DDFY vs. KMAR
DDFY (Innovator Equity Dual Directional 15 Buffer ETF - May) and KMAR (Innovator U.S. Small Cap Power Buffer ETF - March) are both Defined Outcome funds from Innovator - DDFY tracks the SPDR S&P 500 ETF Trust while KMAR tracks the iShares Russell 2000 ETF (IWM) Price Return. Both are passively managed. Their 0.68 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.79% expense ratio.
Performance
DDFY vs. KMAR - Performance Comparison
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Returns By Period
DDFY
- 1D
- 0.32%
- 1M
- 0.47%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
KMAR
- 1D
- -0.04%
- 1M
- -0.06%
- 6M
- 8.89%
- YTD
- 11.80%
- 1Y
- 23.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $205.39K | $255.98K | $1.06M | |
| $120.20K | $79.11K | $171.79K |
DDFY vs. KMAR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDFY Innovator Equity Dual Directional 15 Buffer ETF - May | 0.72% |
KMAR Innovator U.S. Small Cap Power Buffer ETF - March | 3.69% |
Correlation
The correlation between DDFY and KMAR is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 1, 2026 | 0.68 |
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Return for Risk
DDFY vs. KMAR — Risk / Return Rank
DDFY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KMAR
DDFY vs. KMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - May (DDFY) and Innovator U.S. Small Cap Power Buffer ETF - March (KMAR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDFY | KMAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.47 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.57 | — |
| Martin ratioReturn relative to average drawdown | — | 19.31 | — |
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Drawdowns
DDFY vs. KMAR - Drawdown Comparison
The maximum DDFY drawdown since its inception was -1.49%, smaller than the maximum KMAR drawdown of -11.32%. Use the drawdown chart below to compare losses from any high point for DDFY and KMAR.
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Drawdown Indicators
| DDFY | KMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.49% | -11.32% | +9.83% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.89% | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.54% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -0.50% | -1.26% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.16% | — |
Volatility
DDFY vs. KMAR - Volatility Comparison
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Volatility by Period
| DDFY | KMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.64% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.76% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.43% | 9.19% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 11.78% | -6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.43% | 11.78% | -6.35% |
DDFY vs. KMAR - Expense Ratio Comparison
Both DDFY and KMAR have an expense ratio of 0.79%.
Dividends
DDFY vs. KMAR - Dividend Comparison
Neither DDFY nor KMAR has paid dividends to shareholders.
Frequently Asked Questions
DDFY and KMAR have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DDFY and KMAR have the same expense ratio: 0.79% per year.
DDFY and KMAR have nearly identical dividend yields, around 0.00%.
DDFY tracks SPDR S&P 500 ETF Trust, while KMAR tracks iShares Russell 2000 ETF (IWM) Price Return.
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