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DDFN

GradeCChicago Board Options Exchange

Innovator Equity Dual Directional 15 Buffer ETF - November

Dual Directional · Innovator · Inception 2025-11-03

$20.51+0.00 (−0.15%)

As of Sep 23, 2026, 2:11 PM EDT

History starts Nov 3, 2025.History starts Nov 3, 2025.
Intraday session: flat, 6 prints from 20.51 to 20.51. Range 20.51 to 20.55. Use the arrow keys to read each point.$20.52$20.53$20.54$20.5510 AM12 PM2 PM4 PM
Expense ratio
0.79%
Fund size
$63M
1Y return
Yield · Last 12 months
Holdings
7
Volume · 30D
0M sh
NAV per share
$20.47
52W range
low $18.70high $20.57

The ETF.net DDFN Grade

C

44/ 100

Rank 14 of 19 in S&P 500 Dual Directional

Confidence Medium

Six-pillar profile for DDFN. Scores out of 100: Cost 50, Risk 32, Mission not scored, Tradability 41, Holdings not scored, Durability 66. Strongest: Durability (66). Weakest: Risk (32). Based on 4 of 6 pillars.
F< 25
D≥ 25
C≥ 40
B≥ 55
A≥ 70

Score 44 of 100 sits in the C band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.

  • Cost

    What you pay to own it — the expense ratio plus trading frictions, ranked within its category.
    CScore 50
    Category rank8/19 · top 42%
  • Mission

    How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.
    Not scored
  • Risk

    How violently it can move — volatility, drawdown depth, and downside capture versus its category.
    DScore 32
    Category rank15/17 · bottom quartile
  • Tradability

    How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.
    CScore 41
    Category rank11/19 · mid-pack
  • Holdings

    What it actually owns — the quality, breadth, and concentration of the underlying portfolio.
    Not scored
  • Durability

    Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.
    BScore 66
    Category rank7/19 · top 37%

Graded as of Sep 22, 2026 · Based on 4 of 6 pillars

Our read on DDFN

ETF.net Research

CBuffered S&P 500 exposure with a twist: a moderate market drop can register as a gain rather than a loss. This is the November series, resetting each November 1 with a 15% buffer running through the year.

Stated mandate

The Fund seeks positive returns when its reference asset rises and in certain moderately declining markets, while limiting losses beyond the inverse-performance threshold through a buffer.

Why people hold it

  1. 01The dual-directional part: if the reference S&P 500 ETF ends the period down but inside the 15% buffer, the fund aims to pay that decline back as a positive return.innovatoretfs.com
  2. 02Losses only begin past a 15% drop over the outcome period, and the payoff sits inside a registered 1940 Act ETF rather than a bank-issued structured note.innovatoretfs.com
  3. 03One of a staggered family: DDFD carries the December reset, DDSQ uses a 5% buffer. All charge 0.79%, so the pick comes down to buffer size and calendar, not price.
  4. 04Stands in the upper half of its small dual-directional peer group, one of the better-built versions of an unusual payoff.

Worth knowing

  1. 01Upside is capped. A new cap is set when each November period begins, so a powerful rally in the index leaves some of the gain behind.
  2. 02Buffer and cap are measured from the period start to the October 31 finish. Buy mid-period and your own buffer and upside differ from the headline terms.
  3. 03Launched in November 2025 and lightly traded, with a 0.79% fee that reflects options work, not index pricing. Income isn't part of the design.

DDFN Holdings

As of Sep 22, 2026, 10:01 PM
Asset class
Stocks
Holdings
7
Top-10 weight
105%
Largest holding
SPY 10/30/2026 6.88 C103.8%

Sectors

The fund’s holdings, weight-ordered — page 1 of 1.
#TickerCompanyWeight %SharesMarket valueIn ETFs
001SPY 10/30/2026 6.88 C103.80%855$66M1
002SPY 10/30/2026 572.93 P0.55%12,825$347K1
003US BANK MMDA - USBGFS 9 09/01/20370.43%269,919$270K161
004SPY 10/30/2026 682.11 P0.31%1,710$194K1

Showing 1–4 of 4 holdings

DDFN Performance

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

DDFN$10,699
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$11,430
Dec 31, 2025 to Sep 22, 2026. DDFN $10,699. SPY $11,430. Use the arrow keys to read each point.$9,119$10,381$11,642Dec 2025May 2026Sep 2026

Dec 31, 2025 – Sep 22, 2026

Returns run to the Sep 22, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.

Trailing total return for DDFN. Periods over one year show the average yearly return.
PeriodDDFN
Year to date+7.0%
1 month+0.5%
3 months+2.2%
1 yearFund is under 1 year old
3 yearsFund is under 3 years oldper year
5 yearsFund is under 5 years oldper year
10 yearsFund is under 10 years oldper year

As of the close, with distributions reinvested.

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual total returns for DDFN
YearReturn barDDFN
2026 YTD+7.0%
2025+0.6%

Since listing, Nov 3, 2025

DDFN in the news

ETF.net Research hasn’t filed on DDFN yet — coverage lands here as it’s written.

DDFN Dividends

Adds up every distribution paid per share over the last 12 months, divided by the last completed close. Distributions are counted by ex-date. Data through Sep 22, 2026.
Last 12 months
Payout per share
Last 12 months

Listed Nov 2025. No distributions yet.

DDFN Risk

How much the fund’s monthly returns vary, scaled to a year.
Launched Nov 2025; fills in after 12 months
How it’s calculated: standard deviation

The sample standard deviation of monthly total returns, multiplied by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.

Return above 3-month US Treasury bills per unit of volatility.
Launched Nov 2025; fills in after 12 months
How it’s calculated: Sharpe ratio

Subtract each month’s Treasury-bill return from the fund’s monthly total return.

Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.

The largest fall from a peak to the low that followed.
Launched Nov 2025; fills in after 12 months
How it’s calculated: maximum drawdown

The largest percentage decline from an earlier peak, using total returns with reinvested distributions.

Uses up to five years through the last close, with at least 12 months required.

How strongly the fund’s returns move with its asset-class index.
0.33
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

DDFN Cost

Expense ratio0.79%
  • The middle half of S&P 500 Dual Directional funds
  • Median 0.79%

No S&P 500 Dual Directional fund charges less.

DDFN costs $79.00 a year on $10,000. The median S&P 500 Dual Directional fund costs $79.00.