DDTS vs. NRGU

Last updated Jun 5, 2026

DDTS (Innovator Equity Dual Directional 10 Buffer ETF) and NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) are both exchange-traded funds - DDTS is a Defined Outcome fund actively managed by Innovator, while NRGU is a Leveraged Equities fund tracking the Solactive MicroSectors U.S. Big Oil Index (-300%). DDTS is actively managed, while NRGU is passively managed. At a correlation of -0.15, they often move in opposite directions. DDTS charges 0.79%/yr vs 0.95%/yr for NRGU.

Performance

DDTS vs. NRGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDTS achieves a 5.23% return, which is significantly lower than NRGU's 125.94% return.

DDTS

• 1D: 0.13%
• 1M: 1.40%
• YTD: 5.23%
• 6M: 5.87%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NRGU

• 1D: -1.47%
• 1M: -6.46%
• YTD: 125.94%
• 6M: 93.16%
• 1Y: 171.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTS vs. NRGU - Yearly Performance Comparison

	2026 (YTD)	2025
DDTS Innovator Equity Dual Directional 10 Buffer ETF	5.23%	4.21%
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN	125.94%	-19.28%

Correlation

The correlation between DDTS and NRGU is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025	-0.15

Return for Risk

DDTS vs. NRGU — Risk / Return Rank

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

NRGU

NRGU Risk / Return Rank: 64
NRGU Sharpe Ratio Rank: 72
NRGU Sortino Ratio Rank: 53
NRGU Omega Ratio Rank: 53
NRGU Calmar Ratio Rank: 82
NRGU Martin Ratio Rank: 61

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.

DDTS vs. NRGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU). 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.

Sharpe Ratios by Period

	DDTS	NRGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.95	0.43	+1.52

Drawdowns

DDTS vs. NRGU - Drawdown Comparison

The maximum DDTS drawdown since its inception was -4.28%, smaller than the maximum NRGU drawdown of -57.50%. Use the drawdown chart below to compare losses from any high point for DDTS and NRGU.

Drawdown Indicators

	DDTS	NRGU	Difference
Max Drawdown Largest peak-to-trough decline	-4.28%	-57.50%	+53.22%
Max Drawdown (1Y) Largest decline over 1 year	—	-39.95%	—
Current Drawdown Current decline from peak	-0.18%	-22.07%	+21.89%
Average Drawdown Average peak-to-trough decline	-0.52%	-25.41%	+24.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.01%	—

Volatility

Volatility by Period

	DDTS	NRGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	31.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	61.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	6.70%	75.02%	-68.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.70%	89.03%	-82.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.70%	89.03%	-82.33%

DDTS vs. NRGU - Expense Ratio Comparison

DDTS has a 0.79% expense ratio, which is lower than NRGU's 0.95% expense ratio.

Dividends

DDTS vs. NRGU - Dividend Comparison

Neither DDTS nor NRGU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DDTS and NRGU in my portfolio?

DDTS and NRGU have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDTS or NRGU?

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

Which ETF is cheaper, DDTS or NRGU?

DDTS is cheaper with a 0.79% expense ratio, compared with 0.95% for NRGU.

Which ETF pays a higher dividend yield, DDTS or NRGU?

DDTS and NRGU have nearly identical dividend yields, around 0.00%.

What is the main difference between DDTS and NRGU?

DDTS is categorized as Defined Outcome, while NRGU is Leveraged Equities. They also come from different issuers: Innovator and BMO. Their fees differ too: 0.79% for DDTS and 0.95% for NRGU.