See what your fund actually adds

Innovator Equity Dual Directional 10 Buffer ETF - March DDTM

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

Fund and replication metrics

DDTM compared with its replication portfolio
MeasureDDTMReplication
Annualized growth17.3%9.1%
Annualized volatility6.5%6.3%
Sharpe ratio2.491.41
Maximum drawdown2.4%2.1%
Replication fit (R²)0.90 · Tracking error 2.1%

Replication portfolio

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

DDTM replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield32.5%
WTMFAlternatives · Mgt Futures23.4%
SCHPFI · TIPS23.1%
VUGStyle · Growth21.0%