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Innovator Equity Defined Protection ETF - 1 Yr June ZJUN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ZJUN | Replication |
|---|---|---|
| Annualized growth | 5.9% | 4.9% |
| Annualized volatility | 1.8% | 1.1% |
| Sharpe ratio | 3.17 | 4.29 |
| Maximum drawdown | 0.9% | 0.5% |
| Replication fit (R²) | 0.70 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model ZJUN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 69.2% |
| BKLN | FI · Senior Bank Loans | 12.5% |
| VCSH | FI · Short Corp | 10.3% |
| VUG | Style · Growth | 4.9% |
| USMV | Factor · Min Vol | 3.1% |