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Issuer
Innovator
Inception Date
Sep 30, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$26M

Share Price Chart


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Performance

XTOC Performance Chart

Innovator U.S. Equity Accelerated Plus ETF - October (XTOC) is up 7.5% since the beginning of the year. XTOC is currently trading at $36 per share.


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S&P 500 Index

Returns By Period

Innovator U.S. Equity Accelerated Plus ETF - October (XTOC) has returned 7.52% so far this year and 19.19% over the past 12 months.


Innovator U.S. Equity Accelerated Plus ETF - October

1D
0.01%
1M
2.45%
YTD
7.52%
6M
8.61%
1Y
19.19%
3Y*
14.79%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XTOC Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2021, XTOC's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jul 2022 with a return of +11.0%, while the worst month was Jun 2022 at -10.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XTOC closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Apr 4, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.01%-0.24%-4.01%8.21%2.68%0.04%7.52%
20252.16%-0.58%-4.45%-1.02%6.62%4.04%1.67%1.56%0.84%1.16%0.50%0.95%13.87%
20241.34%1.87%0.91%-0.23%1.63%0.62%0.56%0.61%0.42%-0.44%4.04%-1.25%10.47%
20235.93%-0.78%2.47%1.56%1.42%2.61%0.77%0.64%0.53%-1.47%7.07%2.45%25.42%
2022-2.88%-2.01%3.59%-7.95%-0.03%-10.43%11.01%-5.57%-9.82%5.27%4.16%-2.46%-17.85%
20213.98%-1.21%3.38%6.18%

Benchmark Metrics

Innovator U.S. Equity Accelerated Plus ETF - October has an annualized alpha of -1.31%, beta of 0.81, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 04, 2021.

  • This ETF participated in 74.37% of S&P 500 Index downside but only 64.95% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.31%
Beta
0.81
0.85
Upside Capture
64.95%
Downside Capture
74.37%

Expense Ratio

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


Return for Risk

Risk / Return Rank

XTOC ranks 64 for risk / return — better than 64% 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.


XTOC Risk / Return Rank: 6464
Overall Rank
XTOC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
XTOC Sortino Ratio Rank: 6262
Sortino Ratio Rank
XTOC Omega Ratio Rank: 7272
Omega Ratio Rank
XTOC Calmar Ratio Rank: 5151
Calmar Ratio Rank
XTOC Martin Ratio Rank: 7272
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 Accelerated Plus ETF - October (XTOC) and compare them to S&P 500 Index.


XTOCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.10

2.39

-0.29

Sortino ratio

Return per unit of downside risk

2.99

3.25

-0.26

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

2.60

3.11

-0.51

Martin ratio

Return relative to average drawdown

13.94

14.38

-0.45

Dividends

Dividend History


Innovator U.S. Equity Accelerated Plus ETF - October 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. Equity Accelerated Plus ETF - October. 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 Plus ETF - October was 24.09%, occurring on Oct 14, 2022. Recovery took 278 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.09%Oct 2022
9mo 12d1y 1mo
1y 10moJan 2022 - Nov 2023
2025 selloff2025
-18.02%Apr 2025
1mo 17d1mo 29d
3mo 16dFeb 2025 - Jun 2025
2026 pullback2026
-7.41%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026
2025 pullback2025
-3.94%Nov 2025
23d14d
1mo 7dOct 2025 - Dec 2025
2021 pullback2021
-3.08%Dec 2021
14d20d
1mo 4dNov 2021 - Dec 2021

Drawdown Indicators


XTOCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.09%

-56.78%

+32.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.41%

-9.10%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-18.90%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.88%

-10.72%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.97%

-0.59%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XTOC

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