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DDTF vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTF vs. FFTY - 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 CapForce IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDTF

1D
0.46%
1M
0.81%
6M
5.82%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FFTY

1D
-0.91%
1M
-9.03%
6M
3.47%
YTD
6.26%
1Y
13.28%
3Y*
13.48%
5Y*
-2.78%
10Y*
5.57%
ALL TIME*
4.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.38K$34.70K$113.64K
$863.41K$1.19M$1.59M

DDTF vs. FFTY - Yearly Performance Comparison


Correlation

The correlation between DDTF and FFTY is 0.69, 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 Feb 2, 2026

0.69

DDTF vs. FFTY - Sectors Allocation Comparison


Sectors
DDTF
FFTY

Technology

37.9%
18.5%

Financial Services

11.7%
20.9%

Communication Services

10.0%
0.9%

Consumer Cyclical

9.6%
3.6%

Healthcare

9.1%
43.7%

Industrials

8.4%
5.7%

Consumer Defensive

4.6%
1.0%

Energy

3.0%
2.6%

Utilities

2.3%
2.1%

Real Estate

1.9%
0.5%

Basic Materials

1.7%
3.6%

Technology

DDTF
37.9%
FFTY
18.5%

Financial Services

DDTF
11.7%
FFTY
20.9%

Communication Services

DDTF
10.0%
FFTY
0.9%

Consumer Cyclical

DDTF
9.6%
FFTY
3.6%

Healthcare

DDTF
9.1%
FFTY
43.7%

Industrials

DDTF
8.4%
FFTY
5.7%

Consumer Defensive

DDTF
4.6%
FFTY
1.0%

Energy

DDTF
3.0%
FFTY
2.6%

Utilities

DDTF
2.3%
FFTY
2.1%

Real Estate

DDTF
1.9%
FFTY
0.5%

Basic Materials

DDTF
1.7%
FFTY
3.6%

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Return for Risk

DDTF vs. FFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


FFTY
FFTY Risk / Return Rank: 1818
Overall Rank
FFTY Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 1818
Sortino Ratio Rank
FFTY Omega Ratio Rank: 1818
Omega Ratio Rank
FFTY Calmar Ratio Rank: 1818
Calmar Ratio Rank
FFTY Martin Ratio Rank: 1818
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.

DDTF vs. FFTY - 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 CapForce IBD 50 ETF (FFTY). 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.


DDTFFFTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.41

Martin ratioReturn relative to average drawdown

1.00

DDTF vs. FFTY - Sharpe Ratio Comparison


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Drawdowns

DDTF vs. FFTY - Drawdown Comparison

The maximum DDTF drawdown since its inception was -5.42%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for DDTF and FFTY.


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Drawdown Indicators


DDTFFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-5.42%

-59.46%

+54.04%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-0.07%

-25.10%

+25.03%

Average Drawdown

Average peak-to-trough decline

-0.87%

-22.32%

+21.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.51%

Volatility

DDTF vs. FFTY - Volatility Comparison


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Volatility by Period


DDTFFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

Volatility (6M)

Calculated over the trailing 6-month period

29.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.39%

36.53%

-28.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.39%

29.75%

-21.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.39%

27.79%

-19.40%

DDTF vs. FFTY - Expense Ratio Comparison

DDTF has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Dividends

DDTF vs. FFTY - Dividend Comparison

DDTF has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.27%.


PositionTTM202520242023202220212020201920182017
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%
FFTY
CapForce IBD 50 ETF
1.27%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Frequently Asked Questions


DDTF and FFTY have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDTF is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDTF is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.27%, compared with 0.00% for DDTF.

DDTF is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.79% for DDTF and 0.80% for FFTY.

Portfolio Optimizer

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