DDTS vs. STPZ
DDTS (Innovator Equity Dual Directional 10 Buffer ETF) and STPZ (PIMCO 1-5 Year US TIPS Index ETF) are both exchange-traded funds - DDTS is a Defined Outcome fund actively managed by Innovator, while STPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (1-5 Y). DDTS is actively managed, while STPZ is passively managed. At a correlation of -0.08, they often move in opposite directions. DDTS charges 0.79%/yr vs 0.20%/yr for STPZ.
Performance
DDTS vs. STPZ - Performance Comparison
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Returns By Period
In the year-to-date period, DDTS achieves a 4.97% return, which is significantly higher than STPZ's 1.01% return.
DDTS
- 1D
- -0.24%
- 1M
- 0.16%
- YTD
- 4.97%
- 6M
- 4.87%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STPZ
- 1D
- 0.06%
- 1M
- -0.36%
- YTD
- 1.01%
- 6M
- 1.22%
- 1Y
- 3.26%
- 3Y*
- 4.81%
- 5Y*
- 2.83%
- 10Y*
- 2.78%
DDTS vs. STPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDTS Innovator Equity Dual Directional 10 Buffer ETF | 4.97% | 4.57% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.01% | 0.08% |
Correlation
The correlation between DDTS and STPZ is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025 | -0.08 |
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Return for Risk
DDTS vs. STPZ — Risk / Return Rank
DDTS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STPZ
DDTS vs. STPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF (DDTS) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.
| DDTS | STPZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.51 | — |
| Martin ratioReturn relative to average drawdown | — | 10.76 | — |
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Drawdowns
DDTS vs. STPZ - Drawdown Comparison
The maximum DDTS drawdown since its inception was -4.28%, smaller than the maximum STPZ drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for DDTS and STPZ.
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Drawdown Indicators
| DDTS | STPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.28% | -6.77% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.93% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.77% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.87% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -0.52% | -1.30% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.30% | — |
Volatility
DDTS vs. STPZ - Volatility Comparison
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Volatility by Period
| DDTS | STPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.82% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.64% | 1.95% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.64% | 3.29% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.64% | 2.99% | +3.65% |
DDTS vs. STPZ - Expense Ratio Comparison
DDTS has a 0.79% expense ratio, which is higher than STPZ's 0.20% expense ratio.
Dividends
DDTS vs. STPZ - Dividend Comparison
DDTS has not paid dividends to shareholders, while STPZ's dividend yield for the trailing twelve months is around 4.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDTS Innovator Equity Dual Directional 10 Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 4.14% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Frequently Asked Questions
DDTS and STPZ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, STPZ is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STPZ is cheaper with a 0.20% expense ratio, compared with 0.79% for DDTS.
STPZ has the higher dividend yield at 4.14%, compared with 0.00% for DDTS.
DDTS is categorized as Defined Outcome, while STPZ is Inflation-Protected Bonds. They also come from different issuers: Innovator and PIMCO. Their fees differ too: 0.79% for DDTS and 0.20% for STPZ.
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