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DDTL vs. BLUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTL vs. BLUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL) and Bluemonte Dynamic Total Market ETF (BLUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDTL achieves a 4.57% return, which is significantly lower than BLUX's 12.94% return.


DDTL

1D
0.02%
1M
1.32%
YTD
4.57%
6M
5.34%
1Y
3Y*
5Y*
10Y*

BLUX

1D
-0.82%
1M
4.19%
YTD
12.94%
6M
12.67%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTL vs. BLUX - Yearly Performance Comparison


Correlation

The correlation between DDTL and BLUX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 2, 2025

0.75

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Return for Risk

DDTL vs. BLUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL) and Bluemonte Dynamic Total Market ETF (BLUX). 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.


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

DDTL vs. BLUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDTLBLUXDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

2.02

+0.25

Drawdowns

DDTL vs. BLUX - Drawdown Comparison

The maximum DDTL drawdown since its inception was -3.78%, smaller than the maximum BLUX drawdown of -9.03%. Use the drawdown chart below to compare losses from any high point for DDTL and BLUX.


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Drawdown Indicators


DDTLBLUXDifference

Max Drawdown

Largest peak-to-trough decline

-3.78%

-9.03%

+5.25%

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-0.40%

-1.32%

+0.92%

Volatility

DDTL vs. BLUX - Volatility Comparison


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Volatility by Period


DDTLBLUXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

13.91%

-8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

13.91%

-8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

13.91%

-8.45%

DDTL vs. BLUX - Expense Ratio Comparison

DDTL has a 0.79% expense ratio, which is higher than BLUX's 0.25% expense ratio.


Dividends

DDTL vs. BLUX - Dividend Comparison

DDTL has not paid dividends to shareholders, while BLUX's dividend yield for the trailing twelve months is around 0.84%.


Frequently Asked Questions


DDTL and BLUX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BLUX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BLUX is cheaper with a 0.25% expense ratio, compared with 0.79% for DDTL.

BLUX has the higher dividend yield at 0.84%, compared with 0.00% for DDTL.

DDTL is categorized as Defined Outcome, while BLUX is Large Cap Blend Equities. They also come from different issuers: Innovator and Bluemonte. Their fees differ too: 0.79% for DDTL and 0.25% for BLUX.

Portfolio Optimizer

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