See what your fund actually adds

Innovator U.S. Small Cap Power Buffer ETF - February KFEB

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

Fund and replication metrics

KFEB compared with its replication portfolio
MeasureKFEBReplication
Annualized growth12.3%11.7%
Annualized volatility10.5%10.0%
Sharpe ratio1.161.16
Maximum drawdown11.4%11.3%
Replication fit (R²)0.95 · Tracking error 2.4%

Replication portfolio

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

KFEB replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield36.1%
IJRUS Small Cap28.3%
WTMFAlternatives · Mgt Futures19.4%
IWCMicro Cap16.2%