See what your fund actually adds
Innovator Equity Dual Directional 10 Buffer ETF - November DDTN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDTN | Replication |
|---|---|---|
| Annualized growth | 13.9% | 7.1% |
| Annualized volatility | 6.7% | 7.1% |
| Sharpe ratio | 1.97 | 1.00 |
| Maximum drawdown | 4.9% | 5.5% |
| Replication fit (R²) | 0.93 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDTN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 31.2% |
| BNDX | FI · International | 28.8% |
| VUG | Style · Growth | 21.2% |
| VOO | US Large Cap | 18.8% |