DDFO vs NATO

Comparison between Innovator Equity Dual Directional 15 Buffer ETF October (DDFO, ETF) and THEMES TRANSATLANTIC DEFENSE ETF (NATO, ETF).

DDFO vs NATO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DDFO(ETF)	NATO(ETF)
Net Assets	$99M	$99M
Expense Ratio	0.79%	0.35%
Max Drawdown	2.79%	15.99%
Sharpe Ratio	0.82	0.54
5Y Beta	0.32	0.83
P/E Ratio	N/A	92.41
Forward P/E	N/A	28.98
Debt to Equity	N/A	152.09%
P/S Ratio	N/A	3.02
P/B Ratio	N/A	6.38

Net Assets

Winner

DDFO

$99M

NATO

$99M

Expense Ratio

DDFO

0.79%

Winner

NATO

0.35%

Max Drawdown

Winner

DDFO

2.79%

NATO

15.99%

Sharpe Ratio

Winner

DDFO

0.82

NATO

0.54

5Y Beta

Winner

DDFO

0.32

NATO

0.83

P/E Ratio

DDFO

N/A

NATO

92.41

Forward P/E

DDFO

N/A

NATO

28.98

Debt to Equity

DDFO

N/A

NATO

152.09%

P/S Ratio

DDFO

N/A

NATO

3.02

P/B Ratio

DDFO

N/A

NATO

6.38

DDFO vs NATO - Historical Returns

Returns include dividend reinvestment.

Period	DDFO	NATO
1 month	+0.72%	+1.94%
3 months	+3.11%	-7.96%
6 months	+3.74%	+7.91%
1 year	N/A	+13.61%
Max(CAGR)	+7.61%	+30.14%

DDFO

+0.72%

Winner

NATO

+1.94%

Winner

DDFO

+3.11%

NATO

-7.96%

DDFO

+3.74%

Winner

NATO

+7.91%

DDFO

N/A

NATO

+13.61%

Max(CAGR)

DDFO

+7.61%

Winner

NATO

+30.14%

DDFO vs NATO - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	DDFO	NATO
2026	+3.28%	-0.13%
2025	+1.72%	+51.85%
2024	N/A	+0.35%

DDFO vs NATO Drawdown Comparison

The maximum drawdown for DDFO was -2.79%, occurring on Mar 30, 2026. Recovery took 30 trading sessions.

The maximum drawdown for NATO was -15.99%, occurring on Mar 30, 2026. This drawdown has not yet recovered.

The current DDFO drawdown is -0.53%. The current NATO drawdown is -11.85%.

Rank	DDFO	NATO
#1	-2.79% Feb 25, 2026 - Apr 9, 2026	-15.99% Mar 2, 2026 - Mar 30, 2026
#2	-1.81% Oct 27, 2025 - Dec 3, 2025	-13.28% Mar 19, 2025 - Apr 29, 2025
#3	-0.98% Oct 6, 2025 - Oct 20, 2025	-10.85% Oct 8, 2025 - Jan 5, 2026
#4	-0.90% Jan 6, 2026 - Jan 27, 2026	-7.21% Nov 11, 2024 - Feb 18, 2025
#5	-0.78% Feb 2, 2026 - Feb 9, 2026	-7.16% Jan 16, 2026 - Feb 20, 2026
#6	-0.67% Feb 9, 2026 - Feb 25, 2026	-4.72% Oct 18, 2024 - Nov 6, 2024
#7	-0.57% Dec 11, 2025 - Dec 22, 2025	-4.03% Mar 5, 2025 - Mar 17, 2025
#8	-0.53% May 29, 2026 - Jun 5, 2026	-3.96% Feb 18, 2025 - Feb 28, 2025
#9	-0.40% May 14, 2026 - May 26, 2026	-3.23% Jul 23, 2025 - Sep 11, 2025
#10	-0.30% Dec 24, 2025 - Jan 6, 2026	-1.91% Jun 5, 2025 - Jun 26, 2025
#11	-0.23% Apr 17, 2026 - Apr 22, 2026	-1.84% Jun 30, 2025 - Jul 9, 2025
#12	-0.20% May 6, 2026 - May 8, 2026	-1.79% May 19, 2025 - May 27, 2025
#13	-0.20% Apr 22, 2026 - Apr 24, 2026	-1.55% Jul 18, 2025 - Jul 23, 2025
#14	-0.19% Oct 21, 2025 - Oct 23, 2025	-1.26% Mar 3, 2025 - Mar 5, 2025
#15	-0.16% May 1, 2026 - May 6, 2026	-1.26% Feb 20, 2026 - Mar 2, 2026