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DISO vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DISO vs. IPDP - Performance Comparison

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

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Returns By Period


DISO

1D
0.00%
1M
0.05%
6M
-9.68%
YTD
-10.18%
1Y
-10.16%
3Y*
5Y*
10Y*

IPDP

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DISO vs. IPDP - Yearly Performance Comparison


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Return for Risk

DISO vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DISOIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.50

Martin ratioReturn relative to average drawdown

-1.08

DISO vs. IPDP - Sharpe Ratio Comparison


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Drawdowns

DISO vs. IPDP - Drawdown Comparison


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Drawdown Indicators


DISOIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.19%

Current Drawdown

Current decline from peak

-12.68%

Average Drawdown

Average peak-to-trough decline

-7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.38%

Volatility

DISO vs. IPDP - Volatility Comparison


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Volatility by Period


DISOIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

DISO vs. IPDP - Expense Ratio Comparison

DISO has a 1.01% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

DISO vs. IPDP - Dividend Comparison

Neither DISO nor IPDP has paid dividends to shareholders.


PositionTTM202520242023
DISO
YieldMax DIS Option Income Strategy ETF
35.76%38.87%37.33%6.87%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DISO is cheaper at 1.01% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DISO is cheaper with a 1.01% expense ratio, compared with 1.52% for IPDP.

DISO has the higher dividend yield at 35.76%, compared with 0.00% for IPDP.

They also come from different issuers: YieldMax and Innovative Portfolios. Their fees differ too: 1.01% for DISO and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for DISO and IPDP

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