Innovator Equity Accelerated ETF Volatility
| XDSQ ETF | USD 42.38 0.07 0.17% |
Sharpe Ratio = -0.0018
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For Innovator Equity Accelerated, recent data highlights a Market Risk Adjusted Performance of 0.02%, a Risk of 0.85, and a Risk Adjusted Performance of 0.02%. The ETF is currently underperforming relative to its full potential based on monthly moving averages.
Key indicators related to Innovator Equity's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Innovator Equity (3 Months):
Beta 0.82 | Alpha 0.01 | Risk 0.85 | Sharpe Ratio -0.0018 | Expected Return -0.0016 |
Assets With Similar Volatility
| 0.87 | INOV | Innovator ETFs Trust | PairCorr |
| 0.73 | BUFR | FT Vest Laddered | PairCorr |
| 0.72 | BUFD | FT Cboe Vest | PairCorr |
| 0.76 | PSEP | Innovator SAMPP 500 | PairCorr |
| 0.8 | PJAN | Innovator SAMPP 500 | PairCorr |
| 0.74 | PJUL | Innovator SAMPP 500 | PairCorr |
| 0.75 | PAUG | Innovator Equity Power | PairCorr |
| 0.79 | DNOV | FT Cboe Vest | PairCorr |
| 0.64 | PJUN | Innovator SAMPP 500 | PairCorr |
| 0.71 | NVDL | GraniteShares 15x Long Aggressive Push | PairCorr |
| 0.67 | KORU | Direxion Daily South Trending | PairCorr |
| 0.62 | TRV | The Travelers Companies | PairCorr |
| 0.68 | BAC | Bank of America | PairCorr |
| 0.66 | AXP | American Express | PairCorr |
| 0.89 | DIS | Walt Disney | PairCorr |
| 0.66 | JPM | JPMorgan Chase Co | PairCorr |
| 0.9 | BA | The Boeing | PairCorr |
Sensitivity To Market
Innovator Equity beta coefficient measures the volatility of Innovator Equity ETF relative to the systematic risk of the broad market benchmark. A beta of 0.82 indicates the degree of sensitivity to market-wide movements. Current total volatility is approximately 0.85%. Innovator Equity Accelerated has shown noticeable price swings over the selected period. Downside deviation is about 0.93% and standard deviation is about 0.89%, which summarize how widely returns have moved. Creation/redemption activity keeps price closer to NAV, but volatility still rises during stress. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Innovator Equity Demand TrendCurrent 90-day Innovator Equity correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation measures how far Innovator Equity returns deviate from the historical mean and remains a primary indicator of total price volatility. A large standard deviation signals wide price swings; a small one signals relative stability.
Standard Deviation | 0.85 |
For Innovator Equity, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of Innovator Equity's returns. For Innovator Equity Accelerated, recent data highlights a Downside Deviation of 0.93, a Downside Variance of 0.87, and a Maximum Drawdown of 3.80.
ETF Volatility Analysis
Volatility describes the degree to which Innovator Equity ETF price fluctuates in either direction. It captures how much Innovator Equity's price fluctuates, which is relevant to allocation calibration.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Innovator Equity's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Innovator Equity has a beta of 0.8158. This entails as returns on the market go up, Innovator Equity's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Innovator Equity Accelerated tends to be smaller as well.Innovator Equity remains sensitive to broader ETF market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For Innovator Equity Accelerated, recent data highlights a Downside Deviation of 0.93, a Mean Deviation of 0.65, and a Semi Deviation of 0.89.
Predicted Return Distribution |
| Density |
What Drives Innovator Equity's Price Volatility?
Holdings and Allocation
Changes in underlying holdings, sector weights, and rebalancing activity within the Defined Outcome category can influence Innovator Equity's price dispersion even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for Innovator Equity.Innovator Equity's Fund-Specific Factors
Flows in and out of the fund, tracking error, and premium-to-NAV shifts are common drivers of short-term price movement in Innovator Equity's shares.ETF Risk Measures
Given a 90-day horizon, the coefficient of variation of Innovator Equity is -54358.29. The daily returns are distributed with a variance of 0.73 and standard deviation of 0.85. The mean deviation of Innovator Equity Accelerated is currently at 0.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.82 | |
σ | Overall volatility | 0.85 | |
Ir | Information ratio | 0.01 |
ETF Return Volatility
Innovator Equity historical daily return volatility represents how much of Innovator Equity ETF's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF reported 0.8536% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial reported 0.9164% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Innovator Equity Competition Risk-Adjusted Indicators
Strong recent returns in Innovator Equity ETF do not always mean Innovator Equity ETF is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| META | 1.69 | -0.12 | 0.00 | -0.10 | 0.00 | 2.61 | 15.22 | |||
| MSFT | 1.36 | 0.01 | 0.01 | 0.02 | 1.76 | 3.11 | 8.57 | |||
| UBER | 1.66 | 0.05 | 0.02 | 0.05 | 2.00 | 3.61 | 11.61 | |||
| F | 1.54 | -0.14 | 0.00 | -0.11 | 0.00 | 4.11 | 9.26 | |||
| T | 1.16 | -0.10 | 0.00 | 0.33 | 0.00 | 2.34 | 7.75 | |||
| A | 1.43 | -0.20 | 0.00 | -0.21 | 0.00 | 2.67 | 8.08 | |||
| CRM | 2.09 | -0.11 | 0.00 | -1.46 | 0.00 | 4.07 | 13.46 | |||
| JPM | 1.13 | -0.06 | 0.00 | -0.05 | 0.00 | 2.16 | 8.17 | |||
| MRK | 1.15 | -0.08 | 0.00 | -0.17 | 0.00 | 2.73 | 7.67 | |||
| XOM | 1.40 | -0.02 | 0.00 | 0.02 | 0.00 | 2.67 | 8.59 |
Risk Metrics, Assumptions & Methodology
Return dispersion for Innovator Equity quantifies how far daily or periodic returns deviate from the average across the measurement window. Dispersion compression can indicate low-information regimes where prices drift on thin conviction.
Reported values for Innovator Equity Accelerated are derived from fund disclosures and market reference feeds and standardized for analysis. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Innovator Equity Accelerated is less volatile than Dow Jones Industrial by approximately 1.08x over the selected horizon. This differential reflects the relative dispersion of returns and frames how each asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 7% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Innovator Equity Accelerated with characteristics aligned to broad market upside participation. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Innovator Equity probability analysis.
Minimal diversification benefit
Across the chosen horizon, Innovator Equity and Dow Jones show a correlation of 0.94 and fall into the Minimal diversification benefit bucket. This chart measures the degree of risk overlap between Innovator Equity and Dow Jones.
Additional Risk Indicators
A broader risk-indicator set for Innovator Equity Accelerated extends the analysis beyond standard volatility and risk measures. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0182 | |||
| Market Risk Adjusted Performance | 0.0193 | |||
| Mean Deviation | 0.6473 | |||
| Semi Deviation | 0.8933 | |||
| Downside Deviation | 0.934 | |||
| Coefficient Of Variation | 5077.44 | |||
| Standard Deviation | 0.8915 |
Innovator Equity Suggested Diversification Pairs
Pair analysis provides a framework for evaluating relative performance between Innovator Equity Accelerated and comparable securities. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Innovator Equity as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Innovator Equity's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Innovator Equity's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Innovator Equity Accelerated.