DDNQ vs. EFG
DDNQ (Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly) and EFG (iShares MSCI EAFE Growth ETF) are both exchange-traded funds - DDNQ is a Defined Outcome fund actively managed by Innovator, while EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index. DDNQ is actively managed, while EFG is passively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. DDNQ charges 0.79%/yr vs 0.34%/yr for EFG.
Performance
DDNQ vs. EFG - Performance Comparison
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Returns By Period
DDNQ
- 1D
- 0.74%
- 1M
- -1.23%
- 6M
- 1.50%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EFG
- 1D
- -0.76%
- 1M
- -1.78%
- 6M
- 2.92%
- YTD
- 7.44%
- 1Y
- 16.22%
- 3Y*
- 10.39%
- 5Y*
- 3.90%
- 10Y*
- 7.77%
- ALL TIME*
- 6.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $107.87K | $261.14K | $389.29K | |
| $92.35M | $96.63M | $107.97M |
DDNQ vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDNQ Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly | 1.61% |
EFG iShares MSCI EAFE Growth ETF | 7.44% |
Correlation
The correlation between DDNQ and EFG is 0.65, 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 Jan 2, 2026 | 0.65 |
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Return for Risk
DDNQ vs. EFG — Risk / Return Rank
DDNQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFG
DDNQ vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly (DDNQ) and iShares MSCI EAFE Growth ETF (EFG). 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.
| DDNQ | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.23 | — |
| Martin ratioReturn relative to average drawdown | — | 4.45 | — |
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Drawdowns
DDNQ vs. EFG - Drawdown Comparison
The maximum DDNQ drawdown since its inception was -5.79%, smaller than the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for DDNQ and EFG.
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Drawdown Indicators
| DDNQ | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.79% | -58.40% | +52.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.78% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.78% | — |
Current DrawdownCurrent decline from peak | -2.84% | -3.18% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -12.08% | +11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.53% | — |
Volatility
DDNQ vs. EFG - Volatility Comparison
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Volatility by Period
| DDNQ | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.61% | 18.67% | -8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.61% | 18.45% | -7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.61% | 17.62% | -7.01% |
DDNQ vs. EFG - Expense Ratio Comparison
DDNQ has a 0.79% expense ratio, which is higher than EFG's 0.34% expense ratio.
Dividends
DDNQ vs. EFG - Dividend Comparison
DDNQ has not paid dividends to shareholders, while EFG's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDNQ Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFG iShares MSCI EAFE Growth ETF | 2.30% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
Frequently Asked Questions
DDNQ and EFG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFG is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFG is cheaper with a 0.34% expense ratio, compared with 0.79% for DDNQ.
EFG has the higher dividend yield at 2.30%, compared with 0.00% for DDNQ.
DDNQ is categorized as Defined Outcome, while EFG is Foreign Large Cap Equities. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for DDNQ and 0.34% for EFG.
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