DDTM vs. KAPR
DDTM (Innovator Equity Dual Directional 10 Buffer ETF - March) and KAPR (Innovator Russell 2000 Power Buffer ETF - April) are both Defined Outcome funds from Innovator - DDTM tracks the SPDR S&P 500 ETF Trust (SPY) while KAPR tracks the Russell 2000 Index. Both are passively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.79% expense ratio.
Performance
DDTM vs. KAPR - Performance Comparison
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Returns By Period
DDTM
- 1D
- 0.07%
- 1M
- 1.39%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
KAPR
- 1D
- -0.10%
- 1M
- 0.79%
- 6M
- 12.76%
- YTD
- 14.23%
- 1Y
- 22.24%
- 3Y*
- 12.76%
- 5Y*
- 7.97%
- 10Y*
- —
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.47K | $12.68K | $18.00K | |
| $175.83K | $293.35K | $306.62K |
DDTM vs. KAPR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDTM Innovator Equity Dual Directional 10 Buffer ETF - March | 6.22% |
KAPR Innovator Russell 2000 Power Buffer ETF - April | 11.96% |
Correlation
The correlation between DDTM and KAPR is 0.78, 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 | 0.78 |
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Return for Risk
DDTM vs. KAPR — Risk / Return Rank
DDTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KAPR
DDTM vs. KAPR - 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 Russell 2000 Power Buffer ETF - April (KAPR). 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.
| DDTM | KAPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.75 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.88 | — |
| Martin ratioReturn relative to average drawdown | — | 44.49 | — |
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Drawdowns
DDTM vs. KAPR - Drawdown Comparison
The maximum DDTM drawdown since its inception was -5.20%, smaller than the maximum KAPR drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for DDTM and KAPR.
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Drawdown Indicators
| DDTM | KAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.20% | -16.91% | +11.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.52% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.91% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -0.80% | -3.82% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.50% | — |
Volatility
DDTM vs. KAPR - Volatility Comparison
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Volatility by Period
| DDTM | KAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.82% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.55% | 6.41% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.55% | 11.68% | -4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.55% | 11.56% | -4.01% |
DDTM vs. KAPR - Expense Ratio Comparison
Both DDTM and KAPR have an expense ratio of 0.79%.
Dividends
DDTM vs. KAPR - Dividend Comparison
Neither DDTM nor KAPR has paid dividends to shareholders.
Frequently Asked Questions
DDTM and KAPR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 KAPR have the same expense ratio: 0.79% per year.
DDTM and KAPR have nearly identical dividend yields, around 0.00%.
DDTM tracks SPDR S&P 500 ETF Trust (SPY), while KAPR tracks Russell 2000 Index.
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