Innovator Equity Defined Protection ETF 1 Yr February
Symbol: ZFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 31/01/2025
Latest date: 11/06/2026
Current price: $25.93
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
0.14%
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
1.63%
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
2.53%
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
7.34%
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: 11/06/2025 - 11/06/2026.
Average daily return
0.028%
Best day
0.554%
Worst day
-0.412%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $25.89 | $25.93 | $25.89 | $25.93 | 1,600 |
| 10/06/2026 | $25.90 | $25.90 | $25.85 | $25.87 | 11,700 |
| 09/06/2026 | $25.87 | $25.91 | $25.87 | $25.91 | 700 |
| 08/06/2026 | $25.93 | $25.97 | $25.93 | $25.93 | 25,400 |
| 05/06/2026 | $25.95 | $25.95 | $25.92 | $25.92 | 5,000 |
| 04/06/2026 | $25.98 | $25.98 | $25.98 | $25.98 | 6,600 |
| 03/06/2026 | $25.99 | $25.99 | $25.97 | $25.98 | 2,400 |
| 02/06/2026 | $25.99 | $26.02 | $25.98 | $25.99 | 25,700 |
| 01/06/2026 | $26.01 | $26.01 | $25.97 | $25.99 | 7,000 |
| 29/05/2026 | $25.97 | $25.98 | $25.96 | $25.98 | 107,500 |