See what your fund actually adds

Innovator Equity Dual Directional 10 Buffer ETF - February DDTF

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

Fund and replication metrics

DDTF compared with its replication portfolio
MeasureDDTFReplication
Annualized growth13.1%8.9%
Annualized volatility6.8%6.6%
Sharpe ratio1.851.33
Maximum drawdown4.8%3.5%
Replication fit (R²)0.88 · Tracking error 2.3%

Replication portfolio

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

DDTF replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield44.5%
VUGStyle · Growth24.5%
WTMFAlternatives · Mgt Futures16.5%
BNDXFI · International14.4%