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Innovator International Developed Power Buffer ETF - October IOCT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IOCT | Replication |
|---|---|---|
| Annualized growth | 8.3% | 6.7% |
| Annualized volatility | 9.4% | 9.9% |
| Sharpe ratio | 0.89 | 0.71 |
| Maximum drawdown | 16.4% | 20.3% |
| Replication fit (R²) | 0.84 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model IOCT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 38.3% |
| EFV | Intl · Value | 22.9% |
| EFG | Intl · Growth | 17.9% |
| EMLC | FI · EM Local Currency | 12.6% |
| DBEF | Intl · Dev Hedged | 8.2% |