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Innovator Equity Defined Protection ETF - 1 Yr May ZMAY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ZMAY | Replication |
|---|---|---|
| Annualized growth | 6.1% | 4.8% |
| Annualized volatility | 1.5% | 0.9% |
| Sharpe ratio | 4.11 | 5.36 |
| Maximum drawdown | 0.4% | 0.4% |
| Replication fit (R²) | 0.65 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ZMAY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 69.8% |
| VCSH | FI · Short Corp | 12.6% |
| BKLN | FI · Senior Bank Loans | 12.0% |
| VUG | Style · Growth | 3.2% |
| USMV | Factor · Min Vol | 2.5% |