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. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.79% expense ratio.
Performance
DDFY vs. KMAR - Performance Comparison
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Returns By Period
DDFY
- 1D
- -0.05%
- 1M
- 0.83%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KMAR
- 1D
- -0.12%
- 1M
- 1.27%
- 6M
- 9.31%
- YTD
- 11.85%
- 1Y
- 21.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDFY vs. KMAR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDFY Innovator Equity Dual Directional 15 Buffer ETF - May | 0.55% |
KMAR Innovator U.S. Small Cap Power Buffer ETF - March | 3.73% |
Correlation
The correlation between DDFY and KMAR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 1, 2026 | 0.67 |
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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 | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.27 | — |
| Martin ratioReturn relative to average drawdown | — | 17.54 | — |
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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 | -0.05% | -0.32% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -1.30% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.19% | — |
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 | — | 2.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.38% | 9.29% | -3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 11.98% | -6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.38% | 11.98% | -6.60% |
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 0.67, 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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