IMAY vs TBLU

Comparison between Innovator International Developed Power Buffer ETF - May (IMAY, ETF) and TORTOISE GLOBAL WATER ETF (TBLU, ETF).

IMAY vs TBLU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMAY(ETF)	TBLU(ETF)
Net Assets	$55M	$55M
Expense Ratio	0.85%	0.40%
Max Drawdown	9.38%	37.58%
Sharpe Ratio	1.16	-0.25
5Y Beta	0.41	0.64
P/E Ratio	N/A	25.09
Forward P/E	N/A	20.79
PEG Ratio	N/A	1.21
5Y Dividends CAGR	N/A	34.79%
Debt to Equity	N/A	45.18%
P/S Ratio	N/A	2.70
P/B Ratio	N/A	3.62

Net Assets

IMAY

$55M

TBLU

$55M

Expense Ratio

IMAY

0.85%

Winner

TBLU

0.40%

Max Drawdown

Winner

IMAY

9.38%

TBLU

37.58%

Sharpe Ratio

Winner

IMAY

1.16

TBLU

-0.25

5Y Beta

Winner

IMAY

0.41

TBLU

0.64

P/E Ratio

IMAY

N/A

TBLU

25.09

Forward P/E

IMAY

N/A

TBLU

20.79

PEG Ratio

IMAY

N/A

TBLU

1.21

5Y Dividends CAGR

IMAY

N/A

TBLU

34.79%

Debt to Equity

IMAY

N/A

TBLU

45.18%

P/S Ratio

IMAY

N/A

TBLU

2.70

P/B Ratio

IMAY

N/A

TBLU

3.62

IMAY vs TBLU - Historical Returns

Returns include dividend reinvestment.

Period	IMAY	TBLU
1 month	-0.07%	+1.74%
3 months	+2.86%	-1.80%
6 months	+5.20%	-4.33%
1 year	+12.84%	-1.11%
5 years(CAGR)	N/A	+4.20%
10 years(CAGR)	N/A	+9.70%
Max(CAGR)	+11.84%	+9.70%

IMAY

-0.07%

Winner

TBLU

+1.74%

Winner

IMAY

+2.86%

TBLU

-1.80%

Winner

IMAY

+5.20%

TBLU

-4.33%

Winner

IMAY

+12.84%

TBLU

-1.11%

5Y(CAGR)

IMAY

N/A

TBLU

+4.20%

10Y(CAGR)

IMAY

N/A

TBLU

+9.70%

Max(CAGR)

Winner

IMAY

+11.84%

TBLU

+9.70%

IMAY vs TBLU - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	IMAY	TBLU
2026	+6.20%	+0.41%
2025	+20.27%	+12.42%
2024	+0.30%	+9.92%
2023	N/A	+20.01%
2022	N/A	-25.20%
2021	N/A	+30.22%
2020	N/A	+16.37%
2019	N/A	+38.09%
2018	N/A	-12.48%
2017	N/A	+20.20%

IMAY vs TBLU Drawdown Comparison

The maximum drawdown for IMAY was -9.38%, occurring on Apr 8, 2025. Recovery took 31 trading sessions.

The maximum drawdown for TBLU was -37.58%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current IMAY drawdown is -0.61%. The current TBLU drawdown is -8.53%.

Rank	IMAY	TBLU
#1	-9.38% Mar 19, 2025 - May 2, 2025	-37.58% Feb 20, 2020 - Oct 12, 2020
#2	-8.14% Sep 26, 2024 - Mar 5, 2025	-35.36% Dec 31, 2021 - Jul 31, 2024
#3	-4.98% Jul 12, 2024 - Aug 19, 2024	-17.25% Jan 26, 2018 - Jun 13, 2019
#4	-4.22% Feb 25, 2026 - Apr 9, 2026	-15.42% Dec 9, 2024 - May 15, 2025
#5	-3.06% Nov 12, 2025 - Dec 10, 2025	-13.17% Feb 26, 2026 - Mar 20, 2026
#6	-2.76% Aug 30, 2024 - Sep 19, 2024	-8.73% Sep 2, 2021 - Nov 9, 2021
#7	-2.49% Jun 6, 2024 - Jul 10, 2024	-8.29% Aug 22, 2025 - Jan 16, 2026
#8	-2.46% Mar 5, 2025 - Mar 17, 2025	-6.00% May 4, 2017 - Jul 20, 2017
#9	-2.25% Jul 23, 2025 - Aug 13, 2025	-5.90% Jan 13, 2021 - Mar 26, 2021
#10	-1.90% May 26, 2026 - Jun 15, 2026	-5.63% Oct 12, 2020 - Nov 5, 2020
#11	-1.73% Oct 6, 2025 - Oct 27, 2025	-5.54% Jul 31, 2024 - Sep 19, 2024
#12	-1.68% May 15, 2024 - Jun 5, 2024	-5.24% Jul 29, 2019 - Sep 18, 2019
#13	-1.45% Aug 22, 2025 - Sep 11, 2025	-5.01% Nov 19, 2021 - Dec 27, 2021
#14	-1.40% Jun 12, 2025 - Jun 27, 2025	-4.60% Oct 7, 2024 - Nov 6, 2024
#15	-1.39% May 6, 2026 - May 26, 2026	-4.27% Mar 1, 2017 - Apr 26, 2017