IAUG vs. FFTY

Last updated Aug 4, 2026

IAUG (Innovator International Developed Power Buffer ETF) and FFTY (CapForce IBD 50 ETF) are both exchange-traded funds - IAUG is a Defined Outcome fund actively managed by Innovator, while FFTY is a Mid Cap Growth Equities fund tracking the IBD 50 Index. IAUG is actively managed, while FFTY is passively managed. Over the past year, IAUG returned 13.97% vs 13.68% for FFTY. Their 0.51 correlation means they have sometimes moved together and sometimes differently. IAUG charges 0.85%/yr vs 0.80%/yr for FFTY.

Performance

IAUG vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Power Buffer ETF (IAUG) and CapForce IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IAUG achieves a 7.52% return, which is significantly higher than FFTY's 6.64% return.

IAUG

• 1D: 0.39%
• 1M: 1.22%
• 6M: 5.03%
• YTD: 7.52%
• 1Y: 13.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.10%

FFTY

• 1D: 0.35%
• 1M: -8.71%
• 6M: 3.25%
• YTD: 6.64%
• 1Y: 13.68%
• 3Y*: 15.53%
• 5Y*: -3.22%
• 10Y*: 5.49%
• ALL TIME*: 4.07%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFTY CapForce IBD 50 ETF	$850.81K	$1.10M	$1.54M
IAUG Innovator International Developed Power Buffer ETF	$1.28M	$757.29K	$377.09K

IAUG vs. FFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IAUG Innovator International Developed Power Buffer ETF	7.52%	17.50%	-2.26%
FFTY CapForce IBD 50 ETF	6.64%	23.38%	9.84%

Correlation

The correlation between IAUG and FFTY is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024	0.51

The correlation between IAUG and FFTY has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

IAUG vs. FFTY - Sectors Allocation Comparison

Sectors	IAUG	FFTY
Financial Services	24.7%	20.9%
Industrials	18.8%	5.7%
Technology	12.6%	18.5%
Healthcare	10.5%	43.7%
Consumer Cyclical	7.5%	3.6%
Consumer Defensive	6.8%	1.0%
Basic Materials	5.8%	3.6%
Communication Services	4.5%	0.9%
Utilities	3.8%	2.1%
Energy	3.3%	2.6%
Real Estate	1.7%	0.5%

Return for Risk

IAUG vs. FFTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IAUG

IAUG Risk / Return Rank: 84
IAUG Sharpe Ratio Rank: 86
IAUG Sortino Ratio Rank: 87
IAUG Omega Ratio Rank: 88
IAUG Calmar Ratio Rank: 77
IAUG Martin Ratio Rank: 84

FFTY

FFTY Risk / Return Rank: 21
FFTY Sharpe Ratio Rank: 20
FFTY Sortino Ratio Rank: 21
FFTY Omega Ratio Rank: 21
FFTY Calmar Ratio Rank: 21
FFTY Martin Ratio Rank: 21

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IAUG vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF (IAUG) and CapForce IBD 50 ETF (FFTY). 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.

	IAUG	FFTY	Difference
Sharpe ratio: Return per unit of total volatility	2.18	0.38	+1.80
Sortino ratio: Return per unit of downside risk	3.15	0.73	+2.42
Omega ratio: Gain probability vs. loss probability	1.43	1.09	+0.33
Calmar ratio: Return relative to maximum drawdown	2.95	0.59	+2.36
Martin ratio: Return relative to average drawdown	12.60	1.43	+11.17

IAUG vs. FFTY - Sharpe Ratio Comparison

The current IAUG Sharpe Ratio is 2.18, which is higher than the FFTY Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IAUG and FFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IAUG vs. FFTY - Drawdown Comparison

The maximum IAUG drawdown since its inception was -8.03%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for IAUG and FFTY.

Drawdown Indicators

	IAUG	FFTY	Difference
Max Drawdown Largest peak-to-trough decline	-8.03%	-59.46%	+51.43%
Max Drawdown (1Y) Largest decline over 1 year	-4.75%	-23.29%	+18.54%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.60%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-59.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.46%	—
Current Drawdown Current decline from peak	0.00%	-24.84%	+24.84%
Average Drawdown Average peak-to-trough decline	-1.53%	-22.32%	+20.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.11%	9.56%	-8.45%

Volatility

IAUG vs. FFTY - Volatility Comparison

The current volatility for Innovator International Developed Power Buffer ETF (IAUG) is 0.67%, while CapForce IBD 50 ETF (FFTY) has a volatility of 7.60%. This indicates that IAUG experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IAUG	FFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.67%	7.60%	-6.93%
Volatility (6M) Calculated over the trailing 6-month period	4.98%	28.17%	-23.19%
Volatility (1Y) Calculated over the trailing 1-year period	6.44%	36.43%	-29.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.75%	29.75%	-21.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.75%	27.80%	-19.05%

IAUG vs. FFTY - Expense Ratio Comparison

IAUG has a 0.85% expense ratio, which is higher than FFTY's 0.80% expense ratio.

Dividends

IAUG vs. FFTY - Dividend Comparison

IAUG has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.26%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFTY CapForce IBD 50 ETF	1.26%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%
IAUG Innovator International Developed Power Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IAUG and FFTY in my portfolio?

IAUG and FFTY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IAUG or FFTY?

FFTY has higher volatility (7.60%) compared to IAUG (0.67%). In terms of maximum drawdown, IAUG dropped -8.03% vs FFTY's -59.46%.

Which ETF is better, IAUG or FFTY?

On 1-year performance, IAUG leads with 13.97% vs 13.68% for FFTY. On fees, FFTY is cheaper at 0.80% per year. On volatility, IAUG has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IAUG or FFTY?

Over the 1-year period, IAUG has performed better with a 13.97% return vs 13.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IAUG or FFTY?

FFTY is cheaper with a 0.80% expense ratio, compared with 0.85% for IAUG.

Which ETF pays a higher dividend yield, IAUG or FFTY?

FFTY has the higher dividend yield at 1.26%, compared with 0.00% for IAUG.

What is the main difference between IAUG and FFTY?

IAUG is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.85% for IAUG and 0.80% for FFTY.

Which has better risk-adjusted returns?

IAUG currently has the higher Sharpe Ratio (2.18 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.