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BUFF vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFF and DGRW is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BUFF vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and WisdomTree U.S. Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
6.05%
BUFF
DGRW

Key characteristics

Sharpe Ratio

BUFF:

2.71

DGRW:

1.84

Sortino Ratio

BUFF:

3.94

DGRW:

2.56

Omega Ratio

BUFF:

1.55

DGRW:

1.34

Calmar Ratio

BUFF:

4.13

DGRW:

3.14

Martin Ratio

BUFF:

24.08

DGRW:

10.69

Ulcer Index

BUFF:

0.56%

DGRW:

1.84%

Daily Std Dev

BUFF:

4.95%

DGRW:

10.72%

Max Drawdown

BUFF:

-46.23%

DGRW:

-32.04%

Current Drawdown

BUFF:

0.00%

DGRW:

-3.56%

Returns By Period

In the year-to-date period, BUFF achieves a 13.10% return, which is significantly lower than DGRW's 18.98% return.


BUFF

YTD

13.10%

1M

0.82%

6M

5.71%

1Y

13.44%

5Y*

3.05%

10Y*

N/A

DGRW

YTD

18.98%

1M

-2.15%

6M

5.92%

1Y

19.68%

5Y*

13.35%

10Y*

12.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BUFF vs. DGRW - Expense Ratio Comparison

BUFF has a 0.99% expense ratio, which is higher than DGRW's 0.28% expense ratio.


BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
Expense ratio chart for BUFF: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

BUFF vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) and WisdomTree U.S. Dividend Growth Fund (DGRW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BUFF, currently valued at 2.71, compared to the broader market0.002.004.002.711.84
The chart of Sortino ratio for BUFF, currently valued at 3.94, compared to the broader market-2.000.002.004.006.008.0010.003.942.56
The chart of Omega ratio for BUFF, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.34
The chart of Calmar ratio for BUFF, currently valued at 4.13, compared to the broader market0.005.0010.0015.004.133.14
The chart of Martin ratio for BUFF, currently valued at 24.08, compared to the broader market0.0020.0040.0060.0080.00100.0024.0810.69
BUFF
DGRW

The current BUFF Sharpe Ratio is 2.71, which is higher than the DGRW Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BUFF and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.71
1.84
BUFF
DGRW

Dividends

BUFF vs. DGRW - Dividend Comparison

BUFF has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
BUFF
Innovator Laddered Fund of U.S. Equity Power Buffer ETF
0.00%0.00%0.00%0.00%1.78%1.68%1.74%1.55%0.18%0.00%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.28%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.06%

Drawdowns

BUFF vs. DGRW - Drawdown Comparison

The maximum BUFF drawdown since its inception was -46.23%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for BUFF and DGRW. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-3.56%
BUFF
DGRW

Volatility

BUFF vs. DGRW - Volatility Comparison

The current volatility for Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) is 1.45%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 3.12%. This indicates that BUFF experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.45%
3.12%
BUFF
DGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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