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BJUL vs HEEM

Comparison between Innovator U.S. Equity Buffer ETF - July (BJUL, ETF) and ISHARES CURRENCY HEDGED MSCI EMERGING MARKETS ETF (HEEM, ETF).

5-Year PerformanceBJUL has outperformed HEEM, delivering a return of +11.5% compared to +9.8%

BJUL vs HEEM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
BJUL
$275M
Winner
HEEM
$275M
Expense Ratio
BJUL
0.79%
Winner
HEEM
0.72%
Max Drawdown
Winner
BJUL
24.03%
HEEM
35.35%
Sharpe Ratio
BJUL
1.74
Winner
HEEM
2.12
5Y Beta
Winner
BJUL
0.66
HEEM
0.73
5Y Dividends CAGR
BJUL
N/A
HEEM
14.21%

BJUL vs HEEM - Historical Returns

Returns include dividend reinvestment.

1M
BJUL
+1.04%
Winner
HEEM
+3.60%
3M
BJUL
+7.31%
Winner
HEEM
+18.85%
6M
BJUL
+6.92%
Winner
HEEM
+28.40%
1Y
BJUL
+17.69%
Winner
HEEM
+53.43%
5Y(CAGR)
Winner
BJUL
+11.51%
HEEM
+9.83%
10Y(CAGR)
BJUL
N/A
HEEM
+11.24%
Max(CAGR)
Winner
BJUL
+10.03%
HEEM
+8.51%

BJUL vs HEEM - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

YearBJULHEEM
2026+6.22%+22.58%
2025+14.00%+34.47%
2024+19.20%+13.00%
2023+22.22%+8.27%
2022-7.58%-17.43%
2021+11.66%-2.74%
2020+8.50%+15.36%
2019+17.26%+17.92%
2018-8.49%-12.68%
2017N/A+26.04%
2016N/A+11.00%
2015N/A-9.15%
2014N/A-1.12%

BJUL vs HEEM Drawdown Comparison

The maximum drawdown for BJUL was -24.03%, occurring on Mar 23, 2020. Recovery took 125 trading sessions.

The maximum drawdown for HEEM was -33.53%, occurring on Oct 24, 2022. Recovery took 1097 trading sessions.

The current BJUL drawdown is -0.06%. The current HEEM drawdown is -3.95%.

RankBJULHEEM
#1-24.03%
Feb 13, 2020 - Aug 12, 2020
-33.53%
Feb 17, 2021 - Jul 1, 2025
#2-14.06%
Feb 19, 2025 - Jun 24, 2025
-28.82%
Jan 26, 2018 - Aug 5, 2020
#3-13.23%
Sep 21, 2018 - Apr 23, 2019
-27.54%
Apr 27, 2015 - Jul 11, 2017
#4-13.19%
Jan 4, 2022 - Jun 2, 2023
-10.83%
Feb 25, 2026 - Apr 17, 2026
#5-7.47%
Jul 31, 2023 - Nov 20, 2023
-8.71%
Nov 21, 2014 - Jan 22, 2015
#6-6.06%
Jul 16, 2024 - Aug 23, 2024
-8.01%
Jun 2, 2026 - Jun 10, 2026
#7-5.40%
Feb 25, 2026 - Apr 13, 2026
-5.70%
Aug 26, 2020 - Oct 12, 2020
#8-4.53%
Sep 2, 2020 - Oct 12, 2020
-5.39%
Nov 21, 2017 - Jan 2, 2018
#9-4.51%
Oct 12, 2020 - Nov 6, 2020
-5.25%
Jan 25, 2021 - Feb 5, 2021
#10-4.36%
Jul 26, 2019 - Oct 25, 2019
-4.29%
Feb 20, 2015 - Apr 2, 2015
#11-3.43%
Apr 1, 2024 - May 7, 2024
-4.17%
Oct 8, 2025 - Oct 20, 2025
#12-3.07%
Aug 30, 2021 - Oct 19, 2021
-4.14%
Oct 29, 2025 - Dec 4, 2025
#13-2.96%
Apr 29, 2019 - Jul 2, 2019
-4.13%
May 11, 2026 - May 26, 2026
#14-2.93%
Aug 30, 2024 - Sep 17, 2024
-3.56%
Jan 22, 2015 - Feb 13, 2015
#15-2.77%
Oct 27, 2025 - Nov 28, 2025
-3.36%
Oct 6, 2014 - Oct 31, 2014

Correlation

Correlation between BJUL and HEEM is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85
-101

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