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Innovator Equity Dual Directional 10 Buffer ETF - December (DDTD) Sharpe Ratio

ETF · Currency in USD · Last updated Jun 6, 2026

The Innovator Equity Dual Directional 10 Buffer ETF - December (DDTD) 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 10%.

Sharpe ratio is not yet available for DDTD. 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 10 Buffer ETF - December's Sharpe Ratio with other ETFs in the Defined Outcome, Options Trading category across multiple time periods, showing how DDTD'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 Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April6.28
LAPRInnovator Premium Income 15 Buffer ETF - April5.36
MMAXiShares Large Cap Max Buffer Mar ETF5.29
CPSPCalamos S&P 500 Structured Alt Protection ETF - April5.01
PMMYPGIM S&P 500 Max Buffer ETF - May4.82
APXMFT Vest U.S. Equity Max Buffer ETF - April4.82
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April4.66
APRWAllianzIM U.S. Large Cap Buffer20 Apr ETF4.57
PAPRInnovator U.S. Equity Power Buffer ETF - April4.34
APRJInnovator Premium Income 30 Barrier ETF - April4.34
DDTDInnovator Equity Dual Directional 10 Buffer ETF - December—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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

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