DYLG vs. IPDP

Last updated Jun 4, 2026

DYLG (Global X Dow 30 Covered Call & Growth ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. DYLG is passively managed, while IPDP is actively managed. DYLG charges 0.35%/yr vs 1.52%/yr for IPDP.

Performance

DYLG vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DYLG

• 1D: -0.65%
• 1M: 3.69%
• YTD: 4.63%
• 6M: 5.52%
• 1Y: 17.86%
• 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)

DYLG vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
DYLG Global X Dow 30 Covered Call & Growth ETF	1.42%
IPDP Dividend Performers ETF	0.00%

DYLG vs. IPDP - Sectors Allocation Comparison

Sectors	DYLG	IPDP
Financial Services	27.2%	18.6%
Industrials	18.4%	45.1%
Technology	17.1%	13.1%
Healthcare	13.1%	13.6%
Consumer Cyclical	11.6%	3.6%
Consumer Defensive	4.4%	3.9%
Basic Materials	4.0%	1.5%
Energy	2.4%	-
Communication Services	1.9%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DYLG vs. IPDP — Risk / Return Rank

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

DYLG

DYLG Risk / Return Rank: 53
DYLG Sharpe Ratio Rank: 56
DYLG Sortino Ratio Rank: 57
DYLG Omega Ratio Rank: 57
DYLG Calmar Ratio Rank: 43
DYLG Martin Ratio Rank: 52

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.

DYLG vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) 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.

	DYLG	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	1.90	—	—
Sortino ratio: Return per unit of downside risk	2.74	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.16	—	—
Martin ratio: Return relative to average drawdown	8.78	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DYLG	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	—	—

Drawdowns

DYLG vs. IPDP - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DYLG and IPDP.

Drawdown Indicators

	DYLG	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-13.98%	0.00%	-13.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	—	—
Current Drawdown Current decline from peak	-0.65%	0.00%	-0.65%
Average Drawdown Average peak-to-trough decline	-1.86%	0.00%	-1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	—	—

Volatility

Volatility by Period

	DYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.44%	0.00%	+9.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.44%	0.00%	+11.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.44%	0.00%	+11.44%

DYLG vs. IPDP - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

DYLG vs. IPDP - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 9.54%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
DYLG Global X Dow 30 Covered Call & Growth ETF	9.54%	9.63%	16.55%	1.38%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, DYLG or IPDP?

On fees, DYLG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DYLG or IPDP?

DYLG is cheaper with a 0.35% expense ratio, compared with 1.52% for IPDP.

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

DYLG has the higher dividend yield at 9.54%, compared with 0.00% for IPDP.

What is the main difference between DYLG and IPDP?

They also come from different issuers: Global X and Innovative Portfolios. Their fees differ too: 0.35% for DYLG and 1.52% for IPDP.