See what your fund actually adds

Innovator Equity Dual Directional 10 Buffer ETF - April DDTA

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

Fund and replication metrics

DDTA compared with its replication portfolio
MeasureDDTAReplication
Annualized growth20.6%9.2%
Annualized volatility4.6%4.6%
Sharpe ratio4.081.93
Maximum drawdown0.9%1.5%
Replication fit (R²)0.84 · Tracking error 1.9%

Replication portfolio

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

DDTA replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield32.8%
WTMFAlternatives · Mgt Futures22.1%
SCHPFI · TIPS17.5%
VUGStyle · Growth14.9%
BNDXFI · International12.7%