See what your fund actually adds

Innovator U.S. Equity Buffer ETF - July BJUL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BJUL compared with its replication portfolio
MeasureBJULReplication
Annualized growth11.8%10.7%
Annualized volatility11.1%11.6%
Sharpe ratio1.060.93
Maximum drawdown12.8%19.3%
Replication fit (R²)0.91 · Tracking error 3.3%

Replication portfolio

The published portfolio below is the investable basket used to model BJUL’s historical return behavior.

BJUL replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield26.8%
VOOUS Large Cap26.2%
WTMFAlternatives · Mgt Futures21.5%
VUGStyle · Growth14.0%
XLKSector · Technology11.5%