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FIAT vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIAT vs. IPDP - Performance Comparison

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

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FIAT vs. IPDP - Yearly Performance Comparison


Returns By Period


FIAT

1D
0.96%
1M
1.55%
YTD
13.45%
6M
49.80%
1Y
-32.18%
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)

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FIAT vs. IPDP - Expense Ratio Comparison

FIAT has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Return for Risk

FIAT vs. IPDP — Risk / Return Rank

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

FIAT
FIAT Risk / Return Rank: 55
Overall Rank
FIAT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 55
Sortino Ratio Rank
FIAT Omega Ratio Rank: 44
Omega Ratio Rank
FIAT Calmar Ratio Rank: 44
Calmar Ratio Rank
FIAT Martin Ratio Rank: 77
Martin Ratio Rank

IPDP
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.

FIAT vs. IPDP - Risk-Adjusted Trends Comparison

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


FIATIPDPDifference

Sharpe ratio

Return per unit of total volatility

-0.55

Sortino ratio

Return per unit of downside risk

-0.44

Omega ratio

Gain probability vs. loss probability

0.94

Calmar ratio

Return relative to maximum drawdown

-0.52

Martin ratio

Return relative to average drawdown

-0.69

FIAT vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIATIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

Dividends

FIAT vs. IPDP - Dividend Comparison

FIAT's dividend yield for the trailing twelve months is around 136.83%, while IPDP has not paid dividends to shareholders.


TTM20252024
FIAT
YieldMax Short COIN Option Income Strategy ETF
136.83%178.11%70.99%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%

Drawdowns

FIAT vs. IPDP - Drawdown Comparison

The maximum FIAT drawdown since its inception was -70.50%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FIAT and IPDP.


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Drawdown Indicators


FIATIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

0.00%

-70.50%

Max Drawdown (1Y)

Largest decline over 1 year

-63.14%

Current Drawdown

Current decline from peak

-51.10%

0.00%

-51.10%

Average Drawdown

Average peak-to-trough decline

-44.36%

0.00%

-44.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.96%

Volatility

FIAT vs. IPDP - Volatility Comparison


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Volatility by Period


FIATIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.25%

Volatility (6M)

Calculated over the trailing 6-month period

41.52%

Volatility (1Y)

Calculated over the trailing 1-year period

58.69%

0.00%

+58.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.35%

0.00%

+61.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.35%

0.00%

+61.35%