Innovator Equity Defined Protection ETF 1 Yr February
Symbol: ZFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2025
Latest date: 31/08/2026
Current price: $26.30
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.55%
Ann. -5.84% (Sharpe / Sortino numerator)
Volatility
3.18%
Sharpe ratio
-2.980
VaR 95%
-0.28%
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
1.17%
Ann. 0.24% (Sharpe / Sortino numerator)
Volatility
2.38%
Sharpe ratio
-1.425
VaR 95%
-0.26%
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
2.92%
Ann. 3.49% (Sharpe / Sortino numerator)
Volatility
2.37%
Sharpe ratio
-0.058
VaR 95%
-0.26%
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
6.46%
Ann. 7.29% (Sharpe / Sortino numerator)
Volatility
2.85%
Sharpe ratio
1.282
VaR 95%
-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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.
Average daily return
0.025%
Best day
0.554%
Worst day
-0.412%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $26.29 | $26.31 | $26.28 | $26.30 | 13,300 |
| 27/08/2026 | $26.28 | $26.29 | $26.28 | $26.29 | 900 |
| 26/08/2026 | $26.26 | $26.27 | $26.26 | $26.27 | 2,600 |
| 25/08/2026 | $26.26 | $26.26 | $26.26 | $26.26 | 1,700 |
| 24/08/2026 | $26.25 | $26.25 | $26.24 | $26.25 | 300 |
| 21/08/2026 | $26.25 | $26.26 | $26.25 | $26.25 | 700 |
| 20/08/2026 | $26.27 | $26.28 | $26.23 | $26.25 | 4,500 |
| 19/08/2026 | $26.26 | $26.26 | $26.26 | $26.26 | 100 |
| 18/08/2026 | $26.24 | $26.25 | $26.23 | $26.25 | 3,200 |
| 17/08/2026 | $26.27 | $26.29 | $26.23 | $26.26 | 10,400 |