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Innovator Equity Dual Directional 15 Buffer ETF - December (DDFD) Sortino Ratio

ETF · Currency in USD · Last updated Jul 1, 2026

The Innovator Equity Dual Directional 15 Buffer ETF - December (DDFD) seeks defined outcome exposure over an approximately one-year outcome period using FLEX options on the SPDR S&P 500 ETF Trust. The fund is designed to participate in positive SPY returns up to a cap, provide positive returns for specified SPY losses up to the inverse threshold, and buffer additional losses by 15%.

Sortino ratio is not yet available for DDFD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Innovator Equity Dual Directional 15 Buffer ETF - December's Sortino Ratio with other ETFs in the Defined Outcome, Options Trading category across multiple time periods, showing how DDFD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 1, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
LAPRInnovator Premium Income 15 Buffer ETF - April11.29
PMAPPGIM S&P 500 Max Buffer ETF - April11.08
CPSPCalamos S&P 500 Structured Alt Protection ETF - April8.70
MMAXiShares Large Cap Max Buffer Mar ETF8.42
APRJInnovator Premium Income 30 Barrier ETF - April7.84
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April7.79
APRWAllianzIM U.S. Large Cap Buffer20 Apr ETF7.42
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April7.12
XIMRFT Vest U.S. Equity Buffer & Premium Income ETF - March6.80
PAPRInnovator U.S. Equity Power Buffer ETF - April6.72
DDFDInnovator Equity Dual Directional 15 Buffer ETF - December—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DDFD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DDFD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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