FTHI vs. IPDP

Last updated Jun 4, 2026

FTHI (First Trust BuyWrite Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. FTHI charges 0.85%/yr vs 1.52%/yr for IPDP.

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.

Returns By Period

FTHI

• 1D: -0.17%
• 1M: 1.75%
• YTD: 4.79%
• 6M: 5.22%
• 1Y: 16.43%
• 3Y*: 14.50%
• 5Y*: 10.17%
• 10Y*: 8.54%

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

	2026 (YTD)
FTHI First Trust BuyWrite Income ETF	2.53%
IPDP Dividend Performers ETF	0.00%

FTHI vs. IPDP - Sectors Allocation Comparison

Sectors	FTHI	IPDP
Financial Services	15.4%	18.6%
Industrials	13.9%	45.1%
Technology	11.4%	13.1%
Utilities	10.0%	-
Healthcare	8.5%	13.6%
Consumer Cyclical	7.5%	3.6%
Consumer Defensive	7.5%	3.9%
Energy	7.0%	-
Real Estate	7.0%	-
Basic Materials	5.0%	1.5%
Communication Services	5.0%	-

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: 59
FTHI Sharpe Ratio Rank: 54
FTHI Sortino Ratio Rank: 56
FTHI Omega Ratio Rank: 57
FTHI Calmar Ratio Rank: 60
FTHI Martin Ratio Rank: 70

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.

	FTHI	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	1.87	—	—
Sortino ratio: Return per unit of downside risk	2.71	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.02	—	—
Martin ratio: Return relative to average drawdown	13.19	—	—
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

	FTHI	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	—	—

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.

Drawdown Indicators

	FTHI	IPDP	Difference
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	-0.17%	0.00%	-0.17%
Average Drawdown Average peak-to-trough decline	-3.68%	0.00%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.25%	—	—

Volatility

Volatility by Period

	FTHI	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.81%	0.00%	+8.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.44%	0.00%	+13.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.33%	0.00%	+14.33%

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 8.73%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTHI First Trust BuyWrite Income ETF	8.73%	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

Which ETF is better, FTHI or IPDP?

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.

Which ETF is cheaper, FTHI or IPDP?

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

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

FTHI has the higher dividend yield at 8.73%, compared with 0.00% for IPDP.

What is the main difference between FTHI and 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.