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DDTL vs. EDGU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTL vs. EDGU - 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 3EDGE Dynamic US Equity ETF (EDGU). 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 EDGU's 12.54% return.


DDTL

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

EDGU

1D
-0.48%
1M
6.63%
YTD
12.54%
6M
12.90%
1Y
27.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTL vs. EDGU - Yearly Performance Comparison


Correlation

The correlation between DDTL and EDGU is 0.77, 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

0.77

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Return for Risk

DDTL vs. EDGU — Risk / Return Rank

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

DDTL

EDGU
EDGU Risk / Return Rank: 7575
Overall Rank
EDGU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EDGU Sortino Ratio Rank: 7171
Sortino Ratio Rank
EDGU Omega Ratio Rank: 7272
Omega Ratio Rank
EDGU Calmar Ratio Rank: 7777
Calmar Ratio Rank
EDGU Martin Ratio Rank: 7979
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.

DDTL vs. EDGU - 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 3EDGE Dynamic US Equity ETF (EDGU). 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. EDGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDTLEDGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (All Time)

Calculated using the full available price history

2.27

1.12

+1.15

Drawdowns

DDTL vs. EDGU - Drawdown Comparison

The maximum DDTL drawdown since its inception was -3.78%, smaller than the maximum EDGU drawdown of -17.58%. Use the drawdown chart below to compare losses from any high point for DDTL and EDGU.


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Drawdown Indicators


DDTLEDGUDifference

Max Drawdown

Largest peak-to-trough decline

-3.78%

-17.58%

+13.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-0.40%

-2.51%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

DDTL vs. EDGU - Volatility Comparison


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Volatility by Period


DDTLEDGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

11.68%

-6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

15.14%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

15.14%

-9.68%

DDTL vs. EDGU - Expense Ratio Comparison

DDTL has a 0.79% expense ratio, which is lower than EDGU's 0.91% expense ratio.


Dividends

DDTL vs. EDGU - Dividend Comparison

DDTL has not paid dividends to shareholders, while EDGU's dividend yield for the trailing twelve months is around 0.65%.


PositionTTM20252024
DDTL
Innovator Equity Dual Directional 10 Buffer ETF - July
0.00%0.00%0.00%
EDGU
3EDGE Dynamic US Equity ETF
0.65%0.61%0.15%

Frequently Asked Questions


DDTL and EDGU have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DDTL is cheaper with a 0.79% expense ratio, compared with 0.91% for EDGU.

EDGU has the higher dividend yield at 0.65%, compared with 0.00% for DDTL.

DDTL is categorized as Defined Outcome, while EDGU is Large Cap Blend Equities. They also come from different issuers: Innovator and 3EDGE Asset Management. Their fees differ too: 0.79% for DDTL and 0.91% for EDGU.

Portfolio Optimizer

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