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DINT vs. LOUP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DINT and LOUP is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

DINT vs. LOUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select International ETF (DINT) and Innovator Loup Frontier Tech ETF (LOUP). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
22.88%
72.77%
DINT
LOUP

Key characteristics

Sharpe Ratio

DINT:

0.72

LOUP:

-0.06

Sortino Ratio

DINT:

1.14

LOUP:

0.17

Omega Ratio

DINT:

1.15

LOUP:

1.02

Calmar Ratio

DINT:

0.75

LOUP:

-0.06

Martin Ratio

DINT:

2.16

LOUP:

-0.22

Ulcer Index

DINT:

8.33%

LOUP:

10.27%

Daily Std Dev

DINT:

25.02%

LOUP:

37.50%

Max Drawdown

DINT:

-45.12%

LOUP:

-58.68%

Current Drawdown

DINT:

-13.45%

LOUP:

-30.85%

Returns By Period

In the year-to-date period, DINT achieves a -0.46% return, which is significantly higher than LOUP's -18.06% return.


DINT

YTD

-0.46%

1M

-11.10%

6M

-7.88%

1Y

17.66%

5Y*

8.30%

10Y*

N/A

LOUP

YTD

-18.06%

1M

-11.54%

6M

-12.88%

1Y

0.29%

5Y*

12.22%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DINT vs. LOUP - Expense Ratio Comparison

DINT has a 0.65% expense ratio, which is lower than LOUP's 0.70% expense ratio.


LOUP
Innovator Loup Frontier Tech ETF
Expense ratio chart for LOUP: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LOUP: 0.70%
Expense ratio chart for DINT: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DINT: 0.65%

Risk-Adjusted Performance

DINT vs. LOUP — Risk-Adjusted Performance Rank

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

DINT
The Risk-Adjusted Performance Rank of DINT is 7474
Overall Rank
The Sharpe Ratio Rank of DINT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DINT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DINT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of DINT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DINT is 6969
Martin Ratio Rank

LOUP
The Risk-Adjusted Performance Rank of LOUP is 2727
Overall Rank
The Sharpe Ratio Rank of LOUP is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of LOUP is 3232
Sortino Ratio Rank
The Omega Ratio Rank of LOUP is 3232
Omega Ratio Rank
The Calmar Ratio Rank of LOUP is 2323
Calmar Ratio Rank
The Martin Ratio Rank of LOUP is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DINT vs. LOUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) and Innovator Loup Frontier Tech ETF (LOUP). 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.


Sharpe ratio
The chart of Sharpe ratio for DINT, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
DINT: 0.72
LOUP: -0.06
The chart of Sortino ratio for DINT, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.00
DINT: 1.14
LOUP: 0.17
The chart of Omega ratio for DINT, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
DINT: 1.15
LOUP: 1.02
The chart of Calmar ratio for DINT, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.0012.00
DINT: 0.75
LOUP: -0.06
The chart of Martin ratio for DINT, currently valued at 2.16, compared to the broader market0.0020.0040.0060.00
DINT: 2.16
LOUP: -0.22

The current DINT Sharpe Ratio is 0.72, which is higher than the LOUP Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DINT and LOUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.72
-0.06
DINT
LOUP

Dividends

DINT vs. LOUP - Dividend Comparison

DINT's dividend yield for the trailing twelve months is around 2.35%, while LOUP has not paid dividends to shareholders.


TTM2024202320222021202020192018
DINT
Davis Select International ETF
2.35%2.34%1.75%0.37%2.15%0.27%2.58%0.42%
LOUP
Innovator Loup Frontier Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DINT vs. LOUP - Drawdown Comparison

The maximum DINT drawdown since its inception was -45.12%, smaller than the maximum LOUP drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for DINT and LOUP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.45%
-30.85%
DINT
LOUP

Volatility

DINT vs. LOUP - Volatility Comparison

The current volatility for Davis Select International ETF (DINT) is 12.54%, while Innovator Loup Frontier Tech ETF (LOUP) has a volatility of 22.11%. This indicates that DINT experiences smaller price fluctuations and is considered to be less risky than LOUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.54%
22.11%
DINT
LOUP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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