BABO vs. IPDP

Last updated Jun 4, 2026

BABO (YieldMax BABA Option Income Strategy ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. BABO charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

BABO vs. IPDP - Performance Comparison

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

Returns By Period

BABO

• 1D: -1.54%
• 1M: -4.06%
• YTD: -12.48%
• 6M: -16.80%
• 1Y: 8.62%
• 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)

BABO vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
BABO YieldMax BABA Option Income Strategy ETF	-18.88%
IPDP Dividend Performers ETF	0.00%

Return for Risk

BABO vs. IPDP — Risk / Return Rank

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

BABO

BABO Risk / Return Rank: 12
BABO Sharpe Ratio Rank: 12
BABO Sortino Ratio Rank: 14
BABO Omega Ratio Rank: 13
BABO Calmar Ratio Rank: 12
BABO Martin Ratio Rank: 12

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.

BABO vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax BABA Option Income Strategy ETF (BABO) 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.

	BABO	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	0.25	—	—
Sortino ratio: Return per unit of downside risk	0.64	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.29	—	—
Martin ratio: Return relative to average drawdown	0.60	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BABO	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	—	—

Drawdowns

BABO vs. IPDP - Drawdown Comparison

The maximum BABO drawdown since its inception was -29.37%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BABO and IPDP.

Drawdown Indicators

	BABO	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-29.37%	0.00%	-29.37%
Max Drawdown (1Y) Largest decline over 1 year	-29.37%	—	—
Current Drawdown Current decline from peak	-26.47%	0.00%	-26.47%
Average Drawdown Average peak-to-trough decline	-13.68%	0.00%	-13.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.49%	—	—

Volatility

Volatility by Period

	BABO	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.12%	0.00%	+35.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.77%	0.00%	+36.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.77%	0.00%	+36.77%

BABO vs. IPDP - Expense Ratio Comparison

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

Dividends

BABO vs. IPDP - Dividend Comparison

BABO's dividend yield for the trailing twelve months is around 85.81%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024
BABO YieldMax BABA Option Income Strategy ETF	85.81%	85.50%	20.65%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BABO or IPDP?

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

Which ETF is cheaper, BABO or IPDP?

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

Which ETF pays a higher dividend yield, BABO or IPDP?

BABO has the higher dividend yield at 85.81%, compared with 0.00% for IPDP.

What is the main difference between BABO and IPDP?

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