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Innovator Equity Dual Directional 10 Buffer ETF - June DDTZ

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

Fund and replication metrics

DDTZ compared with its replication portfolio
MeasureDDTZReplication
Annualized growth14.3%9.2%
Annualized volatility5.6%5.1%
Sharpe ratio2.421.76
Maximum drawdown1.2%1.5%
Replication fit (R²)0.86 · Tracking error 2.1%

Replication portfolio

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

DDTZ replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures39.4%
SPHYFI · High Yield22.9%
EMLCFI · EM Local Currency20.3%
VUGStyle · Growth17.3%