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Innovator Equity Dual Directional 10 Buffer ETF - December DDTD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDTD | Replication |
|---|---|---|
| Annualized growth | 12.6% | 7.0% |
| Annualized volatility | 6.3% | 6.1% |
| Sharpe ratio | 1.91 | 1.14 |
| Maximum drawdown | 4.9% | 4.4% |
| Replication fit (R²) | 0.93 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDTD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 36.0% |
| VOO | US Large Cap | 21.8% |
| BNDX | FI · International | 21.5% |
| VUG | Style · Growth | 12.0% |
| WTMF | Alternatives · Mgt Futures | 8.6% |