IPDP vs. FYEE
IPDP (Dividend Performers ETF) and FYEE (Fidelity Yield Enhanced Equity ETF) are both Derivative Income funds. Both are actively managed. IPDP charges 1.52%/yr vs 0.28%/yr for FYEE.
Performance
IPDP vs. FYEE - Performance Comparison
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Returns By Period
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYEE
- 1D
- -0.30%
- 1M
- 3.22%
- YTD
- 7.03%
- 6M
- 8.52%
- 1Y
- 24.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP vs. FYEE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IPDP Dividend Performers ETF | 0.00% |
FYEE Fidelity Yield Enhanced Equity ETF | 5.30% |
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Return for Risk
IPDP vs. FYEE — Risk / Return Rank
IPDP
FYEE
IPDP vs. FYEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Fidelity Yield Enhanced Equity ETF (FYEE). 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.
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Sharpe Ratios by Period
| IPDP | FYEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 1.24 | — |
Drawdowns
IPDP vs. FYEE - Drawdown Comparison
The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for IPDP and FYEE.
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Drawdown Indicators
| IPDP | FYEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -18.79% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.39% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.30% | +0.30% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.25% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.44% | — |
Volatility
IPDP vs. FYEE - Volatility Comparison
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Volatility by Period
| IPDP | FYEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.43% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.26% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 9.64% | -9.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 13.84% | -13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 13.84% | -13.84% |
IPDP vs. FYEE - Expense Ratio Comparison
IPDP has a 1.52% expense ratio, which is higher than FYEE's 0.28% expense ratio.
Dividends
IPDP vs. FYEE - Dividend Comparison
IPDP has not paid dividends to shareholders, while FYEE's dividend yield for the trailing twelve months is around 7.57%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FYEE Fidelity Yield Enhanced Equity ETF | 7.57% | 7.08% | 5.45% |
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
On fees, FYEE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FYEE is cheaper with a 0.28% expense ratio, compared with 1.52% for IPDP.
FYEE has the higher dividend yield at 7.57%, compared with 0.00% for IPDP.
They also come from different issuers: Innovative Portfolios and Fidelity. Their fees differ too: 1.52% for IPDP and 0.28% for FYEE.
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