SQLV vs DDTO
Comparison between ROYCE QUANT SMALL-CAP QUALITY VALUE ETF (SQLV, ETF) and Innovator Equity Dual Directional 10 Buffer ETF October (DDTO, ETF).
SQLV vs DDTO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SQLV
$29M
DDTO
$29M
Expense Ratio
Winner
SQLV
0.60%
DDTO
0.79%
Max Drawdown
SQLV
49.78%
Winner
DDTO
4.98%
Sharpe Ratio
Winner
SQLV
1.27
DDTO
0.85
5Y Beta
SQLV
0.91
Winner
DDTO
0.50
P/E Ratio
SQLV
-81.19
DDTO
N/A
Forward P/E
SQLV
11.29
DDTO
N/A
5Y Dividends CAGR
SQLV
8.20%
DDTO
N/A
Debt to Equity
SQLV
28.09%
DDTO
N/A
P/S Ratio
SQLV
0.86
DDTO
N/A
P/B Ratio
SQLV
1.57
DDTO
N/A
SQLV vs DDTO - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SQLV
+3.51%
DDTO
+0.64%
3M
Winner
SQLV
+8.85%
DDTO
+2.99%
6M
Winner
SQLV
+15.17%
DDTO
+5.21%
1Y
Winner
SQLV
+25.23%
DDTO
+7.91%
5Y(CAGR)
SQLV
+8.22%
DDTO
N/A
10Y(CAGR)
SQLV
+9.60%
DDTO
N/A
Max(CAGR)
SQLV
+9.60%
Winner
DDTO
+9.88%
SQLV vs DDTO - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | SQLV | DDTO |
|---|---|---|
| 2026 | +20.83% | +5.91% |
| 2025 | +2.93% | +1.87% |
| 2024 | +5.13% | N/A |
| 2023 | +20.86% | N/A |
| 2022 | -13.66% | N/A |
| 2021 | +37.16% | N/A |
| 2020 | +7.04% | N/A |
| 2019 | +17.16% | N/A |
| 2018 | -10.70% | N/A |
| 2017 | +8.51% | N/A |
SQLV vs DDTO Drawdown Comparison
The maximum drawdown for SQLV was -48.31%, occurring on Mar 18, 2020. Recovery took 590 trading sessions.
The maximum drawdown for DDTO was -4.98%, occurring on Mar 30, 2026. Recovery took 33 trading sessions.
The current SQLV drawdown is -3.48%. The current DDTO drawdown is -0.67%.
| Rank | SQLV | DDTO |
|---|---|---|
| #1 | -48.31% Aug 21, 2018 - Dec 23, 2020 | -4.98% Feb 25, 2026 - Apr 14, 2026 |
| #2 | -26.87% Dec 2, 2024 - Jan 15, 2026 | -2.71% Oct 27, 2025 - Dec 4, 2025 |
| #3 | -23.81% Nov 11, 2021 - Dec 19, 2023 | -1.46% Oct 6, 2025 - Oct 20, 2025 |
| #4 | -9.86% Jul 31, 2024 - Nov 6, 2024 | -1.44% Jun 2, 2026 - Jun 15, 2026 |
| #5 | -8.60% Dec 26, 2023 - Jul 16, 2024 | -1.31% Jan 28, 2026 - Feb 25, 2026 |
| #6 | -8.53% Jul 20, 2017 - Sep 28, 2017 | -1.14% Jan 9, 2026 - Jan 27, 2026 |
| #7 | -8.08% Mar 12, 2021 - May 14, 2021 | -1.02% Dec 11, 2025 - Dec 22, 2025 |
| #8 | -8.00% Jan 19, 2018 - Apr 17, 2018 | -0.87% Jun 16, 2026 - Jul 6, 2026 |
| #9 | -7.70% Feb 6, 2026 - Apr 14, 2026 | -0.67% Jul 10, 2026 - Jul 23, 2026 |
| #10 | -7.37% Jun 8, 2021 - Sep 27, 2021 | -0.54% Dec 26, 2025 - Jan 6, 2026 |
| #11 | -4.94% Nov 11, 2024 - Nov 25, 2024 | -0.48% May 14, 2026 - May 22, 2026 |
| #12 | -4.59% Jan 25, 2021 - Feb 8, 2021 | -0.44% Apr 27, 2026 - Apr 30, 2026 |
| #13 | -3.86% May 8, 2026 - May 26, 2026 | -0.43% Apr 17, 2026 - Apr 22, 2026 |
| #14 | -3.48% Jul 16, 2026 - Jul 23, 2026 | -0.33% Oct 21, 2025 - Oct 23, 2025 |
| #15 | -3.27% Jan 22, 2026 - Feb 6, 2026 | -0.28% Jul 6, 2026 - Jul 9, 2026 |
Correlation
Correlation between SQLV and DDTO is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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