DDTM vs. SFLR
DDTM (Innovator Equity Dual Directional 10 Buffer ETF - March) and SFLR (Innovator Equity Managed Floor ETF) are both exchange-traded funds - DDTM is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust (SPY), while SFLR is a Options Trading fund actively managed by Innovator. DDTM is passively managed, while SFLR is actively managed. Their correlation of 0.85 suggests significant overlap in exposure. DDTM charges 0.79%/yr vs 0.89%/yr for SFLR.
Performance
DDTM vs. SFLR - Performance Comparison
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Returns By Period
DDTM
- 1D
- -0.42%
- 1M
- -0.02%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFLR
- 1D
- -0.99%
- 1M
- -0.63%
- YTD
- 3.43%
- 6M
- 3.07%
- 1Y
- 15.38%
- 3Y*
- 14.80%
- 5Y*
- —
- 10Y*
- —
DDTM vs. SFLR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DDTM Innovator Equity Dual Directional 10 Buffer ETF - March | 3.70% |
SFLR Innovator Equity Managed Floor ETF | 3.46% |
Correlation
The correlation between DDTM and SFLR is 0.85, 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 | 0.85 |
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Return for Risk
DDTM vs. SFLR — Risk / Return Rank
DDTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SFLR
DDTM vs. SFLR - 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 Equity Managed Floor ETF (SFLR). 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 | SFLR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.27 | — |
| Martin ratioReturn relative to average drawdown | — | 8.91 | — |
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Drawdowns
DDTM vs. SFLR - Drawdown Comparison
The maximum DDTM drawdown since its inception was -5.20%, smaller than the maximum SFLR drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for DDTM and SFLR.
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Drawdown Indicators
| DDTM | SFLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.20% | -12.13% | +6.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.79% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.13% | — |
Current DrawdownCurrent decline from peak | -0.77% | -2.61% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -0.97% | -1.75% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.73% | — |
Volatility
DDTM vs. SFLR - Volatility Comparison
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Volatility by Period
| DDTM | SFLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.51% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.30% | 9.72% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.30% | 10.32% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.30% | 10.32% | -2.02% |
DDTM vs. SFLR - Expense Ratio Comparison
DDTM has a 0.79% expense ratio, which is lower than SFLR's 0.89% expense ratio.
Dividends
DDTM vs. SFLR - Dividend Comparison
DDTM has not paid dividends to shareholders, while SFLR's dividend yield for the trailing twelve months is around 0.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DDTM Innovator Equity Dual Directional 10 Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFLR Innovator Equity Managed Floor ETF | 0.33% | 0.33% | 0.42% | 1.16% | 0.06% |
Frequently Asked Questions
DDTM and SFLR have a correlation of 0.85, 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 0.89% for SFLR.
SFLR has the higher dividend yield at 0.33%, compared with 0.00% for DDTM.
DDTM is categorized as Defined Outcome, while SFLR is Options Trading. Their fees differ too: 0.79% for DDTM and 0.89% for SFLR.
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