IPDP vs. GOOY
IPDP (Dividend Performers ETF) and GOOY (YieldMax GOOGL Option Income Strategy ETF) are both Derivative Income funds. Both are actively managed. IPDP charges 1.52%/yr vs 0.99%/yr for GOOY.
Performance
IPDP vs. GOOY - Performance Comparison
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Returns By Period
IPDP
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOY
- 1D
- -3.54%
- 1M
- -4.41%
- 6M
- 6.61%
- YTD
- 11.93%
- 1Y
- 73.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP vs. GOOY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IPDP Dividend Performers ETF | 0.00% |
GOOY YieldMax GOOGL Option Income Strategy ETF | 5.75% |
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Return for Risk
IPDP vs. GOOY — Risk / Return Rank
IPDP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GOOY
IPDP vs. GOOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.
| IPDP | GOOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.52 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.56 | — |
| Martin ratioReturn relative to average drawdown | — | 14.24 | — |
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Drawdowns
IPDP vs. GOOY - Drawdown Comparison
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Drawdown Indicators
| IPDP | GOOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -24.40% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.15% | — |
Current DrawdownCurrent decline from peak | — | -9.97% | — |
Average DrawdownAverage peak-to-trough decline | — | -6.35% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.16% | — |
Volatility
IPDP vs. GOOY - Volatility Comparison
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Volatility by Period
| IPDP | GOOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.88% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 24.35% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 23.52% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 23.52% | — |
IPDP vs. GOOY - Expense Ratio Comparison
IPDP has a 1.52% expense ratio, which is higher than GOOY's 0.99% expense ratio.
Dividends
IPDP vs. GOOY - Dividend Comparison
IPDP has not paid dividends to shareholders, while GOOY's dividend yield for the trailing twelve months is around 52.76%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GOOY YieldMax GOOGL Option Income Strategy ETF | 52.76% | 41.50% | 36.74% | 7.90% |
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
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.
GOOY is cheaper with a 0.99% expense ratio, compared with 1.52% for IPDP.
GOOY has the higher dividend yield at 52.76%, 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 GOOY.
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