DDFS vs CPSM
Comparison between Innovator Equity Dual Directional 15 Buffer ETF September (DDFS, ETF) and CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY (CPSM, ETF).
DDFS vs CPSM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DDFS
$53M
Winner
CPSM
$53M
Expense Ratio
DDFS
0.79%
Winner
CPSM
0.69%
Max Drawdown
Winner
DDFS
2.29%
CPSM
5.19%
Sharpe Ratio
Winner
DDFS
1.24
CPSM
1.18
5Y Beta
DDFS
0.28
Winner
CPSM
0.24
DDFS vs CPSM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DDFS
+0.66%
CPSM
+0.31%
3M
Winner
DDFS
+2.81%
CPSM
+1.44%
6M
Winner
DDFS
+4.04%
CPSM
+2.46%
1Y
DDFS
N/A
CPSM
+5.62%
Max(CAGR)
Winner
DDFS
+8.96%
CPSM
+7.65%
DDFS vs CPSM - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | DDFS | CPSM |
|---|---|---|
| 2026 | +3.40% | +2.01% |
| 2025 | +3.29% | +6.93% |
| 2024 | N/A | +6.67% |
DDFS vs CPSM Drawdown Comparison
The maximum drawdown for DDFS was -2.29%, occurring on Mar 30, 2026. Recovery took 29 trading sessions.
The maximum drawdown for CPSM was -5.19%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.
The current DDFS drawdown is -0.28%. The current CPSM drawdown is -0.28%.
| Rank | DDFS | CPSM |
|---|---|---|
| #1 | -2.29% Feb 25, 2026 - Apr 8, 2026 | -5.19% Feb 19, 2025 - Apr 28, 2025 |
| #2 | -1.62% Oct 27, 2025 - Dec 9, 2025 | -1.16% Jul 15, 2024 - Aug 13, 2024 |
| #3 | -0.96% Sep 30, 2025 - Oct 23, 2025 | -0.59% Aug 30, 2024 - Sep 12, 2024 |
| #4 | -0.66% Feb 2, 2026 - Feb 9, 2026 | -0.45% Sep 25, 2024 - Oct 14, 2024 |
| #5 | -0.58% Jan 12, 2026 - Jan 27, 2026 | -0.45% Nov 11, 2025 - Nov 26, 2025 |
| #6 | -0.56% Feb 9, 2026 - Feb 25, 2026 | -0.43% Dec 16, 2024 - Dec 24, 2024 |
| #7 | -0.43% Sep 22, 2025 - Sep 30, 2025 | -0.38% Mar 23, 2026 - Apr 1, 2026 |
| #8 | -0.43% Dec 11, 2025 - Dec 19, 2025 | -0.35% May 28, 2024 - Jun 5, 2024 |
| #9 | -0.31% Sep 15, 2025 - Sep 22, 2025 | -0.35% Jan 6, 2025 - Jan 15, 2025 |
| #10 | -0.28% Jun 1, 2026 - Jun 5, 2026 | -0.31% Jan 24, 2025 - Feb 10, 2025 |
| #11 | -0.26% Dec 26, 2025 - Jan 6, 2026 | -0.31% Aug 21, 2024 - Aug 23, 2024 |
| #12 | -0.23% Jan 27, 2026 - Feb 2, 2026 | -0.30% Oct 14, 2024 - Oct 28, 2024 |
| #13 | -0.19% Apr 17, 2026 - Apr 24, 2026 | -0.29% Aug 27, 2024 - Aug 30, 2024 |
| #14 | -0.11% May 14, 2026 - May 21, 2026 | -0.28% Jun 2, 2026 - Jun 5, 2026 |
| #15 | -0.11% Apr 27, 2026 - Apr 30, 2026 | -0.27% May 15, 2024 - May 28, 2024 |
Correlation
Correlation between DDFS and CPSM is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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