RAUS vs. DDTL

Last updated Jul 18, 2026

RAUS (RACWI US ETF) and DDTL (Innovator Equity Dual Directional 10 Buffer ETF - July) are both exchange-traded funds - RAUS is a Large Cap Blend Equities fund tracking the RACWI US Index, while DDTL is a Defined Outcome fund managed by Innovator. Their correlation of 0.80 suggests significant overlap in exposure. RAUS charges 0.00%/yr vs 0.79%/yr for DDTL.

Performance

RAUS vs. DDTL - Performance Comparison

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

Returns By Period

In the year-to-date period, RAUS achieves a 10.54% return, which is significantly higher than DDTL's 4.78% return.

RAUS

• 1D: -0.86%
• 1M: 0.71%
• 6M: 8.92%
• YTD: 10.54%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDTL

• 1D: -0.59%
• 1M: 0.16%
• 6M: 4.16%
• YTD: 4.78%
• 1Y: 10.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RAUS vs. DDTL - Yearly Performance Comparison

	2026 (YTD)	2025
RAUS RACWI US ETF	10.54%	4.77%
DDTL Innovator Equity Dual Directional 10 Buffer ETF - July	4.78%	2.64%

Correlation

The correlation between RAUS and DDTL is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 12, 2025	0.80

Return for Risk

RAUS vs. DDTL — Risk / Return Rank

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

RAUS

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

DDTL

DDTL Risk / Return Rank: 83
DDTL Sharpe Ratio Rank: 82
DDTL Sortino Ratio Rank: 83
DDTL Omega Ratio Rank: 87
DDTL Calmar Ratio Rank: 74
DDTL Martin Ratio Rank: 89

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.

RAUS vs. DDTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RACWI US ETF (RAUS) 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.

	RAUS	DDTL	Difference
Sharpe ratio: Return per unit of total volatility	—	1.98	—
Sortino ratio: Return per unit of downside risk	—	2.89	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	2.81	—
Martin ratio: Return relative to average drawdown	—	14.59	—

Drawdowns

RAUS vs. DDTL - Drawdown Comparison

The maximum RAUS drawdown since its inception was -8.63%, which is greater than DDTL's maximum drawdown of -3.78%. Use the drawdown chart below to compare losses from any high point for RAUS and DDTL.

Drawdown Indicators

	RAUS	DDTL	Difference
Max Drawdown Largest peak-to-trough decline	-8.63%	-3.78%	-4.85%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.78%	—
Current Drawdown Current decline from peak	-1.53%	-0.77%	-0.76%
Average Drawdown Average peak-to-trough decline	-1.32%	-0.43%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.73%	—

Volatility

Volatility by Period

	RAUS	DDTL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.84%	5.36%	+7.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.84%	5.56%	+7.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.84%	5.56%	+7.28%

RAUS vs. DDTL - Expense Ratio Comparison

RAUS has a 0.00% expense ratio, which is lower than DDTL's 0.79% expense ratio.

Dividends

RAUS vs. DDTL - Dividend Comparison

RAUS's dividend yield for the trailing twelve months is around 0.23%, while DDTL has not paid dividends to shareholders.

Position	TTM	2025
DDTL Innovator Equity Dual Directional 10 Buffer ETF - July	0.00%	0.00%
RAUS RACWI US ETF	0.23%	0.25%

Frequently Asked Questions

Can I hold both RAUS and DDTL in my portfolio?

RAUS and DDTL have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RAUS or DDTL?

On fees, RAUS is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RAUS or DDTL?

RAUS is cheaper with a 0.00% expense ratio, compared with 0.79% for DDTL.

Which ETF pays a higher dividend yield, RAUS or DDTL?

RAUS has the higher dividend yield at 0.23%, compared with 0.00% for DDTL.

What is the main difference between RAUS and DDTL?

RAUS is categorized as Large Cap Blend Equities, while DDTL is Defined Outcome. They also come from different issuers: RAFI Indices and Innovator. Their fees differ too: 0.00% for RAUS and 0.79% for DDTL.