See what your fund actually adds
Innovator Equity Dual Directional 15 Buffer ETF - December DDFD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDFD | Replication |
|---|---|---|
| Annualized growth | 9.0% | 2.9% |
| Annualized volatility | 3.8% | 3.8% |
| Sharpe ratio | 2.27 | 0.78 |
| Maximum drawdown | 2.9% | 2.6% |
| Replication fit (R²) | 0.76 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDFD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 48.6% |
| BNDX | FI · International | 22.9% |
| WTMF | Alternatives · Mgt Futures | 10.3% |
| SCHP | FI · TIPS | 9.2% |
| VUG | Style · Growth | 9.0% |