See what your fund actually adds

Innovator Equity Dual Directional 15 Buffer ETF - July DDFL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DDFL compared with its replication portfolio
MeasureDDFLReplication
Annualized growth8.4%4.2%
Annualized volatility2.8%3.0%
Sharpe ratio2.961.38
Maximum drawdown1.4%2.3%
Replication fit (R²)0.49 · Tracking error 2.0%

Replication portfolio

The published portfolio below is the investable basket used to model DDFL’s historical return behavior.

DDFL replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield70.7%
BNDXFI · International17.7%
WTMFAlternatives · Mgt Futures6.8%
VUGStyle · Growth2.6%
USMVFactor · Min Vol2.2%