IPDP vs. ^NDX

Last updated Jun 3, 2026

IPDP (Dividend Performers ETF) is Derivative Income fund actively managed by Innovative Portfolios, while ^NDX (NASDAQ 100 Index) is an index.

Performance

IPDP vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^NDX

• 1D: 0.48%
• 1M: 10.65%
• YTD: 21.43%
• 6M: 19.97%
• 1Y: 42.66%
• 3Y*: 28.22%
• 5Y*: 17.78%
• 10Y*: 21.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
^NDX NASDAQ 100 Index	22.27%

Return for Risk

IPDP vs. ^NDX — Risk / Return Rank

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

^NDX

^NDX Risk / Return Rank: 85
^NDX Sharpe Ratio Rank: 85
^NDX Sortino Ratio Rank: 85
^NDX Omega Ratio Rank: 84
^NDX Calmar Ratio Rank: 87
^NDX Martin Ratio Rank: 82

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.

IPDP vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and NASDAQ 100 Index (^NDX). 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

	IPDP	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.57	—

Drawdowns

IPDP vs. ^NDX - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IPDP and ^NDX.

Drawdown Indicators

	IPDP	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-82.90%	+82.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.56%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	-24.62%	+24.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.17%	—

Volatility

Volatility by Period

	IPDP	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	16.09%	-16.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.60%	-22.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.53%	-22.53%