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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
-0.10%
1M
-2.55%
YTD
1.19%
6M
11.56%
1Y
1.79%
3Y*
5Y*
10Y*

IPDP

1D
0.00%
1M
0.00%
YTD
6M
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 / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABNY
ABNY Risk / Return Rank: 1010
Overall Rank
ABNY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ABNY Sortino Ratio Rank: 1010
Sortino Ratio Rank
ABNY Omega Ratio Rank: 1010
Omega Ratio Rank
ABNY Calmar Ratio Rank: 1010
Calmar Ratio Rank
ABNY Martin Ratio Rank: 1010
Martin Ratio Rank

IPDP
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ABNYIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.10

Martin ratioReturn relative to average drawdown

0.20

ABNY vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ABNYIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

Drawdowns

ABNY vs. IPDP - Drawdown Comparison

The maximum ABNY drawdown since its inception was -31.62%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ABNY and IPDP.


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Drawdown Indicators


ABNYIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-31.62%

0.00%

-31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

Current Drawdown

Current decline from peak

-14.91%

0.00%

-14.91%

Average Drawdown

Average peak-to-trough decline

-16.28%

0.00%

-16.28%

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

6.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.81%

0.00%

+24.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.18%

0.00%

+30.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

0.00%

+30.18%

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

ABNY's dividend yield for the trailing twelve months is around 49.26%, while IPDP has not paid dividends to shareholders.


PositionTTM20252024
ABNY
YieldMax ABNB Option Income Strategy ETF
49.26%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 49.26%, 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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