DDTM vs. POCT
DDTM (Innovator Equity Dual Directional 10 Buffer ETF - March) and POCT (Innovator U.S. Equity Power Buffer ETF October) are both Defined Outcome funds from Innovator - DDTM tracks the SPDR S&P 500 ETF Trust (SPY) while POCT tracks the Cboe S&P 500 15% Buffer Protect October Series Index. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.79% expense ratio.
Performance
DDTM vs. POCT - Performance Comparison
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Returns By Period
DDTM
- 1D
- -0.42%
- 1M
- -0.02%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
POCT
- 1D
- -0.50%
- 1M
- 0.04%
- YTD
- 4.83%
- 6M
- 4.49%
- 1Y
- 13.26%
- 3Y*
- 11.57%
- 5Y*
- 9.65%
- 10Y*
- —
DDTM vs. POCT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDTM Innovator Equity Dual Directional 10 Buffer ETF - March | 3.70% |
POCT Innovator U.S. Equity Power Buffer ETF October | 4.30% |
Correlation
The correlation between DDTM and POCT is 0.94, 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 | 0.94 |
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Return for Risk
DDTM vs. POCT — Risk / Return Rank
DDTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
POCT
DDTM vs. POCT - 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 Power Buffer ETF October (POCT). 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 | POCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.43 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.03 | — |
| Martin ratioReturn relative to average drawdown | — | 15.34 | — |
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Drawdowns
DDTM vs. POCT - Drawdown Comparison
The maximum DDTM drawdown since its inception was -5.20%, smaller than the maximum POCT drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for DDTM and POCT.
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Drawdown Indicators
| DDTM | POCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.20% | -18.80% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.40% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.22% | — |
Current DrawdownCurrent decline from peak | -0.77% | -0.90% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -0.97% | -1.49% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.87% | — |
Volatility
DDTM vs. POCT - Volatility Comparison
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Volatility by Period
| DDTM | POCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.30% | 6.19% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.30% | 7.97% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.30% | 10.21% | -1.91% |
DDTM vs. POCT - Expense Ratio Comparison
Both DDTM and POCT have an expense ratio of 0.79%.
Dividends
DDTM vs. POCT - Dividend Comparison
Neither DDTM nor POCT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
POCT Innovator U.S. Equity Power Buffer ETF October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.21% |
Frequently Asked Questions
With a correlation of 0.94, DDTM and POCT 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 POCT have the same expense ratio: 0.79% per year.
DDTM and POCT have nearly identical dividend yields, around 0.00%.
DDTM tracks SPDR S&P 500 ETF Trust (SPY), while POCT tracks Cboe S&P 500 15% Buffer Protect October Series Index.
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