BIGY vs. IPDP

Last updated Jun 4, 2026

BIGY ( YieldMax Target 12™ Big 50 Option Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. BIGY charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

BIGY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Target 12™ Big 50 Option Income ETF (BIGY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BIGY

• 1D: -0.54%
• 1M: 4.24%
• YTD: 6.66%
• 6M: 6.71%
• 1Y: 25.59%
• 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)

BIGY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
BIGY YieldMax Target 12™ Big 50 Option Income ETF	7.52%
IPDP Dividend Performers ETF	0.00%

BIGY vs. IPDP - Sectors Allocation Comparison

Sectors	BIGY	IPDP
Technology	34.5%	13.1%
Communication Services	12.1%	-
Financial Services	11.8%	18.6%
Consumer Defensive	11.4%	3.9%
Healthcare	10.8%	13.6%
Consumer Cyclical	10.2%	3.6%
Energy	4.5%	-
Industrials	4.4%	45.1%
Basic Materials	-	1.5%
Real Estate	-	-
Utilities	-	-

Return for Risk

BIGY vs. IPDP — Risk / Return Rank

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

BIGY

BIGY Risk / Return Rank: 69
BIGY Sharpe Ratio Rank: 73
BIGY Sortino Ratio Rank: 71
BIGY Omega Ratio Rank: 73
BIGY Calmar Ratio Rank: 61
BIGY Martin Ratio Rank: 65

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.

BIGY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Target 12™ Big 50 Option Income ETF (BIGY) 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.

	BIGY	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	2.41	—	—
Sortino ratio: Return per unit of downside risk	3.30	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.08	—	—
Martin ratio: Return relative to average drawdown	12.09	—	—
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

	BIGY	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	—	—

Drawdowns

BIGY vs. IPDP - Drawdown Comparison

The maximum BIGY drawdown since its inception was -18.93%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BIGY and IPDP.

Drawdown Indicators

	BIGY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-18.93%	0.00%	-18.93%
Max Drawdown (1Y) Largest decline over 1 year	-8.34%	—	—
Current Drawdown Current decline from peak	-0.54%	0.00%	-0.54%
Average Drawdown Average peak-to-trough decline	-2.56%	0.00%	-2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	BIGY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.72%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.67%	0.00%	+10.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.78%	0.00%	+16.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.78%	0.00%	+16.78%

BIGY vs. IPDP - Expense Ratio Comparison

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

Dividends

BIGY vs. IPDP - Dividend Comparison

BIGY's dividend yield for the trailing twelve months is around 12.60%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
BIGY YieldMax Target 12™ Big 50 Option Income ETF	12.60%	12.49%
IPDP Dividend Performers ETF	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, BIGY or IPDP?

On fees, BIGY 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, BIGY or IPDP?

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

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

BIGY has the higher dividend yield at 12.60%, compared with 0.00% for IPDP.

What is the main difference between BIGY and IPDP?

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