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ONEV vs. EJAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ONEV vs. EJAN

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and Innovator Emerging Markets Power Buffer ETF January (EJAN).

ONEV and EJAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ONEV is a passively managed fund by State Street that tracks the performance of the Russell 1000 Low Volatility Focused Factor (TR). It was launched on Dec 2, 2015. EJAN is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets Index. It was launched on Jan 1, 2020. Both ONEV and EJAN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ONEV vs. EJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and Innovator Emerging Markets Power Buffer ETF January (EJAN). The values are adjusted to include any dividend payments, if applicable.

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ONEV vs. EJAN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ONEV
SPDR Russell 1000 Low Volatility Focus ETF		1.58%8.14%11.76%13.28%-8.15%29.19%6.21%
EJAN
Innovator Emerging Markets Power Buffer ETF January		0.86%14.78%2.69%5.37%-8.01%-1.53%10.46%

Returns By Period

In the year-to-date period, ONEV achieves a 1.58% return, which is significantly higher than EJAN's 0.86% return.

ONEV

1D
0.39%
1M
-5.39%
YTD
1.58%
6M
2.16%
1Y
8.22%
3Y*
10.52%
5Y*
8.06%
10Y*
10.85%

EJAN

1D
0.44%
1M
-2.79%
YTD
0.86%
6M
2.62%
1Y
12.50%
3Y*
6.53%
5Y*
2.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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SPDR Russell 1000 Low Volatility Focus ETF

Innovator Emerging Markets Power Buffer ETF January

Often compared with ONEV:
ONEV vs. ONEYONEV vs. ONEOONEV vs. AGOXONEV vs. SPYONEV vs. AUSFONEV vs. RFVONEV vs. VOE
Often compared with EJAN:
EJAN vs. LVHIEJAN vs. LGLVEJAN vs. FDLOEJAN vs. LVHDEJAN vs. HUSVEJAN vs. QLVEJAN vs. XSHD

ONEV vs. EJAN - Expense Ratio Comparison

ONEV has a 0.20% expense ratio, which is lower than EJAN's 0.89% expense ratio.

EJAN
Innovator Emerging Markets Power Buffer ETF January
ONEV
SPDR Russell 1000 Low Volatility Focus ETF

Return for Risk

ONEV vs. EJAN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ONEV
ONEV Risk / Return Rank: 2929
Overall Rank
ONEV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ONEV Sortino Ratio Rank: 2828
Sortino Ratio Rank
ONEV Omega Ratio Rank: 2727
Omega Ratio Rank
ONEV Calmar Ratio Rank: 3030
Calmar Ratio Rank
ONEV Martin Ratio Rank: 3333
Martin Ratio Rank
EJAN
EJAN Risk / Return Rank: 7070
Overall Rank
EJAN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EJAN Sortino Ratio Rank: 7171
Sortino Ratio Rank
EJAN Omega Ratio Rank: 8080
Omega Ratio Rank
EJAN Calmar Ratio Rank: 6060
Calmar Ratio Rank
EJAN Martin Ratio Rank: 7070
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.

ONEV vs. EJAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) and Innovator Emerging Markets Power Buffer ETF January (EJAN). 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.

ONEVEJANDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.27

-0.72

Sortino ratio

Return per unit of downside risk

0.90

1.88

-0.98

Omega ratio

Gain probability vs. loss probability

1.12

1.32

-0.21

Calmar ratio

Return relative to maximum drawdown

0.77

1.69

-0.93

Martin ratio

Return relative to average drawdown

3.11

8.03

-4.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ONEV vs. EJAN - Sharpe Ratio Comparison

The current ONEV Sharpe Ratio is 0.56, which is lower than the EJAN Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ONEV and EJAN, 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

ONEVEJANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.27

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.20

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.29

+0.36

Correlation

The correlation between ONEV and EJAN is 0.52, 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

ONEV vs. EJAN - Dividend Comparison

ONEV's dividend yield for the trailing twelve months is around 1.84%, while EJAN has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ONEV
SPDR Russell 1000 Low Volatility Focus ETF		1.84%1.81%1.88%1.79%1.80%1.44%1.87%2.07%2.14%6.91%3.73%0.21%
EJAN
Innovator Emerging Markets Power Buffer ETF January		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ONEV vs. EJAN - Drawdown Comparison

The maximum ONEV drawdown since its inception was -39.72%, which is greater than EJAN's maximum drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for ONEV and EJAN.

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Drawdown Indicators

ONEVEJANDifference

Max Drawdown

Largest peak-to-trough decline

-39.72%

-22.23%

-17.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-7.42%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-22.00%

+3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-39.72%

—

—

Current Drawdown

Current decline from peak

-5.39%

-3.84%

-1.55%

Average Drawdown

Average peak-to-trough decline

-3.93%

-5.92%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.58%

+1.08%

Volatility

ONEV vs. EJAN - Volatility Comparison

The current volatility for SPDR Russell 1000 Low Volatility Focus ETF (ONEV) is 3.78%, while Innovator Emerging Markets Power Buffer ETF January (EJAN) has a volatility of 5.22%. This indicates that ONEV experiences smaller price fluctuations and is considered to be less risky than EJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ONEVEJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

5.22%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

6.46%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

9.85%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

11.05%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

12.78%

+4.21%