DDDD vs. IPDP

Last updated Jun 4, 2026

DDDD (YieldMax U.S. Stocks Target Double Distribution ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. DDDD charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

DDDD vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DDDD

• 1D: 0.05%
• 1M: 2.56%
• YTD: —
• 6M: —
• 1Y: —
• 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)

DDDD vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
DDDD YieldMax U.S. Stocks Target Double Distribution ETF	5.08%
IPDP Dividend Performers ETF	0.00%

Return for Risk

DDDD vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax U.S. Stocks Target Double Distribution ETF (DDDD) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DDDD	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	—	—

Drawdowns

DDDD vs. IPDP - Drawdown Comparison

The maximum DDDD drawdown since its inception was -1.88%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DDDD and IPDP.

Drawdown Indicators

	DDDD	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-1.88%	0.00%	-1.88%
Current Drawdown Current decline from peak	-1.22%	0.00%	-1.22%
Average Drawdown Average peak-to-trough decline	-0.60%	0.00%	-0.60%

Volatility

Volatility by Period

	DDDD	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	0.00%	+9.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.69%	0.00%	+9.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.69%	0.00%	+9.69%

DDDD vs. IPDP - Expense Ratio Comparison

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

Dividends

DDDD vs. IPDP - Dividend Comparison

Neither DDDD nor IPDP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, DDDD or IPDP?

On fees, DDDD 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, DDDD or IPDP?

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

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

DDDD and IPDP have nearly identical dividend yields, around 0.00%.

What is the main difference between DDDD and IPDP?

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