DDNQ vs. IDMO
DDNQ (Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - DDNQ is a Defined Outcome fund actively managed by Innovator, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. DDNQ is actively managed, while IDMO is passively managed. Their 0.60 correlation means they have sometimes moved together and sometimes differently. DDNQ charges 0.79%/yr vs 0.25%/yr for IDMO.
Performance
DDNQ vs. IDMO - 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*
- —
IDMO
- 1D
- 0.10%
- 1M
- 0.83%
- 6M
- 6.43%
- YTD
- 10.66%
- 1Y
- 24.64%
- 3Y*
- 25.15%
- 5Y*
- 15.47%
- 10Y*
- 12.52%
- ALL TIME*
- 9.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $107.87K | $261.14K | $389.29K | |
| $22.05M | $20.41M | $22.89M |
DDNQ vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDNQ Innovator Growth-100 Dual Directional 5 Buffer ETF - Quarterly | 1.61% |
IDMO Invesco S&P International Developed Momentum ETF | 10.66% |
Correlation
The correlation between DDNQ and IDMO is 0.60, 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 | 0.60 |
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Return for Risk
DDNQ vs. IDMO — Risk / Return Rank
DDNQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDMO
DDNQ vs. IDMO - 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 Invesco S&P International Developed Momentum ETF (IDMO). 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 | IDMO | 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 | — | 1.95 | — |
| Martin ratioReturn relative to average drawdown | — | 7.47 | — |
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Drawdowns
DDNQ vs. IDMO - Drawdown Comparison
The maximum DDNQ drawdown since its inception was -5.79%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DDNQ and IDMO.
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Drawdown Indicators
| DDNQ | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.79% | -39.38% | +33.59% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.31% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -2.84% | -1.81% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -9.68% | +8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.22% | — |
Volatility
DDNQ vs. IDMO - Volatility Comparison
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Volatility by Period
| DDNQ | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.57% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.61% | 19.20% | -8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.61% | 18.24% | -7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.61% | 17.97% | -7.36% |
DDNQ vs. IDMO - Expense Ratio Comparison
DDNQ has a 0.79% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Dividends
DDNQ vs. IDMO - Dividend Comparison
DDNQ has not paid dividends to shareholders, while IDMO's dividend yield for the trailing twelve months is around 3.61%.
| 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.61% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Frequently Asked Questions
DDNQ and IDMO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.79% for DDNQ.
IDMO has the higher dividend yield at 3.61%, compared with 0.00% for DDNQ.
DDNQ is categorized as Defined Outcome, while IDMO is Momentum. They also come from different issuers: Innovator and Invesco. Their fees differ too: 0.79% for DDNQ and 0.25% for IDMO.
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