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Innovator U.S. Equity Accelerated ETF - January (X...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Innovator

Inception Date

Dec 31, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Alternatives

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

XDJA features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for XDJA: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Popular comparisons:
XDJA vs. SPY
Popular comparisons:
XDJA vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator U.S. Equity Accelerated ETF - January, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
3.63%
6.07%
XDJA (Innovator U.S. Equity Accelerated ETF - January)
Benchmark (^GSPC)

Returns By Period


XDJA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.87%3.42%1.71%-1.84%3.69%1.64%0.67%1.29%0.71%0.43%1.39%0.41%16.39%
20237.13%-1.59%2.94%1.93%1.29%4.70%1.45%0.32%-1.93%-1.03%6.49%0.74%24.32%
2022-5.64%-3.46%4.60%-10.22%0.08%-9.24%9.82%-4.31%-9.52%8.03%5.28%-5.76%-20.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, XDJA is among the top 6% 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 XDJA is 9494
Overall Rank
The Sharpe Ratio Rank of XDJA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of XDJA is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XDJA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of XDJA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of XDJA is 9696
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 U.S. Equity Accelerated ETF - January (XDJA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
XDJA
^GSPC

There is not enough data available to calculate the Sharpe ratio for Innovator U.S. Equity Accelerated ETF - January. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio2.002.503.003.50Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
2.68
2.03
XDJA (Innovator U.S. Equity Accelerated ETF - January)
Benchmark (^GSPC)

Dividends

Dividend History


Innovator U.S. Equity Accelerated ETF - January 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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
-0.12%
-2.98%
XDJA (Innovator U.S. Equity Accelerated ETF - January)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator U.S. Equity Accelerated ETF - January. 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 Accelerated ETF - January was 26.28%, occurring on Oct 12, 2022. Recovery took 319 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.28%Jan 4, 2022195Oct 12, 2022319Jan 22, 2024514
-4.75%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-3.27%Apr 1, 202415Apr 19, 202411May 6, 202426
-1.69%Sep 3, 20244Sep 6, 20245Sep 13, 20249
-1.12%Jan 30, 20242Jan 31, 20242Feb 2, 20244

Volatility

Volatility Chart

The current Innovator U.S. Equity Accelerated ETF - January volatility is 0.42%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
0.42%
4.47%
XDJA (Innovator U.S. Equity Accelerated ETF - January)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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