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ZMAY vs. XBAP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZMAY vs. XBAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr May (ZMAY) and Innovator U.S. Equity Accelerated 9 Buffer ETF - April (XBAP). The values are adjusted to include any dividend payments, if applicable.

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ZMAY vs. XBAP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZMAY achieves a 0.70% return, which is significantly lower than XBAP's 1.23% return.


ZMAY

1D
0.38%
1M
0.17%
YTD
0.70%
6M
2.00%
1Y
3Y*
5Y*
10Y*

XBAP

1D
-0.12%
1M
0.52%
YTD
1.23%
6M
3.38%
1Y
12.13%
3Y*
12.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZMAY vs. XBAP - Expense Ratio Comparison

Both ZMAY and XBAP have an expense ratio of 0.79%.


Return for Risk

ZMAY vs. XBAP — Risk / Return Rank

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

ZMAY

XBAP
XBAP Risk / Return Rank: 7777
Overall Rank
XBAP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XBAP Sortino Ratio Rank: 7272
Sortino Ratio Rank
XBAP Omega Ratio Rank: 9494
Omega Ratio Rank
XBAP Calmar Ratio Rank: 6363
Calmar Ratio Rank
XBAP Martin Ratio Rank: 8787
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.

ZMAY vs. XBAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr May (ZMAY) and Innovator U.S. Equity Accelerated 9 Buffer ETF - April (XBAP). 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.

ZMAY vs. XBAP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZMAYXBAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

3.96

0.90

+3.07

Correlation

The correlation between ZMAY and XBAP is 0.62, 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

ZMAY vs. XBAP - Dividend Comparison

Neither ZMAY nor XBAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZMAY vs. XBAP - Drawdown Comparison

The maximum ZMAY drawdown since its inception was -0.39%, smaller than the maximum XBAP drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for ZMAY and XBAP.


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Drawdown Indicators


ZMAYXBAPDifference

Max Drawdown

Largest peak-to-trough decline

-0.39%

-14.57%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.05%

-1.80%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

Volatility

ZMAY vs. XBAP - Volatility Comparison


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Volatility by Period


ZMAYXBAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

Volatility (6M)

Calculated over the trailing 6-month period

1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

10.12%

-8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

9.99%

-8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.51%

9.99%

-8.48%