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DDNQ vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDNQ vs. LVHI - 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 Franklin International Low Volatility High Dividend Index ETF (LVHI). 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*

LVHI

1D
-0.70%
1M
4.07%
6M
13.36%
YTD
18.29%
1Y
36.20%
3Y*
22.13%
5Y*
16.77%
10Y*
11.87%
ALL TIME*
11.67%
*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
$37.17M$30.23M$26.64M

DDNQ vs. LVHI - Yearly Performance Comparison


Correlation

The correlation between DDNQ and LVHI is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 2, 2026

0.23

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Return for Risk

DDNQ vs. LVHI — 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.


LVHI
LVHI Risk / Return Rank: 9797
Overall Rank
LVHI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9797
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9797
Omega Ratio Rank
LVHI Calmar Ratio Rank: 9696
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9696
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. LVHI - 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 Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.


DDNQLVHIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.71

Calmar ratioReturn relative to maximum drawdown

5.76

Martin ratioReturn relative to average drawdown

24.05

DDNQ vs. LVHI - Sharpe Ratio Comparison


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Drawdowns

DDNQ vs. LVHI - Drawdown Comparison

The maximum DDNQ drawdown since its inception was -5.79%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for DDNQ and LVHI.


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Drawdown Indicators


DDNQLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-5.79%

-32.31%

+26.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-2.84%

-0.70%

-2.14%

Average Drawdown

Average peak-to-trough decline

-0.88%

-3.47%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

DDNQ vs. LVHI - Volatility Comparison


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Volatility by Period


DDNQLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

9.46%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.61%

11.05%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.61%

13.70%

-3.09%

DDNQ vs. LVHI - Expense Ratio Comparison

DDNQ has a 0.79% expense ratio, which is higher than LVHI's 0.40% expense ratio.


Dividends

DDNQ vs. LVHI - Dividend Comparison

DDNQ has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.51%.


PositionTTM2025202420232022202120202019201820172016
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%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.51%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Frequently Asked Questions


DDNQ and LVHI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LVHI is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LVHI is cheaper with a 0.40% expense ratio, compared with 0.79% for DDNQ.

LVHI has the higher dividend yield at 4.51%, compared with 0.00% for DDNQ.

DDNQ is categorized as Defined Outcome, while LVHI is Dividend. They also come from different issuers: Innovator and Franklin Templeton. Their fees differ too: 0.79% for DDNQ and 0.40% for LVHI.

Portfolio Optimizer

Find the right allocation for DDNQ and LVHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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