EDGE vs. IPDP
EDGE (MRBL Enhanced Equity ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. EDGE charges 0.74%/yr vs 1.52%/yr for IPDP.
Performance
EDGE vs. IPDP - Performance Comparison
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Returns By Period
EDGE
- 1D
- -1.30%
- 1M
- 0.06%
- YTD
- 7.77%
- 6M
- 7.50%
- 1Y
- 25.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDGE vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EDGE MRBL Enhanced Equity ETF | 8.50% |
IPDP Dividend Performers ETF | 0.00% |
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Return for Risk
EDGE vs. IPDP — Risk / Return Rank
EDGE
IPDP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EDGE vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MRBL Enhanced Equity ETF (EDGE) 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.
| EDGE | IPDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | — | — |
| Martin ratioReturn relative to average drawdown | 14.65 | — | — |
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Drawdowns
EDGE vs. IPDP - Drawdown Comparison
The maximum EDGE drawdown since its inception was -20.66%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EDGE and IPDP.
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Drawdown Indicators
| EDGE | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | 0.00% | -20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | — | — |
Current DrawdownCurrent decline from peak | -1.95% | 0.00% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -2.79% | 0.00% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | — | — |
Volatility
EDGE vs. IPDP - Volatility Comparison
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Volatility by Period
| EDGE | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 0.00% | +11.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 0.00% | +16.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 0.00% | +16.07% |
EDGE vs. IPDP - Expense Ratio Comparison
EDGE has a 0.74% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Dividends
EDGE vs. IPDP - Dividend Comparison
Neither EDGE nor IPDP has paid dividends to shareholders.
Frequently Asked Questions
On fees, EDGE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDGE is cheaper with a 0.74% expense ratio, compared with 1.52% for IPDP.
EDGE and IPDP have nearly identical dividend yields, around 0.00%.
They also come from different issuers: MRBL and Innovative Portfolios. Their fees differ too: 0.74% for EDGE and 1.52% for IPDP.
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