EALT vs. UJUL

In the year-to-date period, EALT achieves a -0.94% return, which is significantly lower than UJUL's 1.52% return.

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EALT has a 0.69% expense ratio, which is lower than UJUL's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Innovator U.S. Equity Ultra Buffer ETF - July (UJUL). 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 EALT Sharpe Ratio is 0.80, which is comparable to the UJUL Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of EALT and UJUL, 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 EALT nor UJUL has paid dividends to shareholders.

The maximum EALT drawdown since its inception was -14.76%, roughly equal to the maximum UJUL drawdown of -14.11%. Use the drawdown chart below to compare losses from any high point for EALT and UJUL.

The current volatility for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) is 2.69%, while Innovator U.S. Equity Ultra Buffer ETF - July (UJUL) has a volatility of 4.04%. This indicates that EALT experiences smaller price fluctuations and is considered to be less risky than UJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.