GOOY vs. IPDP

Last updated Jun 4, 2026

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

Performance

GOOY vs. IPDP - Performance Comparison

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

Returns By Period

GOOY

• 1D: -0.65%
• 1M: -5.16%
• YTD: 13.61%
• 6M: 11.36%
• 1Y: 88.26%
• 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)

GOOY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
GOOY YieldMax GOOGL Option Income Strategy ETF	10.08%
IPDP Dividend Performers ETF	0.00%

Return for Risk

GOOY vs. IPDP — Risk / Return Rank

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

GOOY

GOOY Risk / Return Rank: 92
GOOY Sharpe Ratio Rank: 95
GOOY Sortino Ratio Rank: 95
GOOY Omega Ratio Rank: 93
GOOY Calmar Ratio Rank: 89
GOOY Martin Ratio Rank: 90

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.

GOOY vs. IPDP - Risk-Adjusted Trends Comparison

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

	GOOY	IPDP	Difference
Sharpe ratio Return per unit of total volatility	3.84	—	—
Sortino ratio Return per unit of downside risk	5.10	—	—
Omega ratio Gain probability vs. loss probability	1.65	—	—
Calmar ratio Return relative to maximum drawdown	5.50	—	—
Martin ratio Return relative to average drawdown	21.08	—	—
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

	GOOY	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	—	—

Drawdowns

GOOY vs. IPDP - Drawdown Comparison

The maximum GOOY drawdown since its inception was -24.40%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOOY and IPDP.

Drawdown Indicators

	GOOY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	0.00%	-24.40%
Max Drawdown (1Y) Largest decline over 1 year	-16.15%	—	—
Current Drawdown Current decline from peak	-8.61%	0.00%	-8.61%
Average Drawdown Average peak-to-trough decline	-6.26%	0.00%	-6.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	—	—

Volatility

Volatility by Period

	GOOY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.19%	0.00%	+23.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.31%	0.00%	+23.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.31%	0.00%	+23.31%

GOOY vs. IPDP - Expense Ratio Comparison

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

Dividends

GOOY vs. IPDP - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 50.99%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
GOOY YieldMax GOOGL Option Income Strategy ETF	50.99%	41.50%	36.74%	7.90%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, GOOY or IPDP?

On fees, GOOY 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, GOOY or IPDP?

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

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

GOOY has the higher dividend yield at 50.99%, compared with 0.00% for IPDP.

What is the main difference between GOOY and IPDP?

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