KSEP vs NISM

Comparison between Innovator U.S. Small Cap Power Buffer ETF - September (KSEP, ETF) and NYLI INTERNATIONAL SMALL-MID CAP EQUITY ETF (NISM, ETF).

KSEP vs NISM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KSEP(ETF)	NISM(ETF)
Net Assets	$25M	$25M
Expense Ratio	0.79%	0.70%
Max Drawdown	14.92%	4.35%
Sharpe Ratio	1.47	-0.94
5Y Beta	0.57	0.77

Net Assets

KSEP

$25M

Winner

NISM

$25M

Expense Ratio

KSEP

0.79%

Winner

NISM

0.70%

Max Drawdown

KSEP

14.92%

Winner

NISM

4.35%

Sharpe Ratio

Winner

KSEP

1.47

NISM

-0.94

5Y Beta

Winner

KSEP

0.57

NISM

0.77

KSEP vs NISM - Historical Returns

Returns include dividend reinvestment.

Period	KSEP	NISM
1 month	+0.76%	-0.91%
3 months	+4.71%	N/A
6 months	+7.03%	N/A
1 year	+19.70%	N/A
Max(CAGR)	+12.30%	-9.42%

Winner

KSEP

+0.76%

NISM

-0.91%

KSEP

+4.71%

NISM

N/A

KSEP

+7.03%

NISM

N/A

KSEP

+19.70%

NISM

N/A

Max(CAGR)

Winner

KSEP

+12.30%

NISM

-9.42%

KSEP vs NISM - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	KSEP	NISM
2026	+10.41%	-1.85%
2025	+8.44%	N/A
2024	+3.08%	N/A

KSEP vs NISM Drawdown Comparison

The maximum drawdown for KSEP was -14.92%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The maximum drawdown for NISM was -4.35%, occurring on Jun 10, 2026. This drawdown has not yet recovered.

The current NISM drawdown is -1.93%.

Rank	KSEP	NISM
#1	-14.92% Nov 25, 2024 - Aug 22, 2025	-4.35% May 26, 2026 - Jun 10, 2026
#2	-4.75% Jan 22, 2026 - Apr 9, 2026	-2.68% May 13, 2026 - May 26, 2026
#3	-4.31% Oct 27, 2025 - Dec 3, 2025	N/A
#4	-2.32% Nov 11, 2024 - Nov 25, 2024	N/A
#5	-1.83% Oct 16, 2024 - Nov 6, 2024	N/A
#6	-1.77% Oct 6, 2025 - Oct 14, 2025	N/A
#7	-1.68% Dec 11, 2025 - Jan 6, 2026	N/A
#8	-1.49% Sep 19, 2024 - Oct 14, 2024	N/A
#9	-1.24% Sep 4, 2024 - Sep 13, 2024	N/A
#10	-1.23% Jun 4, 2026 - Jun 12, 2026	N/A
#11	-1.20% Oct 15, 2025 - Oct 24, 2025	N/A
#12	-1.15% May 6, 2026 - May 21, 2026	N/A
#13	-1.13% Sep 18, 2025 - Oct 3, 2025	N/A
#14	-0.93% Aug 22, 2025 - Aug 27, 2025	N/A
#15	-0.84% Aug 28, 2025 - Sep 5, 2025	N/A

Correlation

Correlation between KSEP and NISM is -0.93 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.93

-101