Performance analysis of ZSEP (Innovator Equity Defined Protection ETF - 1 Yr September)
Annual Return
Since Sep 3, 2024, ZSEP has had an average annual return of +6.52%, underperforming the benchmark SPY, which returned +19.03% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.26% | +6.78% | +2.12% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.38% | +0.11% | -0.70% | +1.99% | +0.85% | +0.27% | +0.35% | +3.26% | |||||
| 2025 | +0.75% | -0.02% | -1.34% | +0.11% | +2.11% | +1.59% | +0.84% | +0.80% | +0.68% | +0.38% | +0.24% | +0.47% | +6.78% |
| 2024 | +1.26% | -0.32% | +1.31% | -0.14% | +2.12% |
Drawdown analysis of ZSEP (Innovator Equity Defined Protection ETF - 1 Yr September)
The maximum drawdown for the ZSEP was -3.97%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current ZSEP drawdown is -0.07%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.97% | Feb 19, 2025 | 34 | Apr 8, 2025 | 26 | May 15, 2025 | 60 |
| -1.45% | Feb 26, 2026 | 22 | Mar 30, 2026 | 7 | Apr 9, 2026 | 29 |
| -0.82% | Nov 12, 2025 | 6 | Nov 20, 2025 | 4 | Nov 26, 2025 | 10 |
| -0.70% | May 19, 2025 | 4 | May 23, 2025 | 5 | Jun 2, 2025 | 9 |
| -0.64% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -0.62% | Oct 18, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
| -0.56% | Dec 16, 2024 | 3 | Dec 19, 2024 | 16 | Jan 15, 2025 | 19 |
| -0.52% | Feb 2, 2026 | 3 | Feb 5, 2026 | 14 | Feb 26, 2026 | 17 |
| -0.45% | Jan 12, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |
| -0.42% | Nov 7, 2024 | 6 | Nov 15, 2024 | 7 | Nov 26, 2024 | 13 |
| -0.38% | Sep 19, 2025 | 4 | Sep 25, 2025 | 4 | Oct 1, 2025 | 8 |
| -0.38% | Jul 28, 2025 | 4 | Aug 1, 2025 | 3 | Aug 6, 2025 | 7 |
| -0.38% | Jun 1, 2026 | 7 | Jun 10, 2026 | 3 | Jun 15, 2026 | 10 |
| -0.36% | Jan 24, 2025 | 1 | Jan 27, 2025 | 8 | Feb 6, 2025 | 9 |
| -0.36% | Sep 27, 2024 | 6 | Oct 7, 2024 | 4 | Oct 11, 2024 | 10 |
| -0.34% | Oct 27, 2025 | 8 | Nov 6, 2025 | 4 | Nov 12, 2025 | 12 |
| -0.34% | Jun 12, 2025 | 1 | Jun 13, 2025 | 1 | Jun 16, 2025 | 2 |
| -0.30% | Sep 4, 2024 | 2 | Sep 6, 2024 | 3 | Sep 11, 2024 | 5 |
| -0.29% | Dec 26, 2025 | 3 | Dec 31, 2025 | 3 | Jan 6, 2026 | 6 |
| -0.25% | Jun 16, 2026 | 4 | Jun 23, 2026 | 5 | Jun 30, 2026 | 9 |
| -0.25% | Jun 16, 2025 | 3 | Jun 20, 2025 | 1 | Jun 23, 2025 | 4 |
| -0.23% | Dec 12, 2025 | 3 | Dec 17, 2025 | 2 | Dec 19, 2025 | 5 |
| -0.20% | Jul 15, 2026 | 1 | Jul 16, 2026 | Ongoing | Ongoing | Ongoing |
| -0.18% | Nov 26, 2025 | 2 | Dec 1, 2025 | 4 | Dec 5, 2025 | 6 |
| -0.18% | Jan 27, 2026 | 3 | Jan 30, 2026 | 1 | Feb 2, 2026 | 4 |