Innovator Defined Wealth Shield ETF

10-Year Study

BALT.US · · US · ETF

Executive Summary: Innovator Defined Wealth Shield ETF has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 1.5% and an annualized volatility of 3.9%.

1Y CAGR
+6.8%
3Y CAGR
+7.4%
5Y CAGR
+5.9%
10Y CAGR
+5.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +10.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.2-0.91.2————————1.1%
20250.90.1-1.10.11.50.60.70.80.70.60.51.06.7%
20240.61.10.6-0.71.51.80.71.10.90.21.60.110.0%
20231.10.11.30.70.31.40.90.0-1.2-0.12.30.67.5%
2022-0.5-0.10.3-1.30.90.31.20.2-1.51.41.10.52.5%
2021———————0.3-0.10.20.00.20.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 3.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.3% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110027.179188507087
2021-09-0110021.74335080567
2021-10-0110042.321879246749
2021-11-0110044.651523975926
2021-12-0110067.947971267715
2022-01-0110021.35507668414
2022-02-0110013.589594253543
2022-03-0110044.651523975926
2022-04-019916.521063871092
2022-05-0110001.94137060765
2022-06-0110029.120559114735
2022-07-0110145.602795573675
2022-08-0110161.133760434868
2022-09-0110013.589594253543
2022-10-0110153.36827800427
2022-11-0110269.85051446321
2022-12-0110323.432343234324
2023-01-0110432.92564550573
2023-02-0110440.691127936323
2023-03-0110572.704329256454
2023-04-0110646.47641234712
2023-05-0110677.538342069502
2023-06-0110828.965249466124
2023-07-0110926.033779848574
2023-08-0110929.916521063871
2023-09-0110794.020578528443
2023-10-0110786.255096097846
2023-11-0111030.86779266162
2023-12-0111092.991652106388
2024-01-0111162.880993981751
2024-02-0111291.011454086585
2024-03-0111360.90079596195
2024-04-0111283.245971655988
2024-05-0111450.203843913801
2024-06-0111659.871869539895
2024-07-0111737.526693845857
2024-08-0111869.539895165988
2024-09-0111970.491166763735
2024-10-0111989.904872840225
2024-11-0112184.041933605125
2024-12-0112199.572898466318
2025-01-0112310.23102310231
2025-02-0112323.820617355854
2025-03-0112184.041933605125
2025-04-0112191.807416035721
2025-05-0112378.178994370026
2025-06-0112455.833818675985
2025-07-0112549.019607843136
2025-08-0112653.853620656186
2025-09-0112743.156668608037
2025-10-0112820.811492914
2025-11-0112879.052611143468
2025-12-0113011.065812463597
2026-01-0113082.896524946613
2026-02-0113108.13434284605
2026-03-0112993.59347699476
2026-04-0113150.844496214328
Annual Return Matrix
YearAnnual Return
20220.02537601234091791
20230.07454490747705722
20240.09975498774938751
20250.06651814131126654
20260.0107430617726052
Total Factor Risk
0.039144569521043615
VTI.US Exposure
0.5329279393057322
VEA.US Exposure
0.002207823884885963
VWO.US Exposure
0.014071199813168584
QQQ.US Exposure
-0.09663970042036119
VTV.US Exposure
-0.03482126311588175
IJR.US Exposure
-0.02828202610809045
QUAL.US Exposure
-0.017058984559510194
SHV.US Exposure
0.5194967278108714
TLT.US Exposure
0.0023916857367865304
LQD.US Exposure
-0.017153158581521468
HYG.US Exposure
-0.01899365002137009
GLD.US Exposure
0.0007253535854499624
USO.US Exposure
0.0034751383205907285
VNQ.US Exposure
-0.017365852946272128
BTC-USD.CC Exposure
-0.011139486979036712
CPER.US Exposure
-0.00895870542648766
VIX.INDX Exposure
0.047730442757980523
UUP.US Exposure
-0.0022891667007274327
TIP.US Exposure
0.07791549158678353
Idiosyncratic Exposure
0.051760192057009616
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
3.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$398.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.19
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator Defined Wealth Shield ETF a high-risk investment?

Innovator Defined Wealth Shield ETF (BALT.US) has an annualized volatility of 3.9% and experienced a maximum drawdown of 1.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BALT.US?

Over the past 10 years, BALT.US has generated a Compound Annual Growth Rate (CAGR) of 5.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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