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Innovator Premium Income 20 Barrier ETF - July JULH
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | JULH | Replication |
|---|---|---|
| Annualized growth | 7.5% | 8.7% |
| Annualized volatility | 3.4% | 2.8% |
| Sharpe ratio | 2.15 | 3.03 |
| Maximum drawdown | 3.6% | 2.8% |
| Replication fit (R²) | 0.63 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model JULH’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 85.6% |
| USMV | Factor · Min Vol | 5.9% |
| EFV | Intl · Value | 5.7% |
| MTUM | Factor · Momentum | 2.8% |