DDFL vs. ZMAR
Compare and contrast key facts about Innovator Equity Dual Directional 15 Buffer ETF - July (DDFL) and Innovator Equity Defined Protection ETF - 1 Yr March (ZMAR).
DDFL and ZMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDFL is an actively managed fund by Innovator. It was launched on Jun 30, 2025. ZMAR is an actively managed fund by Innovator. It was launched on Mar 3, 2025.
Performance
DDFL vs. ZMAR - Performance Comparison
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DDFL vs. ZMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDFL Innovator Equity Dual Directional 15 Buffer ETF - July | 0.15% | 4.76% |
ZMAR Innovator Equity Defined Protection ETF - 1 Yr March | 0.46% | 3.71% |
Returns By Period
In the year-to-date period, DDFL achieves a 0.15% return, which is significantly lower than ZMAR's 0.46% return.
DDFL
- 1D
- 0.18%
- 1M
- -0.41%
- YTD
- 0.15%
- 6M
- 1.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZMAR
- 1D
- 0.12%
- 1M
- -0.65%
- YTD
- 0.46%
- 6M
- 1.92%
- 1Y
- 7.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DDFL vs. ZMAR - Expense Ratio Comparison
Both DDFL and ZMAR have an expense ratio of 0.79%.
Return for Risk
DDFL vs. ZMAR — Risk / Return Rank
DDFL
ZMAR
DDFL vs. ZMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - July (DDFL) and Innovator Equity Defined Protection ETF - 1 Yr March (ZMAR). 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.
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Sharpe Ratios by Period
| DDFL | ZMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.90 | 1.86 | +0.04 |
Correlation
The correlation between DDFL and ZMAR is 0.71, 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.
Dividends
DDFL vs. ZMAR - Dividend Comparison
Neither DDFL nor ZMAR has paid dividends to shareholders.
Drawdowns
DDFL vs. ZMAR - Drawdown Comparison
The maximum DDFL drawdown since its inception was -1.63%, smaller than the maximum ZMAR drawdown of -2.30%. Use the drawdown chart below to compare losses from any high point for DDFL and ZMAR.
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Drawdown Indicators
| DDFL | ZMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.63% | -2.30% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.92% | — |
Current DrawdownCurrent decline from peak | -0.57% | -0.65% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -0.23% | -0.25% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.38% | — |
Volatility
DDFL vs. ZMAR - Volatility Comparison
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Volatility by Period
| DDFL | ZMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.50% | 3.11% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.50% | 3.21% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.50% | 3.21% | +0.29% |