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ZMAY vs PZT

Comparison between Innovator Equity Defined Protection ETF 1 Yr May (ZMAY, ETF) and INVESCO NEW YORK AMT-FREE MUNICIPAL BOND ETF (PZT, ETF).

ZMAY vs PZT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
ZMAY
$134M
Winner
PZT
$135M
Expense Ratio
ZMAY
0.79%
Winner
PZT
0.28%
Max Drawdown
Winner
ZMAY
0.70%
PZT
25.44%
Sharpe Ratio
Winner
ZMAY
1.10
PZT
1.03
5Y Beta
ZMAY
0.10
Winner
PZT
0.08
5Y Dividends CAGR
ZMAY
N/A
PZT
5.75%

ZMAY vs PZT - Historical Returns

Returns include dividend reinvestment.

1M
ZMAY
+0.05%
Winner
PZT
+0.57%
3M
ZMAY
+1.50%
Winner
PZT
+2.12%
6M
ZMAY
+2.31%
Winner
PZT
+2.58%
1Y
ZMAY
+5.43%
Winner
PZT
+8.25%
5Y(CAGR)
ZMAY
N/A
PZT
-0.25%
10Y(CAGR)
ZMAY
N/A
PZT
+1.79%
Max(CAGR)
Winner
ZMAY
+5.96%
PZT
+2.98%

ZMAY vs PZT - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearZMAYPZT
2026+1.88%+2.39%
2025+4.67%+1.01%
2024N/A+1.65%
2023N/A+7.35%
2022N/A-12.87%
2021N/A+2.53%
2020N/A+5.60%
2019N/A+8.88%
2018N/A-0.34%
2017N/A+5.69%
2016N/A+1.19%
2015N/A+2.75%
2014N/A+15.43%
2013N/A-6.92%
2012N/A+7.13%
2011N/A+12.45%
2010N/A+0.02%
2009N/A+16.86%
2008N/A-13.72%
2007N/A+1.19%

ZMAY vs PZT Drawdown Comparison

The maximum drawdown for ZMAY was -0.70%, occurring on Jun 10, 2026. This drawdown has not yet recovered.

The maximum drawdown for PZT was -22.71%, occurring on Oct 16, 2008. Recovery took 422 trading sessions.

The current ZMAY drawdown is -0.35%. The current PZT drawdown is -1.85%.

RankZMAYPZT
#1-0.70%
Jun 2, 2026 - Jun 10, 2026
-22.71%
Jan 16, 2008 - Sep 18, 2009
#2-0.39%
Mar 16, 2026 - Mar 31, 2026
-19.13%
Jul 19, 2021 - Oct 26, 2022
#3-0.39%
May 19, 2025 - May 30, 2025
-16.55%
Mar 9, 2020 - Aug 5, 2020
#4-0.34%
Nov 12, 2025 - Nov 25, 2025
-12.33%
Nov 30, 2012 - May 29, 2014
#5-0.29%
May 14, 2026 - May 26, 2026
-10.45%
Sep 27, 2010 - Aug 9, 2011
#6-0.24%
Jul 10, 2025 - Jul 18, 2025
-7.34%
Jul 5, 2016 - Nov 7, 2017
#7-0.22%
Mar 9, 2026 - Mar 16, 2026
-4.19%
Oct 6, 2009 - Apr 21, 2010
#8-0.20%
Jul 23, 2025 - Aug 4, 2025
-3.41%
Dec 29, 2017 - Jan 2, 2019
#9-0.18%
Oct 6, 2025 - Oct 20, 2025
-3.33%
Feb 12, 2021 - Jun 3, 2021
#10-0.18%
Jan 12, 2026 - Jan 27, 2026
-2.94%
Jan 30, 2015 - Oct 16, 2015
#11-0.16%
May 2, 2025 - May 12, 2025
-2.55%
Aug 7, 2020 - Nov 19, 2020
#12-0.16%
Jun 12, 2025 - Jun 18, 2025
-2.31%
Sep 23, 2011 - Dec 7, 2011
#13-0.15%
Mar 2, 2026 - Mar 9, 2026
-2.02%
Sep 3, 2019 - Jan 6, 2020
#14-0.14%
Oct 27, 2025 - Nov 10, 2025
-1.86%
Oct 22, 2007 - Dec 11, 2007
#15-0.14%
Aug 22, 2025 - Sep 4, 2025
-1.67%
Jan 31, 2012 - Apr 23, 2012

Correlation

Correlation between ZMAY and PZT is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91
-101

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