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

Sortino 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 Sortino 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 Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PMAPPGIM S&P 500 Max Buffer ETF - April12.64
LAPRInnovator Premium Income 15 Buffer ETF - April11.11
MMAXiShares Large Cap Max Buffer Mar ETF9.79
CPSPCalamos S&P 500 Structured Alt Protection ETF - April8.88
ZAPRInnovator Equity Defined Protection ETF - 1 Yr April8.30
APXMFT Vest U.S. Equity Max Buffer ETF - April8.19
APRJInnovator Premium Income 30 Barrier ETF - April8.13
APRWAllianzIM U.S. Large Cap Buffer20 Apr ETF8.00
PAPRInnovator U.S. Equity Power Buffer ETF - April7.66
XBAPInnovator U.S. Equity Accelerated 9 Buffer ETF - April7.57
DDTDInnovator Equity Dual Directional 10 Buffer ETF - December—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows DDTD'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 DDTD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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