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DDTS vs. RSBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTS vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDTS achieves a 6.59% return, which is significantly lower than RSBY's 15.76% return.


DDTS

1D
0.31%
1M
0.90%
6M
5.81%
YTD
6.59%
1Y
3Y*
5Y*
10Y*
ALL TIME*

RSBY

1D
-0.66%
1M
-2.92%
6M
12.75%
YTD
15.76%
1Y
12.59%
3Y*
5Y*
10Y*
ALL TIME*
-3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.44K$63.95K$163.16K
$290.19K$414.45K$303.00K

DDTS vs. RSBY - Yearly Performance Comparison


Correlation

The correlation between DDTS and RSBY is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 2, 2025

-0.32

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Return for Risk

DDTS vs. RSBY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDTS

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


RSBY
RSBY Risk / Return Rank: 4343
Overall Rank
RSBY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
RSBY Sortino Ratio Rank: 4747
Sortino Ratio Rank
RSBY Omega Ratio Rank: 4242
Omega Ratio Rank
RSBY Calmar Ratio Rank: 4646
Calmar Ratio Rank
RSBY Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDTS vs. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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.


DDTSRSBYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.64

Martin ratioReturn relative to average drawdown

3.71

DDTS vs. RSBY - Sharpe Ratio Comparison


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Drawdowns

DDTS vs. RSBY - Drawdown Comparison

The maximum DDTS drawdown since its inception was -4.28%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for DDTS and RSBY.


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Drawdown Indicators


DDTSRSBYDifference

Max Drawdown

Largest peak-to-trough decline

-4.28%

-23.32%

+19.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

Current Drawdown

Current decline from peak

0.00%

-8.64%

+8.64%

Average Drawdown

Average peak-to-trough decline

-0.48%

-13.14%

+12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

Volatility

DDTS vs. RSBY - Volatility Comparison


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Volatility by Period


DDTSRSBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

11.36%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

13.25%

-6.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

13.25%

-6.90%

DDTS vs. RSBY - Expense Ratio Comparison

DDTS has a 0.79% expense ratio, which is lower than RSBY's 0.98% expense ratio.


Dividends

DDTS vs. RSBY - Dividend Comparison

DDTS has not paid dividends to shareholders, while RSBY's dividend yield for the trailing twelve months is around 1.79%.


Frequently Asked Questions


DDTS and RSBY have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

DDTS is cheaper with a 0.79% expense ratio, compared with 0.98% for RSBY.

RSBY has the higher dividend yield at 1.79%, compared with 0.00% for DDTS.

DDTS is categorized as Defined Outcome, while RSBY is Multistrategy. They also come from different issuers: Innovator and Return Stacked. Their fees differ too: 0.79% for DDTS and 0.98% for RSBY.

Portfolio Optimizer

Find the right allocation for DDTS and RSBY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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