PAUG vs. BALT

In the year-to-date period, PAUG achieves a -1.10% return, which is significantly lower than BALT's 0.46% return.

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PAUG 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 Power Buffer ETF - August (PAUG) 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 PAUG Sharpe Ratio is 0.68, which is lower than the BALT Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PAUG 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 PAUG nor BALT has paid dividends to shareholders.

The maximum PAUG drawdown since its inception was -17.88%, which is greater than BALT's maximum drawdown of -4.89%. Use the drawdown chart below to compare losses from any high point for PAUG and BALT. For additional features, visit the drawdowns tool.

Innovator U.S. Equity Power Buffer ETF - August (PAUG) has a higher volatility of 4.09% compared to Innovator Defined Wealth Shield ETF (BALT) at 1.78%. This indicates that PAUG'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.