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Innovator Emerging Markets 10 Buffer ETF - Quarterly EBUF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EBUF | Replication |
|---|---|---|
| Annualized growth | 10.8% | 10.6% |
| Annualized volatility | 5.9% | 5.7% |
| Sharpe ratio | 1.76 | 1.79 |
| Maximum drawdown | 3.3% | 4.2% |
| Replication fit (R²) | 0.66 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model EBUF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 49.4% |
| EMLC | FI · EM Local Currency | 23.6% |
| VWO | Emerging Markets | 12.3% |
| MTUM | Factor · Momentum | 9.1% |
| BCI | Alternatives · Commodities | 5.7% |