ZSEP vs LSAF

Comparison between Innovator Equity Defined Protection ETF - 1 Yr September (ZSEP, ETF) and LEADERSHARES(R) ALPHAFACTOR(R) US CORE EQUITY ETF (LSAF, ETF).

ZSEP vs LSAF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZSEP(ETF)	LSAF(ETF)
Net Assets	$123M	$123M
Expense Ratio	0.79%	0.75%
Max Drawdown	3.97%	41.67%
Sharpe Ratio	0.89	1.54
5Y Beta	0.16	0.87
P/E Ratio	N/A	22.16
Forward P/E	N/A	14.85
PEG Ratio	N/A	0.37
5Y Dividends CAGR	N/A	21.97%
5Y EPS CAGR	N/A	13.12%
Debt to Equity	N/A	2.85%
P/S Ratio	N/A	1.25
P/B Ratio	N/A	3.36

Net Assets

ZSEP

$123M

Winner

LSAF

$123M

Expense Ratio

ZSEP

0.79%

Winner

LSAF

0.75%

Max Drawdown

Winner

ZSEP

3.97%

LSAF

41.67%

Sharpe Ratio

ZSEP

0.89

Winner

LSAF

1.54

5Y Beta

Winner

ZSEP

0.16

LSAF

0.87

P/E Ratio

ZSEP

N/A

LSAF

22.16

Forward P/E

ZSEP

N/A

LSAF

14.85

PEG Ratio

ZSEP

N/A

LSAF

0.37

5Y Dividends CAGR

ZSEP

N/A

LSAF

21.97%

5Y EPS CAGR

ZSEP

N/A

LSAF

13.12%

Debt to Equity

ZSEP

N/A

LSAF

2.85%

P/S Ratio

ZSEP

N/A

LSAF

1.25

P/B Ratio

ZSEP

N/A

LSAF

3.36

ZSEP vs LSAF - Historical Returns

Returns include dividend reinvestment.

Period	ZSEP	LSAF
1 month	+0.69%	+4.32%
3 months	+1.55%	+13.09%
6 months	+3.47%	+18.55%
1 year	+5.96%	+27.20%
5 years(CAGR)	N/A	+11.11%
Max(CAGR)	+6.55%	+11.46%

ZSEP

+0.69%

Winner

LSAF

+4.32%

ZSEP

+1.55%

Winner

LSAF

+13.09%

ZSEP

+3.47%

Winner

LSAF

+18.55%

ZSEP

+5.96%

Winner

LSAF

+27.20%

5Y(CAGR)

ZSEP

N/A

LSAF

+11.11%

Max(CAGR)

ZSEP

+6.55%

Winner

LSAF

+11.46%

ZSEP vs LSAF - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	ZSEP	LSAF
2026	+3.84%	+23.45%
2025	+6.82%	+11.70%
2024	+2.12%	+18.47%
2023	N/A	+16.95%
2022	N/A	-13.02%
2021	N/A	+24.05%
2020	N/A	+6.59%
2019	N/A	+28.51%
2018	N/A	-15.47%

ZSEP vs LSAF Drawdown Comparison

The maximum drawdown for ZSEP was -3.97%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.

The maximum drawdown for LSAF was -41.67%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The current LSAF drawdown is -0.29%.

Rank	ZSEP	LSAF
#1	-3.97% Feb 19, 2025 - May 15, 2025	-41.67% Feb 12, 2020 - Nov 16, 2020
#2	-1.45% Feb 26, 2026 - Apr 9, 2026	-24.93% Jan 4, 2022 - Jan 22, 2024
#3	-0.81% Nov 12, 2025 - Nov 26, 2025	-20.74% Oct 2, 2018 - Jul 1, 2019
#4	-0.71% May 19, 2025 - Jun 2, 2025	-20.26% Nov 26, 2024 - Aug 22, 2025
#5	-0.64% Oct 8, 2025 - Oct 22, 2025	-7.65% Jul 16, 2024 - Aug 23, 2024
#6	-0.62% Oct 18, 2024 - Nov 6, 2024	-7.43% Jul 26, 2019 - Oct 25, 2019
#7	-0.56% Dec 16, 2024 - Jan 15, 2025	-6.99% Mar 28, 2024 - Jul 16, 2024
#8	-0.52% Feb 2, 2026 - Feb 26, 2026	-6.58% Feb 6, 2026 - Apr 13, 2026
#9	-0.45% Jan 12, 2026 - Jan 26, 2026	-6.43% Aug 30, 2021 - Nov 3, 2021
#10	-0.42% Nov 7, 2024 - Nov 26, 2024	-5.93% Nov 12, 2025 - Dec 5, 2025
#11	-0.38% Sep 19, 2025 - Oct 1, 2025	-5.90% Nov 16, 2021 - Dec 29, 2021
#12	-0.38% Jul 28, 2025 - Aug 6, 2025	-5.23% May 7, 2021 - Aug 3, 2021
#13	-0.37% Jun 1, 2026 - Jun 15, 2026	-5.10% Feb 12, 2021 - Mar 11, 2021
#14	-0.36% Sep 27, 2024 - Oct 11, 2024	-4.84% Aug 30, 2024 - Sep 19, 2024
#15	-0.35% Jan 24, 2025 - Feb 6, 2025	-4.62% Jan 20, 2021 - Feb 9, 2021