


Return for Risk

Risk / Return Rank

UJUN ranks 77 for risk / return — better than 77% 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.


UJUN Risk / Return Rank: 7777
Overall Rank
UJUN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UJUN Sortino Ratio Rank: 7575
Sortino Ratio Rank
UJUN Omega Ratio Rank: 8585
Omega Ratio Rank
UJUN Calmar Ratio Rank: 7171
Calmar Ratio Rank
UJUN Martin Ratio Rank: 8888
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. Equity Ultra Buffer ETF - June (UJUN) 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.


UJUNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

3.45

2.78

+0.66

Martin ratioReturn relative to average drawdown

18.38

12.44

+5.94

Dividends

Dividend History

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


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.89%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator U.S. Equity Ultra Buffer ETF - June. 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$0.00$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

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. Equity Ultra Buffer ETF - June. 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 Ultra Buffer ETF - June was 13.73%, occurring on Mar 23, 2020. Recovery took 45 trading sessions.

The current Innovator U.S. Equity Ultra Buffer ETF - June drawdown is 0.93%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-13.73%Mar 2020
1mo 2d2mo 5d
3mo 7dFeb 2020 - May 2020
Bear market2022
-11.96%Oct 2022
6mo 15d1y 1mo
1y 8moMar 2022 - Dec 2023
2025 selloff2025
-11.24%Apr 2025
1mo 17d1mo 7d
2mo 24dFeb 2025 - May 2025
2024 pullback2024
-3.86%Aug 2024
19d14d
1mo 3dJul 2024 - Aug 2024
Bear market2022
-3.74%Mar 2022
2mo 2d21d
2mo 23dJan 2022 - Mar 2022

Drawdown Indicators


UJUNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-56.78%

+43.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-9.10%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-11.24%

-18.90%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

-25.43%

+13.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.93%

-1.80%

+0.87%

Average Drawdown

Average peak-to-trough decline

-2.06%

-10.71%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.03%

-1.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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