BSEP vs. BALT

In the year-to-date period, BSEP achieves a -1.88% return, which is significantly lower than BALT's 0.49% return.

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BSEP has a 0.79% expense ratio, which is higher than BALT's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - September (BSEP) and Innovator Defined Wealth Shield ETF (BALT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current BSEP Sharpe Ratio is 0.56, which is lower than the BALT Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BSEP and BALT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BSEP nor BALT has paid dividends to shareholders.

The maximum BSEP drawdown since its inception was -23.98%, which is greater than BALT's maximum drawdown of -4.89%. Use the drawdown chart below to compare losses from any high point for BSEP and BALT. For additional features, visit the drawdowns tool.

Innovator U.S. Equity Buffer ETF - September (BSEP) has a higher volatility of 8.11% compared to Innovator Defined Wealth Shield ETF (BALT) at 3.18%. This indicates that BSEP's price experiences larger fluctuations and is considered to be riskier than BALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.