BALT Performance — Innovator Defined Wealth Shield ETF
Data updated: 2026-10-01
BALT returned +2.72% year to date and +6.42% over one year to Jul 2026. Annualised returns are +6.95% over 3 years and +6.03% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $122, against $168 for the category, and to $106 over one year, against $108. Volatility over the past three years was 2.62% a year. In the 12 months to Jul 2026 the fund took in a net $1.0B, and assets reached $2.77B.
BALT Growth of $100
What $100 invested in Innovator Defined Wealth Shield ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | BALT | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $106 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $122 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $134 | $159 |
| Since data start (May 2021 – Jul 2026) | $134 | $162 |
BALT Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +2.72% |
| 1 year | +6.42% |
| 3 years (annualised) | +6.95% |
| 5 years (annualised) | +6.03% |
BALT Annual Returns
Calendar-year total returns of Innovator Defined Wealth Shield ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +2.72% |
| 2025 | +6.64% |
| 2024 | +10.04% |
| 2023 | +7.45% |
| 2022 | +2.54% |
| 2021 (May–Dec) | +0.85% |
BALT Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.5% | +0.2% | −0.9% | +1.6% | +0.6% | +0.3% | +0.5% | — | — | — | — | — |
| 2025 | +0.9% | +0.1% | −1.1% | +0.2% | +1.4% | +0.7% | +0.8% | +0.7% | +0.7% | +0.7% | +0.4% | +1.0% |
| 2024 | +0.6% | +1.2% | +0.5% | −0.6% | +1.5% | +1.9% | +0.6% | +1.1% | +0.9% | +0.1% | +1.6% | +0.2% |
| 2023 | +1.2% | 0.0% | +1.2% | +0.7% | +0.4% | +1.3% | +0.9% | 0.0% | −1.1% | −0.1% | +2.2% | +0.5% |
| 2022 | −0.5% | 0.0% | +0.4% | −1.4% | +0.9% | +0.3% | +1.4% | −0.1% | −1.4% | +1.6% | +1.0% | +0.5% |
| 2021 | — | — | — | — | 0.0% | 0.0% | 0.0% | +0.1% | 0.0% | +0.6% | −0.1% | +0.3% |
BALT Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 2.62%
- 3-year Sharpe ratio: 0.94 (vs 4.5% risk-free rate)
- Best month: +2.17% (Nov 2023)
- Worst month: −1.14% (Mar 2025)
BALT Fund Flows
Monthly money in and out of Innovator Defined Wealth Shield ETF, from SEC Form N-PORT.
- 12-month net flow: $1.0B
- 12-month gross sales (incl. reinvestments): $1.4B
- Sales ÷ redemptions: 3.67×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $211.8M | $24.9M | $186.9M |
| Jun 2026 | $97.4M | $856K | $96.6M |
| May 2026 | $33.2M | $0 | $33.2M |
| Apr 2026 | $176.8M | $15.2M | $161.6M |
| Mar 2026 | $73.8M | $836K | $72.9M |
| Feb 2026 | $77.5M | $0 | $77.5M |
| Jan 2026 | $90.7M | $161.9M | −$71.1M |
| Dec 2025 | $49.1M | $122.1M | −$73.0M |
| Nov 2025 | $320.7M | $22.2M | $298.5M |
| Oct 2025 | $171.5M | $3.3M | $168.3M |
| Sep 2025 | $40.9M | $1.6M | $39.3M |
| Aug 2025 | $52.8M | $27.5M | $25.2M |
BALT Assets Under Management
Net assets of Innovator Defined Wealth Shield ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.77B |
| 2026-04-30 | $2.42B |
| 2026-01-31 | $2.08B |
| 2025-10-31 | $1.89B |
| 2025-07-31 | $1.62B |
| 2025-04-30 | $1.40B |
| 2025-01-31 | $1.10B |
| 2024-10-31 | $899.07M |
| 2024-07-31 | $672.84M |
| 2024-04-30 | $632.08M |
| 2024-01-31 | $657.03M |
| 2023-10-31 | $490.39M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.