GLOF vs BSEP

Comparison between ISHARES GLOBAL EQUITY FACTOR ETF (GLOF, ETF) and Innovator U.S. Equity Buffer ETF - September (BSEP, ETF).

5-Year PerformanceGLOF has outperformed BSEP, delivering a return of +12.0% compared to +10.9%

GLOF vs BSEP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOF(ETF)	BSEP(ETF)
Net Assets	$216M	$214M
Expense Ratio	0.20%	0.79%
Max Drawdown	36.73%	23.98%
Sharpe Ratio	1.40	1.38
5Y Beta	0.88	0.63
P/E Ratio	23.92	N/A
Forward P/E	19.81	N/A
PEG Ratio	0.27	N/A
5Y Dividends CAGR	8.06%	N/A
Debt to Equity	111.18%	N/A
P/S Ratio	2.82	N/A
P/B Ratio	6.63	N/A

Net Assets

Winner

GLOF

$216M

BSEP

$214M

Expense Ratio

Winner

GLOF

0.20%

BSEP

0.79%

Max Drawdown

GLOF

36.73%

Winner

BSEP

23.98%

Sharpe Ratio

Winner

GLOF

1.40

BSEP

1.38

5Y Beta

GLOF

0.88

Winner

BSEP

0.63

P/E Ratio

GLOF

23.92

BSEP

N/A

Forward P/E

GLOF

19.81

BSEP

N/A

PEG Ratio

GLOF

0.27

BSEP

N/A

5Y Dividends CAGR

GLOF

8.06%

BSEP

N/A

Debt to Equity

GLOF

111.18%

BSEP

N/A

P/S Ratio

GLOF

2.82

BSEP

N/A

P/B Ratio

GLOF

6.63

BSEP

N/A

GLOF vs BSEP - Historical Returns

Returns include dividend reinvestment.

Period	GLOF	BSEP
1 month	+4.83%	+2.17%
3 months	+4.40%	+3.13%
6 months	+11.77%	+8.84%
1 year	+24.29%	+14.58%
5 years(CAGR)	+12.02%	+10.90%
10 years(CAGR)	+12.18%	N/A
Max(CAGR)	+10.41%	+12.22%

Winner

GLOF

+4.83%

BSEP

+2.17%

Winner

GLOF

+4.40%

BSEP

+3.13%

Winner

GLOF

+11.77%

BSEP

+8.84%

Winner

GLOF

+24.29%

BSEP

+14.58%

5Y(CAGR)

Winner

GLOF

+12.02%

BSEP

+10.90%

10Y(CAGR)

GLOF

+12.18%

BSEP

N/A

Max(CAGR)

GLOF

+10.41%

Winner

BSEP

+12.22%

GLOF vs BSEP - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	GLOF	BSEP
2026	+16.63%	+9.57%
2025	+23.93%	+14.88%
2024	+18.47%	+17.47%
2023	+22.63%	+21.06%
2022	-17.06%	-9.50%
2021	+18.81%	+15.70%
2020	+9.17%	+11.86%
2019	+23.24%	+7.23%
2018	-14.23%	N/A
2017	+28.64%	N/A
2016	+7.66%	N/A
2015	-6.46%	N/A

GLOF vs BSEP Drawdown Comparison

The maximum drawdown for GLOF was -34.12%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The maximum drawdown for BSEP was -23.98%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The current GLOF drawdown is -0.43%.

Rank	GLOF	BSEP
#1	-34.12% Jan 17, 2020 - Nov 11, 2020	-23.98% Feb 19, 2020 - Jul 20, 2020
#2	-25.14% Jan 4, 2022 - Dec 19, 2023	-15.02% Jan 4, 2022 - Jun 12, 2023
#3	-23.82% Jan 26, 2018 - Jan 17, 2020	-13.36% Feb 19, 2025 - Jun 24, 2025
#4	-19.94% May 21, 2015 - Jan 10, 2017	-7.95% Jul 31, 2023 - Nov 30, 2023
#5	-16.12% Feb 18, 2025 - May 15, 2025	-6.35% Sep 2, 2020 - Nov 9, 2020
#6	-9.05% Feb 25, 2026 - Apr 14, 2026	-5.70% Jan 28, 2026 - Apr 14, 2026
#7	-8.72% Jul 16, 2024 - Aug 23, 2024	-3.91% Jul 16, 2024 - Aug 14, 2024
#8	-7.20% Sep 3, 2021 - Dec 27, 2021	-3.50% Sep 3, 2021 - Oct 20, 2021
#9	-5.16% Feb 16, 2021 - Mar 17, 2021	-3.34% Mar 28, 2024 - May 9, 2024
#10	-4.80% Mar 21, 2024 - May 10, 2024	-2.97% Oct 28, 2025 - Dec 3, 2025
#11	-4.80% Jan 21, 2021 - Feb 11, 2021	-2.90% Aug 30, 2024 - Sep 16, 2024
#12	-4.72% Oct 29, 2025 - Dec 10, 2025	-2.68% Sep 12, 2019 - Oct 21, 2019
#13	-4.53% Jun 2, 2026 - Aug 3, 2026	-2.62% Nov 18, 2021 - Dec 10, 2021
#14	-4.40% Dec 6, 2024 - Jan 23, 2025	-2.58% Jan 21, 2021 - Feb 5, 2021
#15	-4.25% Aug 23, 2024 - Sep 19, 2024	-2.42% Feb 16, 2021 - Mar 11, 2021

Correlation

Correlation between GLOF and BSEP is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2015 - 2026)

GLOF vs BSEP dividend yield comparison.

Year	GLOF	BSEP
2026	0.73%	0.00%
2025	1.70%	0.00%
2024	2.59%	0.00%
2023	2.51%	0.00%
2022	2.53%	0.00%
2021	1.90%	0.00%
2020	1.73%	0.00%
2019	2.41%	1.39%
2018	2.03%	0.00%
2017	1.94%	0.00%
2016	1.94%	0.00%
2015	0.92%	0.00%