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DDTF vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTF vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF - February (DDTF) and Alerian Energy Infrastructure ETF (ENFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDTF

1D
-0.54%
1M
-0.13%
YTD
6M
1Y
3Y*
5Y*
10Y*

ENFR

1D
1.51%
1M
-4.52%
YTD
24.93%
6M
25.03%
1Y
27.76%
3Y*
28.90%
5Y*
20.07%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTF vs. ENFR - Yearly Performance Comparison


Correlation

The correlation between DDTF and ENFR is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.32

DDTF vs. ENFR - Sectors Allocation Comparison


Sectors
DDTF
ENFR

Technology

38.4%

-

Financial Services

11.0%
0.1%

Communication Services

10.8%

-

Consumer Cyclical

10.0%

-

Healthcare

8.4%

-

Industrials

7.9%
3.4%

Consumer Defensive

4.6%

-

Energy

3.2%
98.5%

Utilities

2.1%
1.4%

Real Estate

1.8%

-

Basic Materials

1.7%

-

Technology

DDTF
38.4%
ENFR

-

Financial Services

DDTF
11.0%
ENFR
0.1%

Communication Services

DDTF
10.8%
ENFR

-

Consumer Cyclical

DDTF
10.0%
ENFR

-

Healthcare

DDTF
8.4%
ENFR

-

Industrials

DDTF
7.9%
ENFR
3.4%

Consumer Defensive

DDTF
4.6%
ENFR

-

Energy

DDTF
3.2%
ENFR
98.5%

Utilities

DDTF
2.1%
ENFR
1.4%

Real Estate

DDTF
1.8%
ENFR

-

Basic Materials

DDTF
1.7%
ENFR

-

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Return for Risk

DDTF vs. ENFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDTF

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


ENFR
ENFR Risk / Return Rank: 5757
Overall Rank
ENFR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 5757
Sortino Ratio Rank
ENFR Omega Ratio Rank: 5454
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6767
Calmar Ratio Rank
ENFR Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDTF vs. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF - February (DDTF) and Alerian Energy Infrastructure ETF (ENFR). 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.


DDTFENFRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.23

Martin ratioReturn relative to average drawdown

8.24

DDTF vs. ENFR - Sharpe Ratio Comparison


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Drawdowns

DDTF vs. ENFR - Drawdown Comparison

The maximum DDTF drawdown since its inception was -5.42%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for DDTF and ENFR.


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Drawdown Indicators


DDTFENFRDifference

Max Drawdown

Largest peak-to-trough decline

-5.42%

-68.28%

+62.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-0.86%

-4.71%

+3.85%

Average Drawdown

Average peak-to-trough decline

-0.99%

-15.94%

+14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

DDTF vs. ENFR - Volatility Comparison


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Volatility by Period


DDTFENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

14.86%

-6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

19.25%

-10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.80%

24.68%

-15.88%

DDTF vs. ENFR - Expense Ratio Comparison

DDTF has a 0.79% expense ratio, which is higher than ENFR's 0.35% expense ratio.


Dividends

DDTF vs. ENFR - Dividend Comparison

DDTF has not paid dividends to shareholders, while ENFR's dividend yield for the trailing twelve months is around 4.02%.


PositionTTM20252024202320222021202020192018201720162015
DDTF
Innovator Equity Dual Directional 10 Buffer ETF - February
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENFR
Alerian Energy Infrastructure ETF
4.02%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%

Frequently Asked Questions


DDTF and ENFR have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENFR is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.79% for DDTF.

ENFR has the higher dividend yield at 4.02%, compared with 0.00% for DDTF.

DDTF is categorized as Defined Outcome, while ENFR is Energy Equities. They also come from different issuers: Innovator and SS&C. Their fees differ too: 0.79% for DDTF and 0.35% for ENFR.

Portfolio Optimizer

Find the right allocation for DDTF and ENFR

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

Open Portfolio Optimizer