GMEY vs. IPDP

Last updated Jun 6, 2026

GMEY (YieldMax GME Option Income Strategy ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. GMEY charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

GMEY vs. IPDP - Performance Comparison

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

Returns By Period

GMEY

• 1D: -1.50%
• 1M: -11.34%
• YTD: 1.59%
• 6M: -9.88%
• 1Y: —
• 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)

GMEY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
GMEY YieldMax GME Option Income Strategy ETF	-6.49%
IPDP Dividend Performers ETF	0.00%

Return for Risk

GMEY vs. IPDP - Risk-Adjusted Trends Comparison

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

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

Sharpe Ratios by Period

	GMEY	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.67	—	—

Drawdowns

GMEY vs. IPDP - Drawdown Comparison

The maximum GMEY drawdown since its inception was -25.67%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GMEY and IPDP.

Drawdown Indicators

	GMEY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-25.67%	0.00%	-25.67%
Current Drawdown Current decline from peak	-23.34%	0.00%	-23.34%
Average Drawdown Average peak-to-trough decline	-16.60%	0.00%	-16.60%

Volatility

Volatility by Period

	GMEY	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	29.07%	0.00%	+29.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.07%	0.00%	+29.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.07%	0.00%	+29.07%

GMEY vs. IPDP - Expense Ratio Comparison

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

Dividends

GMEY vs. IPDP - Dividend Comparison

GMEY's dividend yield for the trailing twelve months is around 52.28%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
GMEY YieldMax GME Option Income Strategy ETF	52.28%	21.84%
IPDP Dividend Performers ETF	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, GMEY or IPDP?

On fees, GMEY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GMEY or IPDP?

GMEY is cheaper with a 0.99% expense ratio, compared with 1.52% for IPDP.

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

GMEY has the higher dividend yield at 52.28%, compared with 0.00% for IPDP.

What is the main difference between GMEY and IPDP?

They also come from different issuers: YieldMax and Innovative Portfolios. Their fees differ too: 0.99% for GMEY and 1.52% for IPDP.