See what your fund actually adds
Innovator Equity Dual Directional 15 Buffer ETF - August DDFG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDFG | Replication |
|---|---|---|
| Annualized growth | 7.4% | -3.0% |
| Annualized volatility | 2.0% | 1.4% |
| Sharpe ratio | 3.69 | -2.18 |
| Maximum drawdown | 0.3% | 0.8% |
| Replication fit (R²) | 0.84 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDFG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| STIP | FI · Short TIPS | 28.5% |
| VGSH | FI · Short Gov | 26.7% |
| BNDX | FI · International | 19.7% |
| VCSH | FI · Short Corp | 15.6% |
| VOX | Sector · Communication | 9.5% |