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DHSB vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHSB vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Day Hagan Smart Buffer ETF (DHSB) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DHSB

1D
-0.01%
1M
1.26%
YTD
4.21%
6M
5.04%
1Y
9.84%
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)

DHSB vs. IPDP - Yearly Performance Comparison


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Return for Risk

DHSB vs. IPDP — Risk / Return Rank

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

DHSB
DHSB Risk / Return Rank: 6363
Overall Rank
DHSB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DHSB Sortino Ratio Rank: 5555
Sortino Ratio Rank
DHSB Omega Ratio Rank: 6969
Omega Ratio Rank
DHSB Calmar Ratio Rank: 6161
Calmar Ratio Rank
DHSB Martin Ratio Rank: 8080
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.

DHSB vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Day Hagan Smart Buffer ETF (DHSB) 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.


DHSBIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.98

Martin ratioReturn relative to average drawdown

15.55

DHSB vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DHSBIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

Drawdowns

DHSB vs. IPDP - Drawdown Comparison

The maximum DHSB drawdown since its inception was -7.65%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DHSB and IPDP.


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Drawdown Indicators


DHSBIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-7.65%

0.00%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.88%

0.00%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

Volatility

DHSB vs. IPDP - Volatility Comparison


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Volatility by Period


DHSBIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

0.00%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.63%

0.00%

+8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.63%

0.00%

+8.63%

DHSB vs. IPDP - Expense Ratio Comparison

DHSB has a 0.68% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

DHSB vs. IPDP - Dividend Comparison

DHSB's dividend yield for the trailing twelve months is around 1.20%, while IPDP has not paid dividends to shareholders.


PositionTTM2025
DHSB
Day Hagan Smart Buffer ETF
1.20%1.25%
IPDP
Dividend Performers ETF
0.00%0.00%

Frequently Asked Questions


On fees, DHSB is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHSB is cheaper with a 0.68% expense ratio, compared with 1.52% for IPDP.

DHSB has the higher dividend yield at 1.20%, compared with 0.00% for IPDP.

They also come from different issuers: Day Hagan and Innovative Portfolios. Their fees differ too: 0.68% for DHSB and 1.52% for IPDP.

Portfolio Optimizer

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