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DDTS vs. SPUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTS vs. SPUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and Innovator Equity Premium Income Daily PutWrite ETF (SPUT). 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 5.10% return, which is significantly lower than SPUT's 7.26% return.


DDTS

1D
-0.22%
1M
1.66%
YTD
5.10%
6M
6.01%
1Y
3Y*
5Y*
10Y*

SPUT

1D
-0.34%
1M
3.05%
YTD
7.26%
6M
7.80%
1Y
18.82%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTS vs. SPUT - Yearly Performance Comparison


Correlation

The correlation between DDTS and SPUT is 0.88, 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 Sep 3, 2025

0.88

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Return for Risk

DDTS vs. SPUT — Risk / Return Rank

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

DDTS

SPUT
SPUT Risk / Return Rank: 8585
Overall Rank
SPUT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPUT Sortino Ratio Rank: 8282
Sortino Ratio Rank
SPUT Omega Ratio Rank: 8585
Omega Ratio Rank
SPUT Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPUT Martin Ratio Rank: 9292
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.

DDTS vs. SPUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and Innovator Equity Premium Income Daily PutWrite ETF (SPUT). 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.

DDTS vs. SPUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDTSSPUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

1.54

+0.38

Drawdowns

DDTS vs. SPUT - Drawdown Comparison

The maximum DDTS drawdown since its inception was -4.28%, smaller than the maximum SPUT drawdown of -10.55%. Use the drawdown chart below to compare losses from any high point for DDTS and SPUT.


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Drawdown Indicators


DDTSSPUTDifference

Max Drawdown

Largest peak-to-trough decline

-4.28%

-10.55%

+6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

Current Drawdown

Current decline from peak

-0.30%

-0.34%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.52%

-0.88%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

Volatility

DDTS vs. SPUT - Volatility Comparison


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Volatility by Period


DDTSSPUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.72%

7.24%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

11.26%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.72%

11.26%

-4.54%

DDTS vs. SPUT - Expense Ratio Comparison

Both DDTS and SPUT have an expense ratio of 0.79%.


Dividends

DDTS vs. SPUT - Dividend Comparison

DDTS has not paid dividends to shareholders, while SPUT's dividend yield for the trailing twelve months is around 5.03%.


Frequently Asked Questions


DDTS and SPUT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DDTS and SPUT have the same expense ratio: 0.79% per year.

SPUT has the higher dividend yield at 5.03%, compared with 0.00% for DDTS.

DDTS is categorized as Defined Outcome, while SPUT is Derivative Income.

Portfolio Optimizer

Find the right allocation for DDTS and SPUT

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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