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FTHI vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTHI vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust BuyWrite Income ETF (FTHI) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FTHI

1D
-0.71%
1M
-0.04%
YTD
4.88%
6M
4.13%
1Y
15.40%
3Y*
14.28%
5Y*
10.33%
10Y*
8.66%

IPDP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHI vs. IPDP - Yearly Performance Comparison


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Return for Risk

FTHI vs. IPDP — Risk / Return Rank

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

FTHI
FTHI Risk / Return Rank: 5757
Overall Rank
FTHI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTHI Omega Ratio Rank: 5454
Omega Ratio Rank
FTHI Calmar Ratio Rank: 6060
Calmar Ratio Rank
FTHI Martin Ratio Rank: 6969
Martin Ratio Rank

IPDP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FTHI vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.


FTHIIPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.83

Martin ratioReturn relative to average drawdown

12.09

FTHI vs. IPDP - Sharpe Ratio Comparison


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Drawdowns

FTHI vs. IPDP - Drawdown Comparison

The maximum FTHI drawdown since its inception was -32.65%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FTHI and IPDP.


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Drawdown Indicators


FTHIIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-32.65%

0.00%

-32.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

Current Drawdown

Current decline from peak

-0.71%

0.00%

-0.71%

Average Drawdown

Average peak-to-trough decline

-3.67%

0.00%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

FTHI vs. IPDP - Volatility Comparison


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Volatility by Period


FTHIIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

0.00%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

0.00%

+13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

0.00%

+14.29%

FTHI vs. IPDP - Expense Ratio Comparison

FTHI has a 0.85% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

FTHI vs. IPDP - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 8.72%, while IPDP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FTHI
First Trust BuyWrite Income ETF
8.72%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, FTHI is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTHI is cheaper with a 0.85% expense ratio, compared with 1.52% for IPDP.

FTHI has the higher dividend yield at 8.72%, compared with 0.00% for IPDP.

They also come from different issuers: First Trust and Innovative Portfolios. Their fees differ too: 0.85% for FTHI and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for FTHI and IPDP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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