DDTO vs SQLV

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

DDTO vs SQLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DDTO(ETF)	SQLV(ETF)
Net Assets	$29M	$29M
Expense Ratio	0.79%	0.60%
Max Drawdown	4.98%	49.78%
Sharpe Ratio	0.85	1.27
5Y Beta	0.50	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

DDTO

$29M

SQLV

$29M

Expense Ratio

DDTO

0.79%

Winner

SQLV

0.60%

Max Drawdown

Winner

DDTO

4.98%

SQLV

49.78%

Sharpe Ratio

DDTO

0.85

Winner

SQLV

1.27

5Y Beta

Winner

DDTO

0.50

SQLV

0.91

P/E Ratio

DDTO

N/A

SQLV

-81.19

Forward P/E

DDTO

N/A

SQLV

11.29

5Y Dividends CAGR

DDTO

N/A

SQLV

8.20%

Debt to Equity

DDTO

N/A

SQLV

28.09%

P/S Ratio

DDTO

N/A

SQLV

0.86

P/B Ratio

DDTO

N/A

SQLV

1.57

DDTO vs SQLV - Historical Returns

Returns include dividend reinvestment.

Period	DDTO	SQLV
1 month	+0.64%	+3.51%
3 months	+2.99%	+8.85%
6 months	+5.21%	+15.17%
1 year	+7.91%	+25.23%
5 years(CAGR)	N/A	+8.22%
10 years(CAGR)	N/A	+9.60%
Max(CAGR)	+9.88%	+9.60%

DDTO

+0.64%

Winner

SQLV

+3.51%

DDTO

+2.99%

Winner

SQLV

+8.85%

DDTO

+5.21%

Winner

SQLV

+15.17%

DDTO

+7.91%

Winner

SQLV

+25.23%

5Y(CAGR)

DDTO

N/A

SQLV

+8.22%

10Y(CAGR)

DDTO

N/A

SQLV

+9.60%

Max(CAGR)

Winner

DDTO

+9.88%

SQLV

+9.60%

DDTO vs SQLV - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	DDTO	SQLV
2026	+5.91%	+20.83%
2025	+1.87%	+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%

DDTO vs SQLV Drawdown Comparison

The maximum drawdown for DDTO was -4.98%, occurring on Mar 30, 2026. Recovery took 33 trading sessions.

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

The current DDTO drawdown is -0.67%. The current SQLV drawdown is -3.48%.

Rank	DDTO	SQLV
#1	-4.98% Feb 25, 2026 - Apr 14, 2026	-48.31% Aug 21, 2018 - Dec 23, 2020
#2	-2.71% Oct 27, 2025 - Dec 4, 2025	-26.87% Dec 2, 2024 - Jan 15, 2026
#3	-1.46% Oct 6, 2025 - Oct 20, 2025	-23.81% Nov 11, 2021 - Dec 19, 2023
#4	-1.44% Jun 2, 2026 - Jun 15, 2026	-9.86% Jul 31, 2024 - Nov 6, 2024
#5	-1.31% Jan 28, 2026 - Feb 25, 2026	-8.60% Dec 26, 2023 - Jul 16, 2024
#6	-1.14% Jan 9, 2026 - Jan 27, 2026	-8.53% Jul 20, 2017 - Sep 28, 2017
#7	-1.02% Dec 11, 2025 - Dec 22, 2025	-8.08% Mar 12, 2021 - May 14, 2021
#8	-0.87% Jun 16, 2026 - Jul 6, 2026	-8.00% Jan 19, 2018 - Apr 17, 2018
#9	-0.67% Jul 10, 2026 - Jul 23, 2026	-7.70% Feb 6, 2026 - Apr 14, 2026
#10	-0.54% Dec 26, 2025 - Jan 6, 2026	-7.37% Jun 8, 2021 - Sep 27, 2021
#11	-0.48% May 14, 2026 - May 22, 2026	-4.94% Nov 11, 2024 - Nov 25, 2024
#12	-0.44% Apr 27, 2026 - Apr 30, 2026	-4.59% Jan 25, 2021 - Feb 8, 2021
#13	-0.43% Apr 17, 2026 - Apr 22, 2026	-3.86% May 8, 2026 - May 26, 2026
#14	-0.33% Oct 21, 2025 - Oct 23, 2025	-3.48% Jul 16, 2026 - Jul 23, 2026
#15	-0.28% Jul 6, 2026 - Jul 9, 2026	-3.27% Jan 22, 2026 - Feb 6, 2026