EJUL vs. SFLR

Last updated Apr 2, 2026

Compare and contrast key facts about Innovator Emerging Markets Power Buffer ETF - July (EJUL) and Innovator Equity Managed Floor ETF (SFLR).

EJUL and SFLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EJUL is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets Index. It was launched on Jun 28, 2019. SFLR is an actively managed fund by Innovator. It was launched on Nov 8, 2022.

Performance

EJUL vs. SFLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - July (EJUL) and Innovator Equity Managed Floor ETF (SFLR). The values are adjusted to include any dividend payments, if applicable.

EJUL vs. SFLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EJUL Innovator Emerging Markets Power Buffer ETF - July	1.38%	20.20%	4.38%	3.50%	4.92%
SFLR Innovator Equity Managed Floor ETF	-3.03%	13.29%	19.99%	21.20%	1.38%

Returns By Period

In the year-to-date period, EJUL achieves a 1.38% return, which is significantly higher than SFLR's -3.03% return.

EJUL

• 1D: 0.57%
• 1M: -1.09%
• YTD: 1.38%
• 6M: 3.61%
• 1Y: 18.83%
• 3Y*: 8.78%
• 5Y*: 2.47%
• 10Y*: —

SFLR

• 1D: 0.85%
• 1M: -3.06%
• YTD: -3.03%
• 6M: -0.93%
• 1Y: 14.17%
• 3Y*: 14.51%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EJUL vs. SFLR - Expense Ratio Comparison

Both EJUL and SFLR have an expense ratio of 0.89%.

EJUL

Innovator Emerging Markets Power Buffer ETF - July

SFLR

Innovator Equity Managed Floor ETF

Return for Risk

EJUL vs. SFLR — Risk / Return Rank

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

EJUL

EJUL Risk / Return Rank: 91
EJUL Sharpe Ratio Rank: 89
EJUL Sortino Ratio Rank: 93
EJUL Omega Ratio Rank: 93
EJUL Calmar Ratio Rank: 87
EJUL Martin Ratio Rank: 95

SFLR

SFLR Risk / Return Rank: 71
SFLR Sharpe Ratio Rank: 71
SFLR Sortino Ratio Rank: 70
SFLR Omega Ratio Rank: 68
SFLR Calmar Ratio Rank: 74
SFLR Martin Ratio Rank: 74

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.

EJUL vs. SFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - July (EJUL) and Innovator Equity Managed Floor ETF (SFLR). 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.

	EJUL	SFLR	Difference
Sharpe ratio Return per unit of total volatility	1.98	1.31	+0.67
Sortino ratio Return per unit of downside risk	2.95	1.82	+1.13
Omega ratio Gain probability vs. loss probability	1.44	1.26	+0.17
Calmar ratio Return relative to maximum drawdown	2.99	2.09	+0.91
Martin ratio Return relative to average drawdown	16.21	8.18	+8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EJUL vs. SFLR - Sharpe Ratio Comparison

The current EJUL Sharpe Ratio is 1.98, which is higher than the SFLR Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EJUL and SFLR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EJUL	SFLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	1.31	+0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	1.49	-1.27

Correlation

The correlation between EJUL and SFLR is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EJUL vs. SFLR - Dividend Comparison

EJUL has not paid dividends to shareholders, while SFLR's dividend yield for the trailing twelve months is around 0.35%.

	TTM	2025	2024	2023	2022	2021	2020	2019
EJUL Innovator Emerging Markets Power Buffer ETF - July	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.64%
SFLR Innovator Equity Managed Floor ETF	0.35%	0.33%	0.42%	1.16%	0.06%	0.00%	0.00%	0.00%

Drawdowns

EJUL vs. SFLR - Drawdown Comparison

The maximum EJUL drawdown since its inception was -21.61%, which is greater than SFLR's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for EJUL and SFLR.

Drawdown Indicators

	EJUL	SFLR	Difference
Max Drawdown Largest peak-to-trough decline	-21.61%	-12.13%	-9.48%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-6.79%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	-21.61%	—	—
Current Drawdown Current decline from peak	-1.63%	-4.43%	+2.80%
Average Drawdown Average peak-to-trough decline	-6.77%	-1.76%	-5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.17%	1.73%	-0.56%

Volatility

EJUL vs. SFLR - Volatility Comparison

The current volatility for Innovator Emerging Markets Power Buffer ETF - July (EJUL) is 3.42%, while Innovator Equity Managed Floor ETF (SFLR) has a volatility of 3.79%. This indicates that EJUL experiences smaller price fluctuations and is considered to be less risky than SFLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EJUL	SFLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	3.79%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	5.19%	7.45%	-2.26%
Volatility (1Y) Calculated over the trailing 1-year period	9.55%	10.85%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.61%	10.30%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.56%	10.30%	+1.26%