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DDTM vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period


DDTM

1D
0.07%
1M
1.39%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FFTY

1D
0.24%
1M
-7.92%
6M
7.23%
YTD
9.54%
1Y
12.95%
3Y*
16.57%
5Y*
-2.63%
10Y*
5.77%
ALL TIME*
4.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.47K$12.68K$18.00K
$903.57K$1.03M$1.48M

DDTM vs. FFTY - Yearly Performance Comparison


Correlation

The correlation between DDTM and FFTY is 0.70, 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 Mar 2, 2026

0.70

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Return for Risk

DDTM vs. FFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDTM

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: 1919
Omega Ratio Rank
FFTY Calmar Ratio Rank: 1919
Calmar Ratio Rank
FFTY Martin Ratio Rank: 1919
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.

DDTM vs. FFTY - 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 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.


DDTMFFTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.56

Martin ratioReturn relative to average drawdown

1.35

DDTM vs. FFTY - Sharpe Ratio Comparison


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Drawdowns

DDTM vs. FFTY - Drawdown Comparison

The maximum DDTM drawdown since its inception was -5.20%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for DDTM and FFTY.


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Drawdown Indicators


DDTMFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-5.20%

-59.46%

+54.26%

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

0.00%

-22.80%

+22.80%

Average Drawdown

Average peak-to-trough decline

-0.80%

-22.32%

+21.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.63%

Volatility

DDTM vs. FFTY - Volatility Comparison


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Volatility by Period


DDTMFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

Volatility (6M)

Calculated over the trailing 6-month period

28.14%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

36.23%

-28.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

29.76%

-22.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

27.80%

-20.25%

DDTM vs. FFTY - Expense Ratio Comparison

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


Dividends

DDTM vs. FFTY - Dividend Comparison

DDTM has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.23%.


PositionTTM202520242023202220212020201920182017
DDTM
Innovator Equity Dual Directional 10 Buffer ETF - March
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
1.23%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Frequently Asked Questions


DDTM and FFTY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

FFTY has the higher dividend yield at 1.23%, compared with 0.00% for DDTM.

DDTM is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. DDTM tracks SPDR S&P 500 ETF Trust (SPY), while FFTY tracks IBD 50 Index. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.79% for DDTM and 0.80% for FFTY.

Portfolio Optimizer

Find the right allocation for DDTM and FFTY

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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