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IPDP vs. CHPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPDP vs. CHPY - Performance Comparison

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

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Returns By Period


IPDP

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

CHPY

1D
-6.97%
1M
10.89%
YTD
82.68%
6M
81.99%
1Y
134.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. CHPY - Yearly Performance Comparison


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Return for Risk

IPDP vs. CHPY — Risk / Return Rank

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

IPDP

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


CHPY
CHPY Risk / Return Rank: 9595
Overall Rank
CHPY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHPY Sortino Ratio Rank: 9393
Sortino Ratio Rank
CHPY Omega Ratio Rank: 9494
Omega Ratio Rank
CHPY Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHPY Martin Ratio Rank: 9797
Martin Ratio Rank
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. CHPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IPDPCHPYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

11.13

Martin ratioReturn relative to average drawdown

39.19

IPDP vs. CHPY - Sharpe Ratio Comparison


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Drawdowns

IPDP vs. CHPY - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum CHPY drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for IPDP and CHPY.


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Drawdown Indicators


IPDPCHPYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.19%

+12.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

Current Drawdown

Current decline from peak

0.00%

-6.97%

+6.97%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.14%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

Volatility

IPDP vs. CHPY - Volatility Comparison


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Volatility by Period


IPDPCHPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.72%

Volatility (6M)

Calculated over the trailing 6-month period

27.95%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

32.57%

-32.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

36.37%

-36.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

36.37%

-36.37%

IPDP vs. CHPY - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than CHPY's 0.99% expense ratio.


Dividends

IPDP vs. CHPY - Dividend Comparison

IPDP has not paid dividends to shareholders, while CHPY's dividend yield for the trailing twelve months is around 29.64%.


Frequently Asked Questions


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

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

CHPY has the higher dividend yield at 29.64%, compared with 0.00% for IPDP.

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

Portfolio Optimizer

Find the right allocation for IPDP and CHPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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