DDFY vs. SFLR
DDFY (Innovator Equity Dual Directional 15 Buffer ETF - May) and SFLR (Innovator Equity Managed Floor ETF) are both exchange-traded funds - DDFY is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while SFLR is a Options Trading fund actively managed by Innovator. DDFY is passively managed, while SFLR is actively managed. Their 0.74 correlation means they have sometimes moved together and sometimes differently. DDFY charges 0.79%/yr vs 0.89%/yr for SFLR.
Performance
DDFY vs. SFLR - Performance Comparison
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Returns By Period
DDFY
- 1D
- 0.32%
- 1M
- 0.47%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SFLR
- 1D
- 0.39%
- 1M
- -0.65%
- 6M
- 3.61%
- YTD
- 4.20%
- 1Y
- 13.26%
- 3Y*
- 13.20%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $205.39K | $255.98K | $1.06M | |
| $6.54M | $8.39M | $12.78M |
DDFY vs. SFLR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDFY Innovator Equity Dual Directional 15 Buffer ETF - May | 0.72% |
SFLR Innovator Equity Managed Floor ETF | 4.08% |
Correlation
The correlation between DDFY and SFLR is 0.74, 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 | 0.74 |
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Return for Risk
DDFY vs. SFLR — Risk / Return Rank
DDFY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SFLR
DDFY vs. SFLR - 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 Equity Managed Floor ETF (SFLR). 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 | SFLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.76 | — |
| Martin ratioReturn relative to average drawdown | — | 6.53 | — |
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Drawdowns
DDFY vs. SFLR - Drawdown Comparison
The maximum DDFY drawdown since its inception was -1.49%, smaller than the maximum SFLR drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for DDFY and SFLR.
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Drawdown Indicators
| DDFY | SFLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.49% | -12.13% | +10.64% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.79% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.13% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.89% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -0.50% | -1.74% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.83% | — |
Volatility
DDFY vs. SFLR - Volatility Comparison
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Volatility by Period
| DDFY | SFLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.43% | 9.93% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 10.27% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.43% | 10.27% | -4.84% |
DDFY vs. SFLR - Expense Ratio Comparison
DDFY has a 0.79% expense ratio, which is lower than SFLR's 0.89% expense ratio.
Dividends
DDFY vs. SFLR - Dividend Comparison
DDFY has not paid dividends to shareholders, while SFLR's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DDFY Innovator Equity Dual Directional 15 Buffer ETF - May | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFLR Innovator Equity Managed Floor ETF | 0.28% | 0.33% | 0.42% | 1.16% | 0.06% |
Frequently Asked Questions
DDFY and SFLR have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DDFY is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DDFY is cheaper with a 0.79% expense ratio, compared with 0.89% for SFLR.
SFLR has the higher dividend yield at 0.28%, compared with 0.00% for DDFY.
DDFY is categorized as Defined Outcome, while SFLR is Options Trading. Their fees differ too: 0.79% for DDFY and 0.89% for SFLR.
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