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DDNQ vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDNQ vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly (DDNQ) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDNQ

1D
0.74%
1M
-1.23%
6M
1.50%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EWT

1D
2.71%
1M
-7.92%
6M
41.86%
YTD
51.98%
1Y
72.95%
3Y*
34.98%
5Y*
16.96%
10Y*
17.98%
ALL TIME*
7.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.87K$261.14K$389.29K
$630.60M$678.43M$665.11M

DDNQ vs. EWT - Yearly Performance Comparison


Correlation

The correlation between DDNQ and EWT is 0.66, 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

0.66

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Return for Risk

DDNQ vs. EWT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDNQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EWT
EWT Risk / Return Rank: 8989
Overall Rank
EWT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 8686
Sortino Ratio Rank
EWT Omega Ratio Rank: 8888
Omega Ratio Rank
EWT Calmar Ratio Rank: 8989
Calmar Ratio Rank
EWT Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDNQ vs. EWT - 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 Taiwan ETF (EWT). 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.


DDNQEWTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.70

Martin ratioReturn relative to average drawdown

15.15

DDNQ vs. EWT - Sharpe Ratio Comparison


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Drawdowns

DDNQ vs. EWT - Drawdown Comparison

The maximum DDNQ drawdown since its inception was -5.79%, smaller than the maximum EWT drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for DDNQ and EWT.


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Drawdown Indicators


DDNQEWTDifference

Max Drawdown

Largest peak-to-trough decline

-5.79%

-64.37%

+58.58%

Max Drawdown (1Y)

Largest decline over 1 year

-19.83%

Max Drawdown (3Y)

Largest decline over 3 years

-25.66%

Max Drawdown (5Y)

Largest decline over 5 years

-38.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

Current Drawdown

Current decline from peak

-2.84%

-13.43%

+10.59%

Average Drawdown

Average peak-to-trough decline

-0.88%

-19.09%

+18.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

Volatility

DDNQ vs. EWT - Volatility Comparison


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Volatility by Period


DDNQEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.40%

Volatility (6M)

Calculated over the trailing 6-month period

27.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

30.78%

-20.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.61%

23.94%

-13.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.61%

22.19%

-11.58%

DDNQ vs. EWT - Expense Ratio Comparison

DDNQ has a 0.79% expense ratio, which is higher than EWT's 0.59% expense ratio.


Dividends

DDNQ vs. EWT - Dividend Comparison

DDNQ has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM20252024202320222021202020192018201720162015
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%
EWT
iShares MSCI Taiwan ETF
2.92%4.43%3.32%12.01%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%

Frequently Asked Questions


DDNQ and EWT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EWT is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWT is cheaper with a 0.59% expense ratio, compared with 0.79% for DDNQ.

EWT has the higher dividend yield at 2.92%, compared with 0.00% for DDNQ.

DDNQ is categorized as Defined Outcome, while EWT is Taiwan Equities. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for DDNQ and 0.59% for EWT.

Portfolio Optimizer

Find the right allocation for DDNQ and EWT

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