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DDTN vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTN vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF - November (DDTN) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDTN achieves a 6.33% return, which is significantly lower than FFTY's 20.11% return.


DDTN

1D
-0.33%
1M
2.43%
YTD
6.33%
6M
6.80%
1Y
3Y*
5Y*
10Y*

FFTY

1D
-0.14%
1M
7.67%
YTD
20.11%
6M
21.02%
1Y
38.14%
3Y*
21.57%
5Y*
-0.60%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTN vs. FFTY - Yearly Performance Comparison


Correlation

The correlation between DDTN and FFTY is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

0.67

DDTN vs. FFTY - Sectors Allocation Comparison


Sectors
DDTN
FFTY

Technology

36.2%
24.8%

Financial Services

11.9%
13.1%

Communication Services

10.9%
3.7%

Consumer Cyclical

10.1%
4.8%

Healthcare

8.4%
12.1%

Industrials

8.1%
26.6%

Consumer Defensive

4.9%

-

Energy

3.5%
8.0%

Utilities

2.3%
2.1%

Real Estate

1.9%

-

Basic Materials

1.8%
21.6%

Technology

DDTN
36.2%
FFTY
24.8%

Financial Services

DDTN
11.9%
FFTY
13.1%

Communication Services

DDTN
10.9%
FFTY
3.7%

Consumer Cyclical

DDTN
10.1%
FFTY
4.8%

Healthcare

DDTN
8.4%
FFTY
12.1%

Industrials

DDTN
8.1%
FFTY
26.6%

Consumer Defensive

DDTN
4.9%
FFTY

-

Energy

DDTN
3.5%
FFTY
8.0%

Utilities

DDTN
2.3%
FFTY
2.1%

Real Estate

DDTN
1.9%
FFTY

-

Basic Materials

DDTN
1.8%
FFTY
21.6%

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Return for Risk

DDTN vs. FFTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDTN

FFTY
FFTY Risk / Return Rank: 3030
Overall Rank
FFTY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2828
Sortino Ratio Rank
FFTY Omega Ratio Rank: 3030
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DDTN vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF - November (DDTN) and Innovator 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDTN vs. FFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDTNFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

0.20

+1.51

Drawdowns

DDTN vs. FFTY - Drawdown Comparison

The maximum DDTN drawdown since its inception was -5.38%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for DDTN and FFTY.


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Drawdown Indicators


DDTNFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-5.38%

-59.46%

+54.08%

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

-0.33%

-15.34%

+15.01%

Average Drawdown

Average peak-to-trough decline

-0.80%

-22.38%

+21.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.77%

Volatility

DDTN vs. FFTY - Volatility Comparison


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Volatility by Period


DDTNFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

Volatility (6M)

Calculated over the trailing 6-month period

26.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

34.09%

-26.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

29.14%

-21.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.74%

27.41%

-19.67%

DDTN vs. FFTY - Expense Ratio Comparison

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


Dividends

DDTN vs. FFTY - Dividend Comparison

DDTN has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM202520242023202220212020201920182017
DDTN
Innovator Equity Dual Directional 10 Buffer ETF - November
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FFTY
Innovator IBD 50 ETF
1.12%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Frequently Asked Questions


DDTN and FFTY have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

FFTY has the higher dividend yield at 1.12%, compared with 0.00% for DDTN.

DDTN is categorized as Defined Outcome, while FFTY is Large Cap Growth Equities. Their fees differ too: 0.79% for DDTN and 0.80% for FFTY.

Portfolio Optimizer

Find the right allocation for DDTN and FFTY

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