DDTM vs. KMAR
DDTM (Innovator Equity Dual Directional 10 Buffer ETF - March) and KMAR (Innovator U.S. Small Cap Power Buffer ETF - March) are both Defined Outcome funds from Innovator - DDTM tracks the SPDR S&P 500 ETF Trust (SPY) while KMAR tracks the iShares Russell 2000 ETF (IWM) Price Return. Both are passively managed. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.79% expense ratio.
Performance
DDTM vs. KMAR - Performance Comparison
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Returns By Period
DDTM
- 1D
- -0.22%
- 1M
- 0.36%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KMAR
- 1D
- -0.05%
- 1M
- 1.04%
- 6M
- 8.88%
- YTD
- 11.95%
- 1Y
- 21.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DDTM vs. KMAR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDTM Innovator Equity Dual Directional 10 Buffer ETF - March | 4.88% |
KMAR Innovator U.S. Small Cap Power Buffer ETF - March | 7.35% |
Correlation
The correlation between DDTM and KMAR is 0.82, 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 2, 2026 | 0.82 |
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Return for Risk
DDTM vs. KMAR — Risk / Return Rank
DDTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KMAR
DDTM vs. KMAR - 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. Small Cap Power Buffer ETF - March (KMAR). 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 | KMAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.45 | — |
| Martin ratioReturn relative to average drawdown | — | 18.29 | — |
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Drawdowns
DDTM vs. KMAR - Drawdown Comparison
The maximum DDTM drawdown since its inception was -5.20%, smaller than the maximum KMAR drawdown of -11.32%. Use the drawdown chart below to compare losses from any high point for DDTM and KMAR.
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Drawdown Indicators
| DDTM | KMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.20% | -11.32% | +6.12% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.89% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.24% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -1.29% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.19% | — |
Volatility
DDTM vs. KMAR - Volatility Comparison
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Volatility by Period
| DDTM | KMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.74% | 9.22% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.74% | 11.92% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.74% | 11.92% | -4.18% |
DDTM vs. KMAR - Expense Ratio Comparison
Both DDTM and KMAR have an expense ratio of 0.79%.
Dividends
DDTM vs. KMAR - Dividend Comparison
Neither DDTM nor KMAR has paid dividends to shareholders.
Frequently Asked Questions
DDTM and KMAR have a correlation of 0.82, 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 KMAR have the same expense ratio: 0.79% per year.
DDTM and KMAR have nearly identical dividend yields, around 0.00%.
DDTM tracks SPDR S&P 500 ETF Trust (SPY), while KMAR tracks iShares Russell 2000 ETF (IWM) Price Return.
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