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DUKQ vs. DDTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUKQ vs. DDTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park Domestic ETF (DUKQ) and Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUKQ achieves a 13.40% return, which is significantly higher than DDTL's 4.69% return.


DUKQ

1D
0.08%
1M
2.89%
YTD
13.40%
6M
12.21%
1Y
27.38%
3Y*
5Y*
10Y*

DDTL

1D
-0.02%
1M
0.60%
YTD
4.69%
6M
4.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUKQ vs. DDTL - Yearly Performance Comparison


Correlation

The correlation between DUKQ and DDTL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.76

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Return for Risk

DUKQ vs. DDTL — Risk / Return Rank

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

DUKQ
DUKQ Risk / Return Rank: 6969
Overall Rank
DUKQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DUKQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUKQ Omega Ratio Rank: 6464
Omega Ratio Rank
DUKQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
DUKQ Martin Ratio Rank: 7777
Martin Ratio Rank

DDTL

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

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.

DUKQ vs. DDTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park Domestic ETF (DUKQ) and Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL). 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.


DUKQDDTLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.51

Martin ratioReturn relative to average drawdown

14.40

DUKQ vs. DDTL - Sharpe Ratio Comparison


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Drawdowns

DUKQ vs. DDTL - Drawdown Comparison

The maximum DUKQ drawdown since its inception was -18.44%, which is greater than DDTL's maximum drawdown of -3.78%. Use the drawdown chart below to compare losses from any high point for DUKQ and DDTL.


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Drawdown Indicators


DUKQDDTLDifference

Max Drawdown

Largest peak-to-trough decline

-18.44%

-3.78%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

Current Drawdown

Current decline from peak

-0.44%

-0.02%

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.84%

-0.45%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

Volatility

DUKQ vs. DDTL - Volatility Comparison


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Volatility by Period


DUKQDDTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.15%

5.64%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

5.64%

+9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

5.64%

+9.35%

DUKQ vs. DDTL - Expense Ratio Comparison

DUKQ has a 0.98% expense ratio, which is higher than DDTL's 0.79% expense ratio.


Dividends

DUKQ vs. DDTL - Dividend Comparison

DUKQ's dividend yield for the trailing twelve months is around 0.66%, while DDTL has not paid dividends to shareholders.


PositionTTM20252024
DDTL
Innovator Equity Dual Directional 10 Buffer ETF - July
0.00%0.00%0.00%
DUKQ
Ocean Park Domestic ETF
0.66%0.68%0.28%

Frequently Asked Questions


DUKQ and DDTL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDTL is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDTL is cheaper with a 0.79% expense ratio, compared with 0.98% for DUKQ.

DUKQ has the higher dividend yield at 0.66%, compared with 0.00% for DDTL.

DUKQ is categorized as Large Cap Blend Equities, while DDTL is Defined Outcome. They also come from different issuers: Ocean Park and Innovator. Their fees differ too: 0.98% for DUKQ and 0.79% for DDTL.

Portfolio Optimizer

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