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ZMAY vs. ZDEK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZMAY vs. ZDEK - 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 Equity Defined Protection ETF - 1 Yr December (ZDEK). The values are adjusted to include any dividend payments, if applicable.

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ZMAY vs. ZDEK - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZMAY achieves a 0.70% return, which is significantly higher than ZDEK's -0.44% return.


ZMAY

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

ZDEK

1D
0.51%
1M
-0.87%
YTD
-0.44%
6M
1.44%
1Y
8.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZMAY vs. ZDEK - Expense Ratio Comparison

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


Return for Risk

ZMAY vs. ZDEK — Risk / Return Rank

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

ZMAY

ZDEK
ZDEK Risk / Return Rank: 9797
Overall Rank
ZDEK Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ZDEK Sortino Ratio Rank: 9797
Sortino Ratio Rank
ZDEK Omega Ratio Rank: 9696
Omega Ratio Rank
ZDEK Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZDEK Martin Ratio Rank: 9797
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. ZDEK - 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 Equity Defined Protection ETF - 1 Yr December (ZDEK). 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. ZDEK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZMAYZDEKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (All Time)

Calculated using the full available price history

3.96

1.51

+2.45

Correlation

The correlation between ZMAY and ZDEK 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

ZMAY vs. ZDEK - Dividend Comparison

Neither ZMAY nor ZDEK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZMAY vs. ZDEK - Drawdown Comparison

The maximum ZMAY drawdown since its inception was -0.39%, smaller than the maximum ZDEK drawdown of -3.40%. Use the drawdown chart below to compare losses from any high point for ZMAY and ZDEK.


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Drawdown Indicators


ZMAYZDEKDifference

Max Drawdown

Largest peak-to-trough decline

-0.39%

-3.40%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.57%

Current Drawdown

Current decline from peak

0.00%

-1.00%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.05%

-0.49%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

ZMAY vs. ZDEK - Volatility Comparison


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Volatility by Period


ZMAYZDEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.51%

3.32%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

3.45%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.51%

3.45%

-1.94%