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Innovator Equity Dual Directional 10 Buffer ETF - August DDTG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDTG | Replication |
|---|---|---|
| Annualized growth | 7.6% | -9.3% |
| Annualized volatility | 3.2% | 3.3% |
| Sharpe ratio | 2.28 | -2.94 |
| Maximum drawdown | 0.5% | 2.1% |
| Replication fit (R²) | 0.92 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDTG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| XLY | Sector · Cons Discr | 23.4% |
| BNDX | FI · International | 23.3% |
| VCSH | FI · Short Corp | 20.7% |
| XLK | Sector · Technology | 17.0% |
| EFV | Intl · Value | 15.6% |