BJAN vs GQRE

Comparison between Innovator U.S. Equity Buffer ETF - January (BJAN, ETF) and FLEXSHARES GLOBAL QUALITY REAL ESTATE INDEX FUND (GQRE, ETF).

5-Year PerformanceBJAN has outperformed GQRE, delivering a return of +10.4% compared to +2.2%

BJAN vs GQRE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BJAN(ETF)	GQRE(ETF)
Net Assets	$381M	$383M
Expense Ratio	0.79%	0.45%
Max Drawdown	26.87%	41.96%
Sharpe Ratio	1.83	0.79
5Y Beta	0.62	0.52
P/E Ratio	N/A	27.63
Forward P/E	N/A	31.21
5Y Dividends CAGR	N/A	18.44%
5Y EPS CAGR	N/A	9.20%
Debt to Equity	N/A	99.67%
P/S Ratio	N/A	5.43
P/B Ratio	N/A	2.13

Net Assets

BJAN

$381M

Winner

GQRE

$383M

Expense Ratio

BJAN

0.79%

Winner

GQRE

0.45%

Max Drawdown

Winner

BJAN

26.87%

GQRE

41.96%

Sharpe Ratio

Winner

BJAN

1.83

GQRE

0.79

5Y Beta

BJAN

0.62

Winner

GQRE

0.52

P/E Ratio

BJAN

N/A

GQRE

27.63

Forward P/E

BJAN

N/A

GQRE

31.21

5Y Dividends CAGR

BJAN

N/A

GQRE

18.44%

5Y EPS CAGR

BJAN

N/A

GQRE

9.20%

Debt to Equity

BJAN

N/A

GQRE

99.67%

P/S Ratio

BJAN

N/A

GQRE

5.43

P/B Ratio

BJAN

N/A

GQRE

2.13

BJAN vs GQRE - Historical Returns

Returns include dividend reinvestment.

Period	BJAN	GQRE
1 month	+1.30%	-1.07%
3 months	+5.69%	+0.15%
6 months	+7.12%	+9.41%
1 year	+19.78%	+13.09%
5 years(CAGR)	+10.44%	+2.20%
10 years(CAGR)	N/A	+3.88%
Max(CAGR)	+12.62%	+5.02%

Winner

BJAN

+1.30%

GQRE

-1.07%

Winner

BJAN

+5.69%

GQRE

+0.15%

BJAN

+7.12%

Winner

GQRE

+9.41%

Winner

BJAN

+19.78%

GQRE

+13.09%

5Y(CAGR)

Winner

BJAN

+10.44%

GQRE

+2.20%

10Y(CAGR)

BJAN

N/A

GQRE

+3.88%

Max(CAGR)

Winner

BJAN

+12.62%

GQRE

+5.02%

BJAN vs GQRE - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	BJAN	GQRE
2026	+5.77%	+8.14%
2025	+15.13%	+9.14%
2024	+17.73%	+6.12%
2023	+24.03%	+8.66%
2022	-11.75%	-26.71%
2021	+15.20%	+34.88%
2020	+11.97%	-8.27%
2019	+20.73%	+23.52%
2018	N/A	-9.20%
2017	N/A	+13.16%
2016	N/A	+5.11%
2015	N/A	+3.67%
2014	N/A	+18.32%
2013	N/A	-0.95%

BJAN vs GQRE Drawdown Comparison

The maximum drawdown for BJAN was -26.86%, occurring on Mar 23, 2020. Recovery took 120 trading sessions.

The maximum drawdown for GQRE was -41.87%, occurring on Mar 23, 2020. Recovery took 325 trading sessions.

The current BJAN drawdown is -1.39%. The current GQRE drawdown is -2.45%.

Rank	BJAN	GQRE
#1	-26.86% Feb 19, 2020 - Aug 10, 2020	-41.87% Feb 14, 2020 - Jun 1, 2021
#2	-17.38% Jan 4, 2022 - Jun 30, 2023	-35.07% Dec 31, 2021 - Feb 17, 2026
#3	-13.81% Feb 19, 2025 - Jun 24, 2025	-13.48% Aug 29, 2018 - Feb 19, 2019
#4	-8.10% Jul 28, 2023 - Nov 15, 2023	-12.78% Jul 29, 2016 - Jun 14, 2017
#5	-6.27% Jan 27, 2026 - Apr 14, 2026	-11.51% Feb 5, 2015 - Mar 17, 2016
#6	-4.69% Aug 28, 2020 - Oct 12, 2020	-10.15% Feb 27, 2026 - May 6, 2026
#7	-4.68% Jul 16, 2024 - Aug 19, 2024	-9.50% Jan 26, 2018 - Jul 6, 2018
#8	-4.67% Oct 12, 2020 - Nov 9, 2020	-6.76% Sep 3, 2021 - Oct 28, 2021
#9	-4.64% Apr 30, 2019 - Jun 19, 2019	-6.75% Sep 3, 2014 - Oct 31, 2014
#10	-4.07% Jul 26, 2019 - Sep 12, 2019	-4.97% Jul 10, 2019 - Sep 4, 2019
#11	-3.06% Mar 28, 2024 - May 9, 2024	-4.74% Nov 18, 2013 - Feb 18, 2014
#12	-2.60% May 7, 2021 - May 28, 2021	-4.57% Nov 24, 2021 - Dec 8, 2021
#13	-2.56% Jan 20, 2021 - Feb 4, 2021	-4.13% Jun 23, 2016 - Jun 30, 2016
#14	-2.55% Sep 12, 2019 - Oct 15, 2019	-4.13% May 10, 2016 - Jun 21, 2016
#15	-2.41% Feb 12, 2021 - Mar 12, 2021	-3.73% Jun 10, 2021 - Jul 12, 2021

Correlation

Correlation between BJAN and GQRE is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.65

-101

Dividend Comparison (2013 - 2026)

BJAN vs GQRE dividend yield comparison.

Year	BJAN	GQRE
2026	0.00%	0.12%
2025	0.00%	4.75%
2024	0.00%	3.77%
2023	0.00%	2.91%
2022	0.00%	2.56%
2021	0.00%	2.36%
2020	0.00%	2.05%
2019	4.66%	4.29%
2018	0.00%	3.22%
2017	0.00%	1.97%
2016	0.00%	4.16%
2015	0.00%	2.32%
2014	0.00%	2.57%
2013	0.00%	0.39%