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EFO vs DDTO

Comparison between PROSHARES ULTRA MSCI EAFE (EFO, ETF) and Innovator Equity Dual Directional 10 Buffer ETF October (DDTO, ETF).

EFO vs DDTO - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
EFO
$29M
DDTO
$29M
Expense Ratio
EFO
N/A
DDTO
0.79%
Max Drawdown
EFO
63.71%
Winner
DDTO
4.98%
Sharpe Ratio
Winner
EFO
0.87
DDTO
0.85
5Y Beta
EFO
1.49
Winner
DDTO
0.50

EFO vs DDTO - Historical Returns

Returns include dividend reinvestment.

1M
EFO
-0.16%
Winner
DDTO
+0.64%
3M
Winner
EFO
+4.39%
DDTO
+2.99%
6M
EFO
+4.14%
Winner
DDTO
+5.21%
1Y
Winner
EFO
+23.97%
DDTO
+7.91%
5Y(CAGR)
EFO
+7.92%
DDTO
N/A
10Y(CAGR)
EFO
+10.46%
DDTO
N/A
Max(CAGR)
EFO
+8.47%
Winner
DDTO
+9.88%

EFO vs DDTO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearEFODDTO
2026+10.20%+5.91%
2025+58.49%+1.87%
2024-0.41%N/A
2023+24.11%N/A
2022-34.40%N/A
2021+18.47%N/A
2020+0.81%N/A
2019+41.35%N/A
2018-31.71%N/A
2017+49.91%N/A
2016+1.33%N/A
2015-6.37%N/A
2014-11.11%N/A
2013+39.10%N/A
2012+26.78%N/A
2011-32.96%N/A
2010+4.79%N/A
2009+37.91%N/A

EFO vs DDTO Drawdown Comparison

The maximum drawdown for EFO was -63.52%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

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

The current EFO drawdown is -6.15%. The current DDTO drawdown is -0.67%.

RankEFODDTO
#1-63.52%
Jan 26, 2018 - Apr 15, 2021
-4.98%
Feb 25, 2026 - Apr 14, 2026
#2-53.95%
Sep 3, 2021 - May 19, 2025
-2.71%
Oct 27, 2025 - Dec 4, 2025
#3-49.36%
Apr 29, 2011 - Sep 18, 2013
-1.46%
Oct 6, 2025 - Oct 20, 2025
#4-45.23%
Jul 3, 2014 - Sep 19, 2017
-1.44%
Jun 2, 2026 - Jun 15, 2026
#5-38.22%
Apr 14, 2010 - Nov 4, 2010
-1.31%
Jan 28, 2026 - Feb 25, 2026
#6-25.40%
Jan 11, 2010 - Apr 14, 2010
-1.14%
Jan 9, 2026 - Jan 27, 2026
#7-22.18%
Feb 26, 2026 - Mar 20, 2026
-1.02%
Dec 11, 2025 - Dec 22, 2025
#8-20.28%
Feb 18, 2011 - Apr 26, 2011
-0.87%
Jun 16, 2026 - Jul 6, 2026
#9-17.55%
Jun 11, 2009 - Jul 23, 2009
-0.67%
Jul 10, 2026 - Jul 23, 2026
#10-14.57%
Nov 4, 2010 - Jan 13, 2011
-0.54%
Dec 26, 2025 - Jan 6, 2026
#11-14.26%
Jan 22, 2014 - Feb 24, 2014
-0.48%
May 14, 2026 - May 22, 2026
#12-13.88%
Oct 19, 2009 - Jan 6, 2010
-0.44%
Apr 27, 2026 - Apr 30, 2026
#13-11.15%
Jun 15, 2021 - Sep 2, 2021
-0.43%
Apr 17, 2026 - Apr 22, 2026
#14-10.74%
Nov 12, 2025 - Dec 11, 2025
-0.33%
Oct 21, 2025 - Oct 23, 2025
#15-10.66%
Sep 16, 2009 - Oct 14, 2009
-0.28%
Jul 6, 2026 - Jul 9, 2026

Correlation

Correlation between EFO and DDTO is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72
-101

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