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Innovator Equity Defined Protection ETF - 1 Yr October ZOCT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ZOCT | Replication |
|---|---|---|
| Annualized growth | 6.3% | 6.4% |
| Annualized volatility | 2.9% | 2.8% |
| Sharpe ratio | 2.13 | 2.24 |
| Maximum drawdown | 3.2% | 2.7% |
| Replication fit (R²) | 0.66 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model ZOCT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 78.0% |
| EMLC | FI · EM Local Currency | 7.3% |
| VUG | Style · Growth | 5.9% |
| VCIT | FI · IG Credit | 5.8% |
| XLU | Sector · Utilities | 3.0% |