See what your fund actually adds

Innovator Equity Dual Directional 10 Buffer ETF - May DDTY

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

Fund and replication metrics

DDTY compared with its replication portfolio
MeasureDDTYReplication
Annualized growth14.3%7.2%
Annualized volatility5.0%5.3%
Sharpe ratio2.711.33
Maximum drawdown1.3%1.7%
Replication fit (R²)0.90 · Tracking error 1.6%

Replication portfolio

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

DDTY replication basket weights
TickerBuilding blockWeight
BNDXFI · International31.9%
WTMFAlternatives · Mgt Futures25.8%
SPHYFI · High Yield17.6%
VUGStyle · Growth16.5%
VOOUS Large Cap8.3%