DDTD vs SQLV

Comparison between Innovator Equity Dual Directional 10 Buffer ETF December (DDTD, ETF) and ROYCE QUANT SMALL-CAP QUALITY VALUE ETF (SQLV, ETF).

DDTD vs SQLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DDTD(ETF)	SQLV(ETF)
Net Assets	$28M	$29M
Expense Ratio	0.79%	0.60%
Max Drawdown	5.30%	49.78%
Sharpe Ratio	0.95	1.27
5Y Beta	0.53	0.91
P/E Ratio	N/A	-81.19
Forward P/E	N/A	11.29
5Y Dividends CAGR	N/A	8.20%
Debt to Equity	N/A	28.09%
P/S Ratio	N/A	0.86
P/B Ratio	N/A	1.57

Net Assets

DDTD

$28M

Winner

SQLV

$29M

Expense Ratio

DDTD

0.79%

Winner

SQLV

0.60%

Max Drawdown

Winner

DDTD

5.30%

SQLV

49.78%

Sharpe Ratio

DDTD

0.95

Winner

SQLV

1.27

5Y Beta

Winner

DDTD

0.53

SQLV

0.91

P/E Ratio

DDTD

N/A

SQLV

-81.19

Forward P/E

DDTD

N/A

SQLV

11.29

5Y Dividends CAGR

DDTD

N/A

SQLV

8.20%

Debt to Equity

DDTD

N/A

SQLV

28.09%

P/S Ratio

DDTD

N/A

SQLV

0.86

P/B Ratio

DDTD

N/A

SQLV

1.57

DDTD vs SQLV - Historical Returns

Returns include dividend reinvestment.

Period	DDTD	SQLV
1 month	+0.62%	+3.51%
3 months	+3.13%	+8.85%
6 months	+5.51%	+15.17%
1 year	N/A	+25.23%
5 years(CAGR)	N/A	+8.22%
10 years(CAGR)	N/A	+9.60%
Max(CAGR)	+10.90%	+9.60%

DDTD

+0.62%

Winner

SQLV

+3.51%

DDTD

+3.13%

Winner

SQLV

+8.85%

DDTD

+5.51%

Winner

SQLV

+15.17%

DDTD

N/A

SQLV

+25.23%

5Y(CAGR)

DDTD

N/A

SQLV

+8.22%

10Y(CAGR)

DDTD

N/A

SQLV

+9.60%

Max(CAGR)

Winner

DDTD

+10.90%

SQLV

+9.60%

DDTD vs SQLV - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	DDTD	SQLV
2026	+5.97%	+20.83%
2025	+0.82%	+2.93%
2024	N/A	+5.13%
2023	N/A	+20.86%
2022	N/A	-13.66%
2021	N/A	+37.16%
2020	N/A	+7.04%
2019	N/A	+17.16%
2018	N/A	-10.70%
2017	N/A	+8.51%

DDTD vs SQLV Drawdown Comparison

The maximum drawdown for DDTD was -5.30%, occurring on Mar 30, 2026. Recovery took 44 trading sessions.

The maximum drawdown for SQLV was -48.31%, occurring on Mar 18, 2020. Recovery took 590 trading sessions.

The current DDTD drawdown is -0.98%. The current SQLV drawdown is -3.48%.

Rank	DDTD	SQLV
#1	-5.30% Feb 9, 2026 - Apr 14, 2026	-48.31% Aug 21, 2018 - Dec 23, 2020
#2	-1.72% Jun 2, 2026 - Jun 30, 2026	-26.87% Dec 2, 2024 - Jan 15, 2026
#3	-1.40% Feb 2, 2026 - Feb 9, 2026	-23.81% Nov 11, 2021 - Dec 19, 2023
#4	-1.39% Jan 9, 2026 - Jan 27, 2026	-9.86% Jul 31, 2024 - Nov 6, 2024
#5	-1.15% Dec 11, 2025 - Dec 22, 2025	-8.60% Dec 26, 2023 - Jul 16, 2024
#6	-0.98% Jul 15, 2026 - Jul 23, 2026	-8.53% Jul 20, 2017 - Sep 28, 2017
#7	-0.62% May 14, 2026 - May 22, 2026	-8.08% Mar 12, 2021 - May 14, 2021
#8	-0.60% Dec 26, 2025 - Jan 6, 2026	-8.00% Jan 19, 2018 - Apr 17, 2018
#9	-0.46% Apr 17, 2026 - Apr 22, 2026	-7.70% Feb 6, 2026 - Apr 14, 2026
#10	-0.38% Apr 22, 2026 - Apr 24, 2026	-7.37% Jun 8, 2021 - Sep 27, 2021
#11	-0.38% Apr 27, 2026 - Apr 30, 2026	-4.94% Nov 11, 2024 - Nov 25, 2024
#12	-0.38% Jul 6, 2026 - Jul 9, 2026	-4.59% Jan 25, 2021 - Feb 8, 2021
#13	-0.29% Jul 10, 2026 - Jul 15, 2026	-3.86% May 8, 2026 - May 26, 2026
#14	-0.28% Jan 27, 2026 - Feb 2, 2026	-3.48% Jul 16, 2026 - Jul 23, 2026
#15	-0.27% May 1, 2026 - May 5, 2026	-3.27% Jan 22, 2026 - Feb 6, 2026