See what your fund actually adds
Innovator Defined Wealth Shield ETF BALT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BALT | Replication |
|---|---|---|
| Annualized growth | 6.3% | 4.9% |
| Annualized volatility | 2.9% | 1.9% |
| Sharpe ratio | 2.11 | 2.50 |
| Maximum drawdown | 4.0% | 2.7% |
| Replication fit (R²) | 0.72 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model BALT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 88.3% |
| VOO | US Large Cap | 8.6% |
| LRGF | Factor · Multi-Factor | 3.1% |