Innovator Equity Defined Protection ETF - 1 Yr September
Symbol: ZSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 30/08/2024
Latest date: 11/06/2026
Current price: $27.44
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
0.40%
Ann. -4.70% (Sharpe / Sortino numerator)
Volatility
3.91%
Sharpe ratio
-2.132
VaR 95%
-0.37%
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
2.20%
Ann. -0.35% (Sharpe / Sortino numerator)
Volatility
3.03%
Sharpe ratio
-1.313
VaR 95%
-0.30%
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
2.73%
Ann. 1.81% (Sharpe / Sortino numerator)
Volatility
2.81%
Sharpe ratio
-0.648
VaR 95%
-0.30%
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
7.06%
Ann. 7.12% (Sharpe / Sortino numerator)
Volatility
3.67%
Sharpe ratio
0.951
VaR 95%
-0.32%
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
11.73%
Ann. 6.63% (Sharpe / Sortino numerator)
Volatility
3.40%
Sharpe ratio
0.893
VaR 95%
-0.33%
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
0.027%
Best day
0.572%
Worst day
-0.467%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $27.39 | $27.44 | $27.39 | $27.44 | 900 |
| 10/06/2026 | $27.42 | $27.42 | $27.39 | $27.39 | 3,500 |
| 09/06/2026 | $27.45 | $27.45 | $27.40 | $27.43 | 9,700 |
| 08/06/2026 | $27.43 | $27.47 | $27.43 | $27.45 | 3,300 |
| 05/06/2026 | $27.48 | $27.48 | $27.42 | $27.43 | 4,500 |
| 04/06/2026 | $27.46 | $27.49 | $27.45 | $27.47 | 43,900 |
| 03/06/2026 | $27.50 | $27.54 | $27.45 | $27.48 | 15,100 |
| 02/06/2026 | $27.46 | $27.49 | $27.46 | $27.49 | 3,900 |
| 01/06/2026 | $27.50 | $27.50 | $27.45 | $27.50 | 4,000 |
| 29/05/2026 | $27.46 | $27.50 | $27.45 | $27.48 | 7,800 |