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DDTM vs. BAPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTM vs. BAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF - March (DDTM) and Innovator U.S. Equity Buffer ETF - April (BAPR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDTM

1D
-0.15%
1M
2.04%
YTD
6M
1Y
3Y*
5Y*
10Y*

BAPR

1D
-0.23%
1M
2.21%
YTD
10.81%
6M
11.74%
1Y
20.12%
3Y*
15.31%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTM vs. BAPR - Yearly Performance Comparison


Correlation

The correlation between DDTM and BAPR is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 3, 2026

0.93

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Return for Risk

DDTM vs. BAPR — Risk / Return Rank

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

DDTM

BAPR
BAPR Risk / Return Rank: 9696
Overall Rank
BAPR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BAPR Sortino Ratio Rank: 9797
Sortino Ratio Rank
BAPR Omega Ratio Rank: 9797
Omega Ratio Rank
BAPR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BAPR Martin Ratio Rank: 9898
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.

DDTM vs. BAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF - March (DDTM) and Innovator U.S. Equity Buffer ETF - April (BAPR). 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.

DDTM vs. BAPR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDTMBAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

0.84

+1.52

Drawdowns

DDTM vs. BAPR - Drawdown Comparison

The maximum DDTM drawdown since its inception was -4.73%, smaller than the maximum BAPR drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for DDTM and BAPR.


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Drawdown Indicators


DDTMBAPRDifference

Max Drawdown

Largest peak-to-trough decline

-4.73%

-23.91%

+19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

Current Drawdown

Current decline from peak

-0.15%

-0.23%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.84%

-2.59%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

Volatility

DDTM vs. BAPR - Volatility Comparison


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Volatility by Period


DDTMBAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

8.40%

5.64%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.40%

11.49%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.40%

13.12%

-4.72%

DDTM vs. BAPR - Expense Ratio Comparison

Both DDTM and BAPR have an expense ratio of 0.79%.


Dividends

DDTM vs. BAPR - Dividend Comparison

Neither DDTM nor BAPR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, DDTM and BAPR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DDTM and BAPR have the same expense ratio: 0.79% per year.

DDTM and BAPR have nearly identical dividend yields, around 0.00%.

DDTM tracks SPDR S&P 500 ETF Trust (SPY), while BAPR tracks Cboe S&P 500 Buffer Protect Index April.

Portfolio Optimizer

Find the right allocation for DDTM and BAPR

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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