Innovator ETFs Trust

10-Year Study

BFRZ.US · · US · ETF

Executive Summary: Innovator ETFs Trust has compounded at 5.1% annually over the last 10 years, with a maximum drawdown of 2.3% and an annualized volatility of 19.7%.

1Y CAGR
+5.1%
3Y CAGR
+5.1%
5Y CAGR
+5.1%
10Y CAGR
+5.1%

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 →
2.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +-1.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.2-0.1-1.8-0.1————————-1.9%
2025—————0.81.21.32.11.7-0.50.16.7%

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 19.7%. The dominant macroeconomic risk driver is VNQ.US, accounting for 25.7% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-05-0110000
2025-06-0110081.339918676009
2025-07-0110198.864030663846
2025-08-0110328.300887088768
2025-09-0110544.316175325685
2025-10-0110719.127186502823
2025-11-0110663.505811397295
2025-12-0110670.630553311217
2026-01-0110692.500795788317
2026-02-0110676.993134415454
2026-03-0110481.752598532321
2026-04-0110469.823441553719
Annual Return Matrix
YearAnnual Return
2026-0.0188186734377368
Total Factor Risk
0.19703826728202348
VTI.US Exposure
-0.032749709846521764
VEA.US Exposure
0.09798977762244229
VWO.US Exposure
0.06774716477080943
QQQ.US Exposure
0.04261931641922754
VTV.US Exposure
0.19360244215343508
IJR.US Exposure
-0.041036167665432687
QUAL.US Exposure
0.09189835128961078
SHV.US Exposure
0.019773390543685942
TLT.US Exposure
0.09871928116252943
LQD.US Exposure
0.10870654331472697
HYG.US Exposure
0.000042148559481634514
GLD.US Exposure
0.012558942533135685
USO.US Exposure
-0.00016251348767016711
VNQ.US Exposure
0.25684401337657375
BTC-USD.CC Exposure
-0.0011624534368146783
CPER.US Exposure
0.0023765359964999025
VIX.INDX Exposure
0.0424660560636009
UUP.US Exposure
0.0015151689108968383
TIP.US Exposure
0.03825145414767032
Idiosyncratic Exposure
2.575721128720024e-7
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
19.7%

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 →20.6x
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$393.2B
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.960.06%Solid

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 →
-1.2%
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 →
-0.4%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator ETFs Trust a high-risk investment?

Innovator ETFs Trust (BFRZ.US) has an annualized volatility of 19.7% and experienced a maximum drawdown of 2.3% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, BFRZ.US has generated a Compound Annual Growth Rate (CAGR) of 5.1%. It has had a positive return in 0% 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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