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ABNY vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABNY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax ABNB Option Income Strategy ETF (ABNY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ABNY

1D
0.00%
1M
-0.19%
6M
-0.46%
YTD
0.90%
1Y
0.53%
3Y*
5Y*
10Y*

IPDP

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNY vs. IPDP - Yearly Performance Comparison


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Return for Risk

ABNY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax ABNB Option Income Strategy ETF (ABNY) and Dividend Performers ETF (IPDP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABNYIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.25

ABNY vs. IPDP - Sharpe Ratio Comparison


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Drawdowns

ABNY vs. IPDP - Drawdown Comparison


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Drawdown Indicators


ABNYIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

Current Drawdown

Current decline from peak

-15.16%

Average Drawdown

Average peak-to-trough decline

-16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.00%

Volatility

ABNY vs. IPDP - Volatility Comparison


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Volatility by Period


ABNYIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.88%

ABNY vs. IPDP - Expense Ratio Comparison

ABNY has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

ABNY vs. IPDP - Dividend Comparison

Neither ABNY nor IPDP has paid dividends to shareholders.


PositionTTM20252024
ABNY
YieldMax ABNB Option Income Strategy ETF
47.58%53.45%22.09%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%

Frequently Asked Questions


On fees, ABNY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABNY is cheaper with a 0.99% expense ratio, compared with 1.52% for IPDP.

ABNY has the higher dividend yield at 47.58%, compared with 0.00% for IPDP.

They also come from different issuers: YieldMax and Innovative Portfolios. Their fees differ too: 0.99% for ABNY and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for ABNY and IPDP

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