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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Innovator Equity Defined Protection ETF - 1 Yr February, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Innovator Equity Defined Protection ETF - 1 Yr February (ZFEB) has returned 0.04% so far this year and 7.31% over the past 12 months.
Innovator Equity Defined Protection ETF - 1 Yr February
- 1D
- 0.55%
- 1M
- -0.55%
- YTD
- 0.04%
- 6M
- 1.72%
- 1Y
- 7.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 3, 2025, ZFEB's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, your investment would double in approximately 13.5 years.
Historically, 79% of months were positive and 21% were negative. The best month was Jun 2025 with a return of +1.5%, while the worst month was Mar 2025 at -1.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ZFEB closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +0.9%, while the worst single day was Apr 4, 2025 at -0.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | -0.12% | -0.55% | 0.04% | |||||||||
| 2025 | 0.04% | -1.13% | 0.30% | 1.25% | 1.48% | 0.77% | 0.67% | 0.91% | 0.50% | 0.38% | 0.79% | 6.10% |
Benchmark Metrics
Innovator Equity Defined Protection ETF - 1 Yr February has an annualized alpha of 3.98%, beta of 0.15, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 04, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (26.71%) than losses (5.65%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.15 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
- 3.98%
- Beta
- 0.15
- R²
- 0.78
- Upside Capture
- 26.71%
- Downside Capture
- 5.65%
Expense Ratio
ZFEB has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ZFEB ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr February (ZFEB) and compare them to a chosen benchmark (S&P 500 Index).
| ZFEB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 0.90 | +1.67 |
Sortino ratioReturn per unit of downside risk | 3.77 | 1.39 | +2.39 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.21 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 1.40 | +2.98 |
Martin ratioReturn relative to average drawdown | 20.01 | 6.61 | +13.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ZFEB risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 - 1 Yr February. 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 - 1 Yr February was 3.00%, occurring on Apr 7, 2025. Recovery took 27 trading sessions.
The current Innovator Equity Defined Protection ETF - 1 Yr February drawdown is 0.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3% | Feb 21, 2025 | 32 | Apr 7, 2025 | 27 | May 15, 2025 | 59 |
| -1.35% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -0.8% | Nov 13, 2025 | 6 | Nov 20, 2025 | 4 | Nov 26, 2025 | 10 |
| -0.5% | May 20, 2025 | 4 | May 23, 2025 | 5 | Jun 2, 2025 | 9 |
| -0.45% | Jul 29, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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