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ZJUN vs. ZJUL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. ZJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and Innovator Equity Defined Protection ETF - 1 Yr July (ZJUL). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. ZJUL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly higher than ZJUL's 0.02% return.


ZJUN

1D
0.65%
1M
-0.37%
YTD
0.28%
6M
1.62%
1Y
3Y*
5Y*
10Y*

ZJUL

1D
0.68%
1M
-0.67%
YTD
0.02%
6M
1.18%
1Y
8.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. ZJUL - Expense Ratio Comparison

Both ZJUN and ZJUL have an expense ratio of 0.79%.


Return for Risk

ZJUN vs. ZJUL — Risk / Return Rank

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

ZJUN

ZJUL
ZJUL Risk / Return Rank: 8888
Overall Rank
ZJUL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ZJUL Sortino Ratio Rank: 9090
Sortino Ratio Rank
ZJUL Omega Ratio Rank: 9393
Omega Ratio Rank
ZJUL Calmar Ratio Rank: 8282
Calmar Ratio Rank
ZJUL Martin Ratio Rank: 9292
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.

ZJUN vs. ZJUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and Innovator Equity Defined Protection ETF - 1 Yr July (ZJUL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ZJUN vs. ZJUL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNZJULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

1.37

+1.33

Correlation

The correlation between ZJUN and ZJUL is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZJUN vs. ZJUL - Dividend Comparison

Neither ZJUN nor ZJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. ZJUL - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum ZJUL drawdown of -5.51%. Use the drawdown chart below to compare losses from any high point for ZJUN and ZJUL.


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Drawdown Indicators


ZJUNZJULDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-5.51%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.64%

Current Drawdown

Current decline from peak

-0.43%

-0.77%

+0.34%

Average Drawdown

Average peak-to-trough decline

-0.09%

-0.51%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

ZJUN vs. ZJUL - Volatility Comparison


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Volatility by Period


ZJUNZJULDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

5.11%

-3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

4.83%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

4.83%

-2.92%