PSEP vs DJP

Comparison between Innovator U.S. Equity Power Buffer ETF - September (PSEP, ETF) and iPath Bloomberg Commodity Index Total Return ETN (DJP, ETF).

5-Year PerformanceDJP has outperformed PSEP, delivering a return of +11.9% compared to +9.4%

PSEP vs DJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PSEP(ETF)	DJP(ETF)
Net Assets	$850M	$850M
Expense Ratio	0.79%	0.70%
Max Drawdown	17.90%	78.35%
Sharpe Ratio	1.40	1.47
5Y Beta	0.46	0.17

Net Assets

Winner

PSEP

$850M

DJP

$850M

Expense Ratio

PSEP

0.79%

Winner

DJP

0.70%

Max Drawdown

Winner

PSEP

17.90%

DJP

78.35%

Sharpe Ratio

PSEP

1.40

Winner

DJP

1.47

5Y Beta

PSEP

0.46

Winner

DJP

0.17

PSEP vs DJP - Historical Returns

Returns include dividend reinvestment.

Period	PSEP	DJP
1 month	+0.76%	+7.11%
3 months	+3.44%	+0.23%
6 months	+5.45%	+17.55%
1 year	+11.95%	+36.58%
5 years(CAGR)	+9.42%	+11.89%
10 years(CAGR)	N/A	+7.41%
Max(CAGR)	+9.62%	-0.07%

PSEP

+0.76%

Winner

DJP

+7.11%

Winner

PSEP

+3.44%

DJP

+0.23%

PSEP

+5.45%

Winner

DJP

+17.55%

PSEP

+11.95%

Winner

DJP

+36.58%

5Y(CAGR)

PSEP

+9.42%

Winner

DJP

+11.89%

10Y(CAGR)

PSEP

N/A

DJP

+7.41%

Max(CAGR)

Winner

PSEP

+9.62%

DJP

-0.07%

PSEP vs DJP - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	PSEP	DJP
2026	+5.83%	+27.16%
2025	+11.98%	+16.15%
2024	+12.80%	+6.33%
2023	+19.21%	-7.71%
2022	-4.00%	+16.89%
2021	+9.71%	+29.92%
2020	+8.14%	-4.33%
2019	+4.62%	+7.53%
2018	N/A	-13.67%
2017	N/A	+2.61%
2016	N/A	+13.81%
2015	N/A	-27.59%
2014	N/A	-18.30%
2013	N/A	-11.27%
2012	N/A	-4.42%
2011	N/A	-14.13%
2010	N/A	+13.97%
2009	N/A	+16.26%
2008	N/A	-39.03%
2007	N/A	+18.96%
2006	N/A	+0.80%

PSEP vs DJP Drawdown Comparison

The maximum drawdown for PSEP was -17.90%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.

The maximum drawdown for DJP was -78.35%, occurring on Apr 21, 2020. This drawdown has not yet recovered.

The current PSEP drawdown is -0.09%. The current DJP drawdown is -34.50%.

Rank	PSEP	DJP
#1	-17.90% Feb 19, 2020 - Jul 14, 2020	-78.35% Jul 2, 2008 - Apr 21, 2020
#2	-9.92% Feb 19, 2025 - Jun 6, 2025	-10.49% Mar 13, 2008 - May 21, 2008
#3	-9.80% Jan 4, 2022 - Jan 31, 2023	-10.48% Nov 30, 2006 - Feb 26, 2007
#4	-5.45% Jul 31, 2023 - Nov 17, 2023	-8.29% Jun 15, 2007 - Sep 18, 2007
#5	-4.63% Sep 2, 2020 - Nov 5, 2020	-6.22% Jan 14, 2008 - Feb 8, 2008
#6	-4.41% Feb 2, 2023 - Apr 13, 2023	-4.79% Feb 26, 2007 - Apr 10, 2007
#7	-4.08% Feb 25, 2026 - Apr 13, 2026	-4.53% Nov 6, 2007 - Dec 26, 2007
#8	-2.45% Sep 3, 2021 - Oct 20, 2021	-4.42% May 21, 2008 - Jun 6, 2008
#9	-2.28% Jul 31, 2024 - Aug 13, 2024	-4.18% Sep 27, 2007 - Oct 18, 2007
#10	-2.13% Aug 30, 2024 - Sep 16, 2024	-3.41% Mar 5, 2008 - Mar 13, 2008
#11	-2.12% Oct 27, 2025 - Nov 28, 2025	-3.38% Nov 9, 2006 - Nov 24, 2006
#12	-2.12% Nov 16, 2021 - Dec 23, 2021	-3.22% Jun 4, 2007 - Jun 15, 2007
#13	-2.03% Mar 28, 2024 - May 6, 2024	-2.67% May 21, 2007 - Jun 4, 2007
#14	-1.81% Jan 21, 2021 - Feb 8, 2021	-2.17% Jun 6, 2008 - Jun 11, 2008
#15	-1.78% May 1, 2023 - May 18, 2023	-2.08% Mar 3, 2008 - Mar 5, 2008