DIPS vs. IPDP
Compare and contrast key facts about YieldMax Short NVDA Option Income Strategy ETF (DIPS) and Dividend Performers ETF (IPDP).
DIPS and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIPS is an actively managed fund by YieldMax. It was launched on Jul 23, 2024. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.
Performance
DIPS vs. IPDP - Performance Comparison
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DIPS vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DIPS YieldMax Short NVDA Option Income Strategy ETF | 6.14% |
IPDP Dividend Performers ETF | 0.00% |
Returns By Period
DIPS
- 1D
- -3.14%
- 1M
- 1.75%
- YTD
- 8.73%
- 6M
- 10.07%
- 1Y
- -35.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DIPS vs. IPDP - Expense Ratio Comparison
DIPS has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Return for Risk
DIPS vs. IPDP — Risk / Return Rank
DIPS
IPDP
DIPS vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Short NVDA Option Income Strategy ETF (DIPS) 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.
| DIPS | IPDP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.99 | — | — |
Sortino ratioReturn per unit of downside risk | -1.29 | — | — |
Omega ratioGain probability vs. loss probability | 0.82 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
Martin ratioReturn relative to average drawdown | -0.89 | — | — |
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
| DIPS | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.74 | — | — |
Dividends
DIPS vs. IPDP - Dividend Comparison
DIPS's dividend yield for the trailing twelve months is around 65.43%, while IPDP has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
DIPS YieldMax Short NVDA Option Income Strategy ETF | 65.43% | 96.20% | 24.18% |
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
DIPS vs. IPDP - Drawdown Comparison
The maximum DIPS drawdown since its inception was -56.99%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DIPS and IPDP.
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Drawdown Indicators
| DIPS | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.99% | 0.00% | -56.99% |
Max Drawdown (1Y)Largest decline over 1 year | -49.98% | — | — |
Current DrawdownCurrent decline from peak | -47.40% | 0.00% | -47.40% |
Average DrawdownAverage peak-to-trough decline | -36.53% | 0.00% | -36.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.64% | — | — |
Volatility
DIPS vs. IPDP - Volatility Comparison
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Volatility by Period
| DIPS | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.57% | 0.00% | +35.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.48% | 0.00% | +38.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.48% | 0.00% | +38.48% |