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BSEP vs. BGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSEP vs. BGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - September (BSEP) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). The values are adjusted to include any dividend payments, if applicable.

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BSEP vs. BGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSEP
Innovator U.S. Equity Buffer ETF - September
-2.37%14.80%16.96%20.94%-9.20%12.72%
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
0.18%33.03%21.80%13.24%-2.42%-5.57%

Returns By Period

In the year-to-date period, BSEP achieves a -2.37% return, which is significantly lower than BGLD's 0.18% return.


BSEP

1D
2.02%
1M
-3.16%
YTD
-2.37%
6M
-0.42%
1Y
15.10%
3Y*
14.40%
5Y*
9.46%
10Y*

BGLD

1D
2.63%
1M
-6.42%
YTD
0.18%
6M
2.66%
1Y
16.42%
3Y*
20.21%
5Y*
12.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSEP vs. BGLD - Expense Ratio Comparison

BSEP has a 0.79% expense ratio, which is lower than BGLD's 0.91% expense ratio.


Return for Risk

BSEP vs. BGLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSEP
BSEP Risk / Return Rank: 7272
Overall Rank
BSEP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BSEP Sortino Ratio Rank: 7070
Sortino Ratio Rank
BSEP Omega Ratio Rank: 7575
Omega Ratio Rank
BSEP Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSEP Martin Ratio Rank: 8181
Martin Ratio Rank

BGLD
BGLD Risk / Return Rank: 7474
Overall Rank
BGLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BGLD Sortino Ratio Rank: 7777
Sortino Ratio Rank
BGLD Omega Ratio Rank: 7676
Omega Ratio Rank
BGLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BGLD Martin Ratio Rank: 7777
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.

BSEP vs. BGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - September (BSEP) and FT Vest Gold Strategy Quarterly Buffer ETF (BGLD). 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.


BSEPBGLDDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.37

-0.19

Sortino ratio

Return per unit of downside risk

1.78

1.89

-0.11

Omega ratio

Gain probability vs. loss probability

1.28

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

1.73

1.51

+0.21

Martin ratio

Return relative to average drawdown

9.10

7.80

+1.30

BSEP vs. BGLD - Sharpe Ratio Comparison

The current BSEP Sharpe Ratio is 1.18, which is comparable to the BGLD Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BSEP and BGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSEPBGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.37

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.24

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

1.09

-0.29

Correlation

The correlation between BSEP and BGLD is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BSEP vs. BGLD - Dividend Comparison

BSEP has not paid dividends to shareholders, while BGLD's dividend yield for the trailing twelve months is around 44.24%.


TTM2025202420232022202120202019
BSEP
Innovator U.S. Equity Buffer ETF - September
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.39%
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
44.24%44.32%25.04%10.49%0.40%0.00%0.00%0.00%

Drawdowns

BSEP vs. BGLD - Drawdown Comparison

The maximum BSEP drawdown since its inception was -23.98%, which is greater than BGLD's maximum drawdown of -16.19%. Use the drawdown chart below to compare losses from any high point for BSEP and BGLD.


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Drawdown Indicators


BSEPBGLDDifference

Max Drawdown

Largest peak-to-trough decline

-23.98%

-16.19%

-7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-11.11%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

-16.19%

+1.17%

Current Drawdown

Current decline from peak

-3.79%

-7.35%

+3.56%

Average Drawdown

Average peak-to-trough decline

-2.81%

-3.54%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.15%

-0.45%

Volatility

BSEP vs. BGLD - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - September (BSEP) is 3.82%, while FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) has a volatility of 6.83%. This indicates that BSEP experiences smaller price fluctuations and is considered to be less risky than BGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSEPBGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

6.83%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

9.28%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

12.06%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

9.88%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

9.87%

+4.04%