Innovator IBD® 50 ETF

10-Year Study

FFTY.US · · US · ETF

Executive Summary: Innovator IBD® 50 ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 57.4% and an annualized volatility of 34.2%.

1Y CAGR
+23.4%
3Y CAGR
+17.2%
5Y CAGR
-3.4%
10Y CAGR
+6.0%

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 →
57.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
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 →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +37.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.714.4-18.37.2————————2.8%
20254.8-3.7-6.50.310.68.65.42.07.08.9-12.1-1.323.4%
20242.110.40.6-7.17.40.7-5.4-1.13.6-0.618.3-8.818.4%
20236.4-0.22.0-1.9-0.110.43.8-10.1-6.3-7.012.44.912.4%
2022-17.3-0.13.3-17.0-1.1-16.36.0-0.6-13.67.2-2.7-12.1-51.1%
20215.05.9-3.96.2-3.63.2-2.68.3-3.16.3-6.0-3.011.9%
20202.0-8.6-13.67.56.87.17.44.4-3.4-3.69.93.918.2%
201912.16.31.93.2-6.76.21.8-2.5-5.22.86.3-1.525.7%
20183.7-3.70.5-0.67.7-1.6-1.19.90.7-18.6-1.8-10.1-16.8%
20172.41.42.22.84.0-0.86.84.54.35.50.7-1.137.6%
2016———-1.42.60.57.90.21.5-6.28.21.014.4%

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 34.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 92.1% of variance. Idiosyncratic stock-specific factors contribute 14.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019862.619679781157
2016-05-0110123.149489098078
2016-06-0110175.245393836996
2016-07-0110977.250784455708
2016-08-0110994.750181028241
2016-09-0111162.452731515006
2016-10-0110468.963713894924
2016-11-0111331.110708826132
2016-12-0111440.079652425778
2017-01-0111714.840292863466
2017-02-0111882.241129616223
2017-03-0112141.161799018426
2017-04-0112482.450317805135
2017-05-0112979.624265829916
2017-06-0112881.466731032262
2017-07-0113751.75999678172
2017-08-0114367.608013516778
2017-09-0114983.405744629497
2017-10-0115812.414514442033
2017-11-0115926.110306541155
2017-12-0115744.378067422964
2018-01-0116332.770134363183
2018-02-0115734.874084801675
2018-03-0115810.805374527317
2018-04-0115715.916405181431
2018-05-0116925.939335425217
2018-06-0116655.452972885992
2018-07-0116479.90586531499
2018-08-0118107.450317805135
2018-09-0118240.355217636174
2018-10-0114842.807144581222
2018-11-0114577.097916163813
2018-12-0113106.092606002094
2019-01-0114686.217716630463
2019-02-0115616.250301713735
2019-03-0115905.744629495537
2019-04-0116413.428272588302
2019-05-0115317.30227693298
2019-06-0116271.119961380642
2019-07-0116565.290852039587
2019-08-0116152.44589267037
2019-09-0115312.575428433503
2019-10-0115739.651218923487
2019-11-0116731.384262611635
2019-12-0116479.90586531499
2020-01-0116816.769249336234
2020-02-0115374.275887038379
2020-03-0113281.639713573097
2020-04-0114273.372757261244
2020-05-0115250.874969828626
2020-06-0116332.770134363183
2020-07-0117538.06621610749
2020-08-0118316.23622173948
2020-09-0117700.539061871434
2020-10-0117058.79394963392
2020-11-0118743.312012229464
2020-12-0119478.83981012149
2021-01-0120461.068871188352
2021-02-0121666.314667310326
2021-03-0120821.667068951647
2021-04-0122121.852120041844
2021-05-0121319.947300667798
2021-06-0121993.724354332615
2021-07-0121419.563118513153
2021-08-0123194.243301955106
2021-09-0122477.72346930566
2021-10-0123891.805454984315
2021-11-0122468.269772306707
2021-12-0121799.873280231717
2022-01-0118018.092766916085
2022-02-0117994.307667551693
2022-03-0118588.734009172098
2022-04-0115431.14892589911
2022-05-0115255.24981897176
2022-06-0112768.173223911821
2022-07-0113529.044975460618
2022-08-0113448.18569474616
2022-09-0111622.113605277982
2022-10-0112463.844637541235
2022-11-0112126.176683562637
2022-12-0110664.423927910531
2023-01-0111351.476385871752
2023-02-0111334.027274921556
2023-03-0111555.284013194949
2023-04-0111331.563279427148
2023-05-0111324.271864188593
2023-06-0112502.111996138066
2023-07-0112976.204843511143
2023-08-0111671.242658299141
2023-09-0110937.273714699493
2023-10-0110171.77568589589
2023-11-0111431.832810362861
2023-12-0111986.583795961058
2024-01-0112237.458765789686
2024-02-0113511.344436398747
2024-03-0113594.96942634162
2024-04-0112626.015769571164
2024-05-0113565.451766031058
2024-06-0113658.932737951565
2024-07-0112916.214096065654
2024-08-0112773.55378550165
2024-09-0113231.00209188189
2024-10-0113151.45023734814
2024-11-0115562.394400193098
2024-12-0114187.334057446296
2025-01-0114862.167109180144
2025-02-0114306.410411135248
2025-03-0113383.417813178858
2025-04-0113423.093169201064
2025-05-0114847.282564969024
2025-06-0116122.626518625795
2025-07-0116986.080939737712
2025-08-0117328.475742215785
2025-09-0118539.303242416932
2025-10-0120186.76080135168
2025-11-0117735.38699814949
2025-12-0117504.42513476547
2026-01-0117977.109984713174
2026-02-0120561.79097272508
2026-03-0116800.4264220774
2026-04-0118002.252795880602
Annual Return Matrix
YearAnnual Return
20170.3762472417824898
2018-0.1675700018205104
20190.2574232733383721
20200.18197518658879686
20210.11915665885317162
2022-0.5108033982206168
20230.12397855495881216
20240.18360112430255482
20250.2338065110673968
20260.02844010341855774
Total Factor Risk
0.3423309077320884
VTI.US Exposure
0.9212015912272268
VEA.US Exposure
0.11555799057103654
VWO.US Exposure
-0.056613716456218786
QQQ.US Exposure
-0.12849709474137577
VTV.US Exposure
-0.11590166236955073
IJR.US Exposure
0.027754496398706068
QUAL.US Exposure
-0.10340540655292466
SHV.US Exposure
0.0933721530011068
TLT.US Exposure
-0.0017007866299036888
LQD.US Exposure
0.06428825800187092
HYG.US Exposure
-0.036874345153307356
GLD.US Exposure
0.054639329338840734
USO.US Exposure
-0.0013731880766487128
VNQ.US Exposure
-0.005028328986811301
BTC-USD.CC Exposure
0.014119751067549608
CPER.US Exposure
0.0002531702907389164
VIX.INDX Exposure
0.0029671061143325566
UUP.US Exposure
0.008725592056798877
TIP.US Exposure
0.006761402937894416
Idiosyncratic Exposure
0.13975368796063886
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
34.2%

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 →
-2.5%
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 →
-0.1%
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 →
13.7% 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 →
1.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Innovator IBD® 50 ETF a high-risk investment?

Innovator IBD® 50 ETF (FFTY.US) has an annualized volatility of 34.2% and experienced a maximum drawdown of 57.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FFTY.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 80% 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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