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ISIN
US45784N3127
Issuer
Innovator
Inception Date
Dec 31, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$26M

Share Price Chart


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Performance

DDNQ Performance Chart


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S&P 500 Index

Returns By Period


Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly

1D
-0.04%
1M
0.28%
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDNQ Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2026, DDNQ's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +5.2%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, DDNQ closed higher 59% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Mar 27, 2026 at -2.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.10%-0.45%-1.63%5.20%1.03%0.12%4.31%

Benchmark Metrics

Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly has an annualized alpha of -0.83%, beta of 0.52, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 02, 2026.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (30.59%) than losses (29.22%) - typical of diversified or defensive assets.
  • Beta of 0.52 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.83%
Beta
0.52
0.58
Upside Capture
30.59%
Downside Capture
29.22%

Expense Ratio

DDNQ has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly (DDNQ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDNQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History


Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly was 5.65%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.

The current Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly drawdown is 0.08%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-5.65%Mar 2026
2mo 1d14d
2mo 15dJan 2026 - Apr 2026
2026 pullback2026
-1.16%Jan 2026
7d3d
10dJan 2026 - Jan 2026
2026 pullback2026
-0.76%Jan 2026
0s7d
7dJan 2026 - Jan 2026
2026 pullback2026
-0.41%Jun 2026
1d
14d 6hJun 2026 - now
2026 pullback2026
-0.28%Apr 2026
0s1d
1dApr 2026 - Apr 2026

Drawdown Indicators


DDNQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.65%

-56.78%

+51.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.08%

-1.80%

+1.72%

Average Drawdown

Average peak-to-trough decline

-0.68%

-10.71%

+10.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DDNQ

Add Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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