QFLR vs. POCT

Last updated Jun 4, 2026

QFLR (Innovator Nasdaq-100 Managed Floor ETF) and POCT (Innovator U.S. Equity Power Buffer ETF October) are both exchange-traded funds - QFLR is a Nasdaq-100 fund actively managed by Innovator, while POCT is a Defined Outcome fund tracking the Cboe S&P 500 15% Buffer Protect October Series Index. QFLR is actively managed, while POCT is passively managed. Over the past year, QFLR returned 26.98% vs 14.36% for POCT. A 0.79 correlation means they provide meaningful diversification when combined. QFLR charges 0.89%/yr vs 0.79%/yr for POCT.

Performance

QFLR vs. POCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Innovator U.S. Equity Power Buffer ETF October (POCT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QFLR achieves a 6.90% return, which is significantly higher than POCT's 5.33% return.

QFLR

• 1D: 0.01%
• 1M: 3.99%
• YTD: 6.90%
• 6M: 5.88%
• 1Y: 26.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

POCT

• 1D: -0.20%
• 1M: 2.01%
• YTD: 5.33%
• 6M: 5.92%
• 1Y: 14.36%
• 3Y*: 12.17%
• 5Y*: 9.82%
• 10Y*: —

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

QFLR vs. POCT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QFLR Innovator Nasdaq-100 Managed Floor ETF	6.90%	17.27%	16.64%
POCT Innovator U.S. Equity Power Buffer ETF October	5.33%	11.00%	8.01%

Correlation

The correlation between QFLR and POCT 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 (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024	0.79

The correlation between QFLR and POCT has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

QFLR vs. POCT - Sectors Allocation Comparison

Sectors	QFLR	POCT
Technology	50.8%	36.2%
Communication Services	18.4%	10.9%
Consumer Cyclical	12.1%	10.1%
Consumer Defensive	9.2%	4.9%
Healthcare	3.2%	8.4%
Industrials	2.8%	8.1%
Utilities	1.5%	2.3%
Energy	1.1%	3.5%
Financial Services	0.9%	11.9%
Basic Materials	0.0%	1.8%
Real Estate	-	1.9%

Return for Risk

QFLR vs. POCT — Risk / Return Rank

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

QFLR

QFLR Risk / Return Rank: 74
QFLR Sharpe Ratio Rank: 73
QFLR Sortino Ratio Rank: 71
QFLR Omega Ratio Rank: 74
QFLR Calmar Ratio Rank: 71
QFLR Martin Ratio Rank: 78

POCT

POCT Risk / Return Rank: 75
POCT Sharpe Ratio Rank: 71
POCT Sortino Ratio Rank: 74
POCT Omega Ratio Rank: 78
POCT Calmar Ratio Rank: 66
POCT Martin Ratio Rank: 83

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.

QFLR vs. POCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Innovator U.S. Equity Power Buffer ETF October (POCT). 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.

	QFLR	POCT	Difference
Sharpe ratio Return per unit of total volatility	2.41	2.35	+0.06
Sortino ratio Return per unit of downside risk	3.26	3.38	-0.12
Omega ratio Gain probability vs. loss probability	1.44	1.47	-0.03
Calmar ratio Return relative to maximum drawdown	3.56	3.28	+0.28
Martin ratio Return relative to average drawdown	15.19	16.84	-1.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QFLR vs. POCT - Sharpe Ratio Comparison

The current QFLR Sharpe Ratio is 2.41, which is comparable to the POCT Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of QFLR and POCT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QFLR	POCT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	2.35	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.24	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	0.87	+0.52

Drawdowns

QFLR vs. POCT - Drawdown Comparison

The maximum QFLR drawdown since its inception was -13.97%, smaller than the maximum POCT drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for QFLR and POCT.

Drawdown Indicators

	QFLR	POCT	Difference
Max Drawdown Largest peak-to-trough decline	-13.97%	-18.80%	+4.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.61%	-4.40%	-3.21%
Max Drawdown (3Y) Largest decline over 3 years	—	-10.22%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.22%	—
Current Drawdown Current decline from peak	-0.48%	-0.20%	-0.28%
Average Drawdown Average peak-to-trough decline	-2.50%	-1.50%	-1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	0.86%	+0.92%

Volatility

QFLR vs. POCT - Volatility Comparison

Innovator Nasdaq-100 Managed Floor ETF (QFLR) has a higher volatility of 2.53% compared to Innovator U.S. Equity Power Buffer ETF October (POCT) at 0.94%. This indicates that QFLR's price experiences larger fluctuations and is considered to be riskier than POCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QFLR	POCT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	0.94%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	8.05%	4.77%	+3.28%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	6.17%	+5.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.62%	7.94%	+4.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.62%	10.22%	+2.40%

QFLR vs. POCT - Expense Ratio Comparison

QFLR has a 0.89% expense ratio, which is higher than POCT's 0.79% expense ratio.

Dividends

QFLR vs. POCT - Dividend Comparison

Neither QFLR nor POCT has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
POCT Innovator U.S. Equity Power Buffer ETF October	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.21%
QFLR Innovator Nasdaq-100 Managed Floor ETF	0.00%	0.02%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QFLR and POCT in my portfolio?

QFLR and POCT 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 is riskier, QFLR or POCT?

QFLR has higher volatility (2.53%) compared to POCT (0.94%). In terms of maximum drawdown, QFLR dropped -13.97% vs POCT's -18.80%.

Which ETF is better, QFLR or POCT?

On 1-year performance, QFLR leads with 26.98% vs 14.36% for POCT. On fees, POCT is cheaper at 0.79% per year. On volatility, POCT has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QFLR or POCT?

Over the 1-year period, QFLR has performed better with a 26.98% return vs 14.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QFLR or POCT?

POCT is cheaper with a 0.79% expense ratio, compared with 0.89% for QFLR.

Which ETF pays a higher dividend yield, QFLR or POCT?

QFLR and POCT have nearly identical dividend yields, around 0.00%.

What is the main difference between QFLR and POCT?

QFLR is categorized as Nasdaq-100, while POCT is Defined Outcome. Their fees differ too: 0.89% for QFLR and 0.79% for POCT.

Which has better risk-adjusted returns?

QFLR currently has the higher Sharpe Ratio (2.41 vs 2.35), 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.