Summary
XBOC
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 12.49% Volatility 12.58% Sharpe 0.54
Official loaded data — not a live quote.

Innovator U.S. Equity Accelerated 9 Buffer ETF - October

Symbol: XBOC

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 30/09/2021

Latest date: 11/06/2026

Current price: $35.22

Expense ratio: 0.79%

Assets under management
$64.6M
0.60% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.60%

Ann. -18.77% (Sharpe / Sortino numerator)

Volatility

12.37%

Sharpe ratio

-1.810

VaR 95%

-1.14%

CVaR 95%: -1.19%
Max drawdown: -4.57%
Sortino ratio: -3.725
Calmar ratio: -4.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.15%

Ann. -5.28% (Sharpe / Sortino numerator)

Volatility

9.07%

Sharpe ratio

-0.983

VaR 95%

-1.01%

CVaR 95%: -1.13%
Max drawdown: -4.99%
Sortino ratio: -1.504
Calmar ratio: -1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.16%

Ann. 1.33% (Sharpe / Sortino numerator)

Volatility

7.94%

Sharpe ratio

-0.290

VaR 95%

-0.89%

CVaR 95%: -1.10%
Max drawdown: -4.99%
Sortino ratio: -0.409
Calmar ratio: 0.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.49%

Ann. 10.42% (Sharpe / Sortino numerator)

Volatility

12.58%

Sharpe ratio

0.540

VaR 95%

-0.89%

CVaR 95%: -1.82%
Max drawdown: -6.09%
Sortino ratio: 0.605
Calmar ratio: 1.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.82%

Ann. 7.53% (Sharpe / Sortino numerator)

Volatility

9.88%

Sharpe ratio

0.395

VaR 95%

-0.79%

CVaR 95%: -1.44%
Max drawdown: -12.53%
Sortino ratio: 0.424
Calmar ratio: 0.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.09%

Ann. 10.48% (Sharpe / Sortino numerator)

Volatility

8.43%

Sharpe ratio

0.812

VaR 95%

-0.66%

CVaR 95%: -1.22%
Max drawdown: -12.53%
Sortino ratio: 0.860
Calmar ratio: 0.84

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

2.035%

31/03/2026
Worst day

-1.365%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $35.01 $35.22 $35.01 $35.22 800
10/06/2026 $35.19 $35.19 $35.02 $35.02 2,000
09/06/2026 $35.19 $35.23 $35.05 $35.18 1,100
08/06/2026 $35.24 $35.28 $35.22 $35.23 2,500
05/06/2026 $35.25 $35.25 $35.12 $35.16 1,800
04/06/2026 $35.42 $35.42 $35.42 $35.42 300
03/06/2026 $35.32 $35.37 $35.32 $35.37 400
02/06/2026 $35.30 $35.44 $35.30 $35.40 4,500
01/06/2026 $35.34 $35.42 $35.34 $35.41 1,200
29/05/2026 $35.42 $35.43 $35.38 $35.38 2,400