Innovator MSCI EAFE Power Buffer ETF January Series (IJAN)

Description

The IJAN ETF contains 0 constituents. It is focused on blend holdings in the region.

Price $23.35 as of 2022-10-20

Cost/Risk/Yield

Dividend yield
Expense ratio0.85%
Average spread0.514%
1Y roundtrip cost1.364%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-2.0%-1.8%-0.2%-3.3%1.5%-4.3%3.5%-3.1%-7.2%1.5%-15.4%
2021-0.5%1.4%1.2%1.4%1.3%-0.2%0.4%0.5%-0.9%1.5%-2.1%3.3%7.2%
2020-1.9%-4.4%-8.2%5.2%2.9%1.2%1.4%2.2%-0.5%-1.5%4.3%3.5%4.3%
-4.5%-4.9%-7.1%3.4%5.8%-3.3%5.3%-0.5%-8.6%1.5%2.2%6.8%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0.000.000.000.000.000.000.000.000.000.000.000.00

Sectors and Top Holdings

Security % Assets
OPTIONS99.89%
U.S. Dollar0.11%
Top 2 Weights100.00%

Compare with similar ETFs

IJAN GAL GSIE IDEV IQSI ISCF
Product nameInnovator MSCI EAFE Power Buffer ETF January SeriesSPDR SSGA Global Allocation ETFGoldman Sachs ActiveBeta International Equity ETFiShares Core MSCI InternationalIQ Candriam ESG International Equity ETFiShares FactorSelect MSCI Intl Small-Cap ETF
IssuerInnovatorSPDRGoldman SachsiSharesIndexIQiShares
Price$23.3489$36.3$25.25$49.07$21.5621$26.56
Expense Ratio0.85%better0.35%better0.25%better0.05%better0.15%better0.4%
Average Spread0.514%0.248%0.040%0.041%0.139%0.264%
AUM$49,403,400$225,245,000$2,240,040,000$4,585,890,000$150,745,000$146,845,000
Shares2,115,8786,205,08588,714,28693,456,0306,991,2085,528,821
Average Daily Volume13,46327,4681,004,1911,602,83322,74188,595
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2020-01-022012-04-252015-11-062017-03-212019-12-172015-04-28
Index TrackedNo Underlying IndexNo Underlying IndexGoldman Sachs ActiveBeta International Equity IndexMSCI World ex USA IMIIQ Candriam ESG International Equity IndexMSCI World ex USA Small Cap Diversified Multiple-Factor Index
CategoryVolatility Hedged EquityDiversified PortfolioForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Large Cap EquitiesForeign Small & Mid Cap Equities
Asset ClassEquityMulti-AssetEquityEquityEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsLarge/Mid CapsMid/Small Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionEuropeEuropeEuropeEurope
CountriesEAFEBroadBroadBroadBroadBroad
Annual Dividend Rate$0$2.676$0.853$2.351$0.852$1.501
Annual Dividend Yield0.000%0.074%0.034%0.048%0.040%0.057%
Number of Holdings07572176658767
YTD Return-14.79%-18.40%-26.55%-25.91%-26.21%-25.60%
Beta0.560.610.780.690.790.81
Upside Beta0.400.070.450.300.480.45
Downside Beta-0.13-0.17-0.180.05-0.45-0.30
Volatility 1Y12.54%13.01%20.20%20.58%20.46%20.71%
Sharpe Ratio 3Y0.00-0.02-0.28-0.230.00-0.12
Treynor Ratio 3Y0.000.00-0.010.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew