FBY vs. IPDP
Compare and contrast key facts about YieldMax META Option Income ETF (FBY) and Dividend Performers ETF (IPDP).
FBY and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FBY is an actively managed fund by YieldMax. It was launched on Jul 27, 2023. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.
Performance
FBY vs. IPDP - Performance Comparison
Loading graphics...
FBY vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FBY YieldMax META Option Income ETF | -11.18% |
IPDP Dividend Performers ETF | 0.00% |
Returns By Period
FBY
- 1D
- 0.99%
- 1M
- -10.78%
- YTD
- -11.64%
- 6M
- -18.62%
- 1Y
- -6.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FBY vs. IPDP - Expense Ratio Comparison
FBY has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Return for Risk
FBY vs. IPDP — Risk / Return Rank
FBY
IPDP
FBY vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax META Option Income ETF (FBY) 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.
| FBY | IPDP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | — | — |
Sortino ratioReturn per unit of downside risk | -0.08 | — | — |
Omega ratioGain probability vs. loss probability | 0.99 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.17 | — | — |
Martin ratioReturn relative to average drawdown | -0.45 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FBY | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | — | — |
Dividends
FBY vs. IPDP - Dividend Comparison
FBY's dividend yield for the trailing twelve months is around 58.29%, while IPDP has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FBY YieldMax META Option Income ETF | 58.29% | 55.43% | 53.89% | 8.31% |
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FBY vs. IPDP - Drawdown Comparison
The maximum FBY drawdown since its inception was -31.53%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FBY and IPDP.
Loading graphics...
Drawdown Indicators
| FBY | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.53% | 0.00% | -31.53% |
Max Drawdown (1Y)Largest decline over 1 year | -29.50% | — | — |
Current DrawdownCurrent decline from peak | -24.06% | 0.00% | -24.06% |
Average DrawdownAverage peak-to-trough decline | -7.12% | 0.00% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.31% | — | — |
Volatility
FBY vs. IPDP - Volatility Comparison
Loading graphics...
Volatility by Period
| FBY | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.42% | 0.00% | +32.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.38% | 0.00% | +28.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.38% | 0.00% | +28.38% |