Innovator U.S. Equity Buffer ETF - July

10-Year Study

BJUL.US · · US · ETF

Executive Summary: Innovator U.S. Equity Buffer ETF - July has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 14.1% and an annualized volatility of 8.7%.

1Y CAGR
+17.9%
3Y CAGR
+16.8%
5Y CAGR
+10.9%
10Y CAGR
+9.7%

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 →
14.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +21.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.9-0.1-2.95.1————————2.9%
20252.0-0.7-4.3-0.64.65.01.71.52.11.00.40.813.9%
20241.23.72.1-2.13.91.81.11.91.5-0.54.0-1.418.4%
20234.9-1.92.81.20.36.42.4-1.2-3.5-1.67.03.721.7%
2022-2.3-1.72.9-6.20.4-3.06.1-2.3-6.75.84.3-3.9-7.4%
2021-1.11.82.10.50.60.21.21.8-2.44.0-0.92.610.8%
20200.1-6.0-8.79.42.90.93.43.3-1.7-1.86.61.69.0%
20195.51.80.92.5-2.81.81.5-1.31.41.52.61.517.8%
2018————————0.8-4.60.6-5.4-8.5%

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 8.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 101.0% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-0110078.072875820819
2018-10-019613.732398487704
2018-11-019668.395116641112
2018-12-019150.679479826296
2019-01-019650.837498390552
2019-02-019828.364527368427
2019-03-019912.914213477228
2019-04-0110160.281546162882
2019-05-019877.135689175533
2019-06-0110050.761025208838
2019-07-0110199.025357102448
2019-08-0110066.367796987113
2019-09-0110202.497863823115
2019-10-0110352.947143765681
2019-11-0110619.43277187972
2019-12-0110780.377605843174
2020-01-0110795.984377621451
2020-02-0110148.303348823056
2020-03-019270.42243629511
2020-04-0110144.401655878486
2020-05-0110440.930319665704
2020-06-0110530.66925739078
2020-07-0110893.526701235667
2020-08-0111248.580759191413
2020-09-0111057.397804907549
2020-10-0110858.411464734547
2020-11-0111572.421273590611
2020-12-0111755.488706549773
2021-01-0111627.044974814573
2021-02-0111837.736393821278
2021-03-0112083.543049329104
2021-04-0112149.871829386771
2021-05-0112227.905688278144
2021-06-0112257.168385362409
2021-07-0112403.481870783733
2021-08-0112625.878368624146
2021-09-0112317.644626003224
2021-10-0112805.356244074304
2021-11-0112688.305455737245
2021-12-0113023.85104897015
2022-01-0112723.420692238364
2022-02-0112508.827580287087
2022-03-0112871.685024131972
2022-04-0112075.739663439967
2022-05-0112122.559978774792
2022-06-0111763.604227874474
2022-07-0112485.417422619676
2022-08-0112192.790451777028
2022-09-0111373.43493341761
2022-10-0112028.919348105142
2022-11-0112551.746202677343
2022-12-0112060.132891661693
2023-01-0112649.28852629156
2023-02-0112403.481870783733
2023-03-0112746.830849905775
2023-04-0112902.89856768852
2023-05-0112938.013804189637
2023-06-0113765.172708438191
2023-07-0114100.718301671095
2023-08-0113932.945505054644
2023-09-0113449.13557992813
2023-10-0113234.542467976855
2023-11-0114159.243695839625
2023-12-0114682.070550411825
2024-01-0114861.548425861984
2024-02-0115415.588823990729
2024-03-0115735.52764544536
2024-04-0115409.580216856093
2024-05-0116012.547844509732
2024-06-0116301.273122407812
2024-07-0116476.8493049134
2024-08-0116792.88643342346
2024-09-0117042.594781875858
2024-10-0116948.95415120621
2024-11-0117631.75041650572
2024-12-0117385.943760997896
2025-01-0117737.096126009077
2025-02-0117612.24195178288
2025-03-0116847.510134647422
2025-04-0116753.869503977778
2025-05-0117518.60132111323
2025-06-0118388.67884775204
2025-07-0118693.010897428394
2025-08-0118981.736175326474
2025-09-0119376.002247375138
2025-10-0119570.891809956338
2025-11-0119656.729054736854
2025-12-0119804.99338663046
2026-01-0119984.471262080617
2026-02-0119972.76618324691
2026-03-0119387.512241561613
2026-04-0120377.02058923367
Annual Return Matrix
YearAnnual Return
20190.17809585939598604
20200.0904524068041983
20210.10789533077546043
2022-0.0739964050329539
20230.21740537043028163
20240.18416157321286208
20250.13913824057450608
20260.028882978723404396
Total Factor Risk
0.08676463375164367
VTI.US Exposure
1.0101277802044344
VEA.US Exposure
-0.0009413682506636343
VWO.US Exposure
0.011371196418952411
QQQ.US Exposure
0.03517928165701118
VTV.US Exposure
0.11540383516128827
IJR.US Exposure
-0.08165955508819474
QUAL.US Exposure
-0.10184024240187431
SHV.US Exposure
0.013043077349434577
TLT.US Exposure
0.00252205439818933
LQD.US Exposure
0.00545316754371274
HYG.US Exposure
-0.047438695878029034
GLD.US Exposure
-0.00590960329893036
USO.US Exposure
0.005884659601549502
VNQ.US Exposure
-0.027632226871068043
BTC-USD.CC Exposure
-0.013690605024962296
CPER.US Exposure
-0.0009943972809064912
VIX.INDX Exposure
0.030652734698302684
UUP.US Exposure
0.00934398514885421
TIP.US Exposure
0.009828239681251622
Idiosyncratic Exposure
0.03129668223164803
Value Score
50
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
8.7%

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 →N/A
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$0
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 →
+3.0%
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 →
+4.9%
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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator U.S. Equity Buffer ETF - July a high-risk investment?

Innovator U.S. Equity Buffer ETF - July (BJUL.US) has an annualized volatility of 8.7% and experienced a maximum drawdown of 14.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BJUL.US has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 88% 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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