COIW vs. IPDP
Compare and contrast key facts about COIN WeeklyPay™ ETF (COIW) and Dividend Performers ETF (IPDP).
COIW and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COIW is an actively managed fund by Roundhill. It was launched on Feb 18, 2025. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.
Performance
COIW vs. IPDP - Performance Comparison
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COIW vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
COIW COIN WeeklyPay™ ETF | 5.10% |
IPDP Dividend Performers ETF | 0.00% |
Returns By Period
COIW
- 1D
- -0.98%
- 1M
- -8.42%
- YTD
- -28.55%
- 6M
- -58.34%
- 1Y
- -11.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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COIW vs. IPDP - Expense Ratio Comparison
COIW has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Return for Risk
COIW vs. IPDP — Risk / Return Rank
COIW
IPDP
COIW vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COIN WeeklyPay™ ETF (COIW) 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.
| COIW | IPDP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | — | — |
Sortino ratioReturn per unit of downside risk | 0.51 | — | — |
Omega ratioGain probability vs. loss probability | 1.06 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.13 | — | — |
Martin ratioReturn relative to average drawdown | -0.25 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COIW | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.45 | — | — |
Dividends
COIW vs. IPDP - Dividend Comparison
COIW's dividend yield for the trailing twelve months is around 202.89%, while IPDP has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
COIW COIN WeeklyPay™ ETF | 202.89% | 120.37% |
IPDP Dividend Performers ETF | 0.00% | 0.00% |
Drawdowns
COIW vs. IPDP - Drawdown Comparison
The maximum COIW drawdown since its inception was -74.55%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for COIW and IPDP.
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Drawdown Indicators
| COIW | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.55% | 0.00% | -74.55% |
Max Drawdown (1Y)Largest decline over 1 year | -74.55% | — | — |
Current DrawdownCurrent decline from peak | -67.65% | 0.00% | -67.65% |
Average DrawdownAverage peak-to-trough decline | -33.68% | 0.00% | -33.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.63% | — | — |
Volatility
COIW vs. IPDP - Volatility Comparison
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Volatility by Period
| COIW | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 63.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 91.52% | 0.00% | +91.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.23% | 0.00% | +93.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 93.23% | 0.00% | +93.23% |