Innovator U.S. Equity Ultra Buffer ETF - September

Symbol: USEP

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception Date: 30/08/2019

Latest Date: 02/04/2026

Current Price: $38.85

Expense Ratio: 0.79%

Assets Under Management
$152.4M
0.94% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

-1.76%

Volatility

9.10%

Sharpe Ratio

-2.344

VaR 95%

-0.85%

CVaR 95%: -0.86%
Max Drawdown: -3.70%
Sortino Ratio: -4.351
Calmar Ratio: -4.78
Return

-1.22%

Volatility

6.84%

Sharpe Ratio

-1.242

VaR 95%

-0.76%

CVaR 95%: -0.81%
Max Drawdown: -4.03%
Sortino Ratio: -1.938
Calmar Ratio: -1.21
Return

0.29%

Volatility

6.06%

Sharpe Ratio

-0.502

VaR 95%

-0.71%

CVaR 95%: -0.83%
Max Drawdown: -4.03%
Sortino Ratio: -0.720
Calmar Ratio: 0.15
Return

12.14%

Volatility

8.88%

Sharpe Ratio

0.964

VaR 95%

-0.75%

CVaR 95%: -1.25%
Max Drawdown: -4.03%
Sortino Ratio: 1.182
Calmar Ratio: 3.03
Return

18.34%

Volatility

7.67%

Sharpe Ratio

0.677

VaR 95%

-0.73%

CVaR 95%: -1.13%
Max Drawdown: -9.72%
Sortino Ratio: 0.802
Calmar Ratio: 0.91
Return

41.30%

Volatility

7.37%

Sharpe Ratio

1.171

VaR 95%

-0.72%

CVaR 95%: -1.04%
Max Drawdown: -9.72%
Sortino Ratio: 1.497
Calmar Ratio: 1.26

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.047%

Best Day

4.32%

09/04/2025
Worst Day

-2.796%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $38.49 $38.89 $38.49 $38.85 2,800
01/04/2026 $38.77 $38.94 $38.77 $38.84 3,500
31/03/2026 $38.38 $38.70 $38.35 $38.67 11,300
30/03/2026 $38.32 $38.32 $38.06 $38.11 2,100
27/03/2026 $38.40 $38.41 $38.14 $38.17 43,000
26/03/2026 $38.79 $38.79 $38.50 $38.50 4,000
25/03/2026 $38.85 $38.92 $38.82 $38.83 6,100
24/03/2026 $38.64 $38.88 $38.64 $38.74 7,700
23/03/2026 $38.90 $39.00 $38.81 $38.81 4,200
20/03/2026 $38.77 $38.77 $38.52 $38.57 5,900