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DDFF vs. RSBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDFF vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 15 Buffer ETF - February (DDFF) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDFF

1D
-0.75%
1M
0.25%
YTD
6M
1Y
3Y*
5Y*
10Y*

RSBY

1D
0.19%
1M
-1.29%
YTD
19.04%
6M
15.93%
1Y
20.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDFF vs. RSBY - Yearly Performance Comparison


Correlation

The correlation between DDFF and RSBY is -0.53, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 3, 2026

-0.53

DDFF vs. RSBY - Sectors Allocation Comparison


Sectors
DDFF
RSBY

Technology

36.2%
53.7%

Financial Services

11.9%
0.2%

Communication Services

10.9%
15.8%

Consumer Cyclical

10.1%
12.2%

Healthcare

8.4%
4.2%

Industrials

8.1%
3.1%

Consumer Defensive

4.9%
7.7%

Energy

3.5%
0.6%

Utilities

2.3%
1.4%

Real Estate

1.9%
0.1%

Basic Materials

1.8%
1.1%

Technology

DDFF
36.2%
RSBY
53.7%

Financial Services

DDFF
11.9%
RSBY
0.2%

Communication Services

DDFF
10.9%
RSBY
15.8%

Consumer Cyclical

DDFF
10.1%
RSBY
12.2%

Healthcare

DDFF
8.4%
RSBY
4.2%

Industrials

DDFF
8.1%
RSBY
3.1%

Consumer Defensive

DDFF
4.9%
RSBY
7.7%

Energy

DDFF
3.5%
RSBY
0.6%

Utilities

DDFF
2.3%
RSBY
1.4%

Real Estate

DDFF
1.9%
RSBY
0.1%

Basic Materials

DDFF
1.8%
RSBY
1.1%

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Return for Risk

DDFF vs. RSBY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDFF

RSBY
RSBY Risk / Return Rank: 5151
Overall Rank
RSBY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RSBY Sortino Ratio Rank: 5656
Sortino Ratio Rank
RSBY Omega Ratio Rank: 5151
Omega Ratio Rank
RSBY Calmar Ratio Rank: 5454
Calmar Ratio Rank
RSBY Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDFF vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - February (DDFF) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDFF vs. RSBY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDFFRSBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

-0.19

+1.49

Drawdowns

DDFF vs. RSBY - Drawdown Comparison

The maximum DDFF drawdown since its inception was -3.72%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for DDFF and RSBY.


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Drawdown Indicators


DDFFRSBYDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-23.32%

+19.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

Current Drawdown

Current decline from peak

-0.80%

-6.04%

+5.24%

Average Drawdown

Average peak-to-trough decline

-0.62%

-13.76%

+13.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

DDFF vs. RSBY - Volatility Comparison


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Volatility by Period


DDFFRSBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

11.78%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

13.53%

-7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

13.53%

-7.63%

DDFF vs. RSBY - Expense Ratio Comparison

DDFF has a 0.79% expense ratio, which is lower than RSBY's 0.98% expense ratio.


Dividends

DDFF vs. RSBY - Dividend Comparison

DDFF has not paid dividends to shareholders, while RSBY's dividend yield for the trailing twelve months is around 1.74%.


Frequently Asked Questions


DDFF and RSBY have a correlation of -0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDFF is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDFF is cheaper with a 0.79% expense ratio, compared with 0.98% for RSBY.

RSBY has the higher dividend yield at 1.74%, compared with 0.00% for DDFF.

DDFF is categorized as Defined Outcome, while RSBY is Multistrategy. They also come from different issuers: Innovator and Return Stacked. Their fees differ too: 0.79% for DDFF and 0.98% for RSBY.

Portfolio Optimizer

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