DDXX vs. INKM

Last updated Jun 5, 2026

DDXX (Defined Duration 20 ETF) and INKM (SPDR SSgA Income Allocation ETF) are both Global Equities funds. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. DDXX charges 0.25%/yr vs 0.50%/yr for INKM.

Performance

DDXX vs. INKM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 20 ETF (DDXX) and SPDR SSgA Income Allocation ETF (INKM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDXX achieves a 11.88% return, which is significantly higher than INKM's 6.00% return.

DDXX

• 1D: 0.42%
• 1M: 3.40%
• YTD: 11.88%
• 6M: 13.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

INKM

• 1D: 0.37%
• 1M: 0.86%
• YTD: 6.00%
• 6M: 6.18%
• 1Y: 12.99%
• 3Y*: 10.25%
• 5Y*: 4.04%
• 10Y*: 5.60%

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

DDXX vs. INKM - Yearly Performance Comparison

	2026 (YTD)	2025
DDXX Defined Duration 20 ETF	11.88%	2.51%
INKM SPDR SSgA Income Allocation ETF	6.00%	1.06%

Correlation

The correlation between DDXX and INKM is 0.82, 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 Nov 14, 2025	0.82

Return for Risk

DDXX vs. INKM — Risk / Return Rank

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

INKM

INKM Risk / Return Rank: 66
INKM Sharpe Ratio Rank: 67
INKM Sortino Ratio Rank: 69
INKM Omega Ratio Rank: 71
INKM Calmar Ratio Rank: 58
INKM Martin Ratio Rank: 63

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.

DDXX vs. INKM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) and SPDR SSgA Income Allocation ETF (INKM). 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

	DDXX	INKM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.19	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.06	0.58	+1.48

Drawdowns

DDXX vs. INKM - Drawdown Comparison

The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum INKM drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for DDXX and INKM.

Drawdown Indicators

	DDXX	INKM	Difference
Max Drawdown Largest peak-to-trough decline	-9.30%	-28.58%	+19.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.55%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.25%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.58%	—
Current Drawdown Current decline from peak	-0.37%	0.00%	-0.37%
Average Drawdown Average peak-to-trough decline	-1.62%	-3.69%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.15%	—

Volatility

Volatility by Period

	DDXX	INKM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	5.96%	+7.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.85%	8.30%	+5.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.85%	9.78%	+4.07%

DDXX vs. INKM - Expense Ratio Comparison

DDXX has a 0.25% expense ratio, which is lower than INKM's 0.50% expense ratio.

Dividends

DDXX vs. INKM - Dividend Comparison

DDXX's dividend yield for the trailing twelve months is around 1.13%, less than INKM's 4.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DDXX Defined Duration 20 ETF	1.13%	1.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INKM SPDR SSgA Income Allocation ETF	4.84%	5.82%	4.83%	4.56%	5.03%	3.74%	3.88%	4.38%	4.08%	3.10%	3.39%	3.45%

Frequently Asked Questions

Can I hold both DDXX and INKM in my portfolio?

DDXX and INKM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DDXX or INKM?

On fees, DDXX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DDXX or INKM?

DDXX is cheaper with a 0.25% expense ratio, compared with 0.50% for INKM.

Which ETF pays a higher dividend yield, DDXX or INKM?

INKM has the higher dividend yield at 4.84%, compared with 1.13% for DDXX.

What is the main difference between DDXX and INKM?

They also come from different issuers: Discipline Funds and State Street. Their fees differ too: 0.25% for DDXX and 0.50% for INKM.