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BJUN vs KMLM

Comparison between Innovator U.S. Equity Buffer ETF - June (BJUN, ETF) and KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF).

5-Year PerformanceBJUN has outperformed KMLM, delivering a return of +8.2% compared to +6.1%

BJUN vs KMLM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
BJUN
$298M
KMLM
$298M
Expense Ratio
Winner
BJUN
0.79%
KMLM
0.90%
Max Drawdown
Winner
BJUN
22.71%
KMLM
36.50%
Sharpe Ratio
BJUN
0.93
Winner
KMLM
1.00
5Y Beta
BJUN
0.61
Winner
KMLM
0.02

BJUN vs KMLM - Historical Returns

Returns include dividend reinvestment.

1M
BJUN
+0.49%
Winner
KMLM
+5.22%
3M
BJUN
+1.28%
Winner
KMLM
+3.01%
6M
BJUN
+3.81%
Winner
KMLM
+12.32%
1Y
BJUN
+10.39%
Winner
KMLM
+15.10%
5Y(CAGR)
Winner
BJUN
+8.24%
KMLM
+6.15%
Max(CAGR)
Winner
BJUN
+9.59%
KMLM
+7.48%

BJUN vs KMLM - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

YearBJUNKMLM
2026+4.16%+12.80%
2025+12.79%-3.67%
2024+16.72%-1.15%
2023+17.09%-6.25%
2022-11.73%+29.44%
2021+11.48%+7.37%
2020+9.72%+5.40%
2019+11.52%N/A

BJUN vs KMLM Drawdown Comparison

The maximum drawdown for BJUN was -22.71%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The current BJUN drawdown is -0.59%. The current KMLM drawdown is -11.75%.

RankBJUNKMLM
#1-22.71%
Feb 19, 2020 - Jul 20, 2020
-27.61%
Oct 14, 2022 - Jun 20, 2025
#2-16.69%
Mar 29, 2022 - Dec 1, 2023
-14.93%
Jun 13, 2022 - Sep 26, 2022
#3-12.69%
Feb 19, 2025 - Jun 6, 2025
-9.11%
May 12, 2021 - Feb 4, 2022
#4-6.65%
Jan 4, 2022 - Mar 29, 2022
-6.19%
Mar 8, 2022 - Mar 24, 2022
#5-5.38%
Jul 16, 2024 - Aug 19, 2024
-6.02%
Sep 27, 2022 - Oct 10, 2022
#6-4.36%
Feb 25, 2026 - Apr 9, 2026
-5.93%
Feb 24, 2021 - Apr 26, 2021
#7-4.05%
Jul 26, 2019 - Oct 15, 2019
-4.58%
Apr 18, 2022 - May 4, 2022
#8-4.01%
Oct 12, 2020 - Nov 6, 2020
-3.99%
Mar 25, 2022 - Apr 8, 2022
#9-3.68%
Sep 2, 2020 - Oct 12, 2020
-3.60%
May 6, 2022 - May 17, 2022
#10-2.95%
Jun 2, 2026 - Jun 10, 2026
-3.57%
May 17, 2022 - Jun 6, 2022
#11-2.77%
Aug 30, 2024 - Sep 19, 2024
-3.46%
Jan 5, 2021 - Jan 14, 2021
#12-2.65%
Sep 1, 2021 - Oct 19, 2021
-2.85%
Feb 24, 2022 - Mar 2, 2022
#13-2.16%
Nov 16, 2021 - Dec 10, 2021
-2.05%
Jan 14, 2021 - Feb 8, 2021
#14-2.11%
Oct 28, 2025 - Nov 26, 2025
-1.72%
Feb 14, 2022 - Feb 23, 2022
#15-1.92%
Dec 11, 2024 - Jan 21, 2025
-1.50%
Dec 23, 2020 - Dec 29, 2020

Correlation

Correlation between BJUN and KMLM is 0.02 which considered as a very weak or no correlation - the stocks move independently of each other.

0.02
-101

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