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HIGH vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIGH vs. IPDP - Performance Comparison

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

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HIGH vs. IPDP - Yearly Performance Comparison


Returns By Period


HIGH

1D
-0.12%
1M
-0.90%
YTD
-2.89%
6M
-4.38%
1Y
4.90%
3Y*
2.90%
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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HIGH vs. IPDP - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Return for Risk

HIGH vs. IPDP — Risk / Return Rank

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

HIGH
HIGH Risk / Return Rank: 2323
Overall Rank
HIGH Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HIGH Sortino Ratio Rank: 2626
Sortino Ratio Rank
HIGH Omega Ratio Rank: 2626
Omega Ratio Rank
HIGH Calmar Ratio Rank: 2525
Calmar Ratio Rank
HIGH Martin Ratio Rank: 1919
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.

HIGH vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) 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.


HIGHIPDPDifference

Sharpe ratio

Return per unit of total volatility

0.30

Sortino ratio

Return per unit of downside risk

0.71

Omega ratio

Gain probability vs. loss probability

1.09

Calmar ratio

Return relative to maximum drawdown

0.51

Martin ratio

Return relative to average drawdown

0.85

HIGH vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HIGHIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

Dividends

HIGH vs. IPDP - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 8.15%, while IPDP has not paid dividends to shareholders.


TTM2025202420232022
HIGH
Simplify Enhanced Income ETF
8.15%7.71%8.34%9.40%0.62%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

HIGH vs. IPDP - Drawdown Comparison

The maximum HIGH drawdown since its inception was -9.50%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HIGH and IPDP.


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Drawdown Indicators


HIGHIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-9.50%

0.00%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

Current Drawdown

Current decline from peak

-9.46%

0.00%

-9.46%

Average Drawdown

Average peak-to-trough decline

-2.07%

0.00%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

Volatility

HIGH vs. IPDP - Volatility Comparison


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Volatility by Period


HIGHIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

0.00%

+16.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

0.00%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

0.00%

+9.75%