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EDGU vs. DDTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGU vs. DDTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic US Equity ETF (EDGU) 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, EDGU achieves a 12.54% return, which is significantly higher than DDTL's 4.57% return.


EDGU

1D
-0.48%
1M
6.63%
YTD
12.54%
6M
12.90%
1Y
27.51%
3Y*
5Y*
10Y*

DDTL

1D
0.02%
1M
1.32%
YTD
4.57%
6M
5.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGU vs. DDTL - Yearly Performance Comparison


Correlation

The correlation between EDGU and DDTL is 0.77, 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 2, 2025

0.77

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Return for Risk

EDGU vs. DDTL — Risk / Return Rank

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

EDGU
EDGU Risk / Return Rank: 7575
Overall Rank
EDGU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EDGU Sortino Ratio Rank: 7171
Sortino Ratio Rank
EDGU Omega Ratio Rank: 7272
Omega Ratio Rank
EDGU Calmar Ratio Rank: 7777
Calmar Ratio Rank
EDGU Martin Ratio Rank: 7979
Martin Ratio Rank

DDTL
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.

EDGU vs. DDTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic US Equity ETF (EDGU) 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.


EDGUDDTLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.90

Martin ratioReturn relative to average drawdown

15.02

EDGU vs. DDTL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDGUDDTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

2.27

-1.15

Drawdowns

EDGU vs. DDTL - Drawdown Comparison

The maximum EDGU drawdown since its inception was -17.58%, which is greater than DDTL's maximum drawdown of -3.78%. Use the drawdown chart below to compare losses from any high point for EDGU and DDTL.


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Drawdown Indicators


EDGUDDTLDifference

Max Drawdown

Largest peak-to-trough decline

-17.58%

-3.78%

-13.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-2.51%

-0.40%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

EDGU vs. DDTL - Volatility Comparison


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Volatility by Period


EDGUDDTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

5.46%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

5.46%

+9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

5.46%

+9.68%

EDGU vs. DDTL - Expense Ratio Comparison

EDGU has a 0.91% expense ratio, which is higher than DDTL's 0.79% expense ratio.


Dividends

EDGU vs. DDTL - Dividend Comparison

EDGU's dividend yield for the trailing twelve months is around 0.65%, while DDTL has not paid dividends to shareholders.


PositionTTM20252024
DDTL
Innovator Equity Dual Directional 10 Buffer ETF - July
0.00%0.00%0.00%
EDGU
3EDGE Dynamic US Equity ETF
0.65%0.61%0.15%

Frequently Asked Questions


EDGU and DDTL have a correlation of 0.77, 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 0.91% for EDGU.

EDGU has the higher dividend yield at 0.65%, compared with 0.00% for DDTL.

EDGU is categorized as Large Cap Blend Equities, while DDTL is Defined Outcome. They also come from different issuers: 3EDGE Asset Management and Innovator. Their fees differ too: 0.91% for EDGU and 0.79% for DDTL.

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