PortfoliosLab logoPortfoliosLab logo
IPDP vs. IVVW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPDP vs. IVVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and iShares S&P 500 BuyWrite ETF (IVVW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IPDP

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

IVVW

1D
-0.02%
1M
1.90%
YTD
4.84%
6M
6.58%
1Y
20.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. IVVW - Yearly Performance Comparison


IPDP vs. IVVW - Sectors Allocation Comparison


Sectors
IPDP
IVVW

Industrials

45.1%
8.3%

Financial Services

18.6%
11.8%

Healthcare

13.6%
8.5%

Technology

13.1%
35.6%

Consumer Defensive

3.9%
4.9%

Consumer Cyclical

3.6%
10.1%

Basic Materials

1.5%
1.8%

Communication Services

-

11.2%

Energy

-

3.5%

Real Estate

-

1.9%

Utilities

-

2.4%

Industrials

IPDP
45.1%
IVVW
8.3%

Financial Services

IPDP
18.6%
IVVW
11.8%

Healthcare

IPDP
13.6%
IVVW
8.5%

Technology

IPDP
13.1%
IVVW
35.6%

Consumer Defensive

IPDP
3.9%
IVVW
4.9%

Consumer Cyclical

IPDP
3.6%
IVVW
10.1%

Basic Materials

IPDP
1.5%
IVVW
1.8%

Communication Services

IPDP

-

IVVW
11.2%

Energy

IPDP

-

IVVW
3.5%

Real Estate

IPDP

-

IVVW
1.9%

Utilities

IPDP

-

IVVW
2.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IPDP vs. IVVW — Risk / Return Rank

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

IPDP

IVVW
IVVW Risk / Return Rank: 8282
Overall Rank
IVVW Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IVVW Sortino Ratio Rank: 8383
Sortino Ratio Rank
IVVW Omega Ratio Rank: 9191
Omega Ratio Rank
IVVW Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVVW Martin Ratio Rank: 8787
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. IVVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and iShares S&P 500 BuyWrite ETF (IVVW). 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.

IPDP vs. IVVW - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IPDPIVVWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

Drawdowns

IPDP vs. IVVW - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum IVVW drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for IPDP and IVVW.


Loading charts...

Drawdown Indicators


IPDPIVVWDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-16.79%

+16.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.81%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.75%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

IPDP vs. IVVW - Volatility Comparison


Loading charts...

Volatility by Period


IPDPIVVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.40%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.66%

-12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

12.66%

-12.66%

IPDP vs. IVVW - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than IVVW's 0.25% expense ratio.


Dividends

IPDP vs. IVVW - Dividend Comparison

IPDP has not paid dividends to shareholders, while IVVW's dividend yield for the trailing twelve months is around 19.70%.


PositionTTM20252024
IPDP
Dividend Performers ETF
0.00%0.00%0.00%
IVVW
iShares S&P 500 BuyWrite ETF
19.70%18.55%13.72%

Frequently Asked Questions


On fees, IVVW is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVVW is cheaper with a 0.25% expense ratio, compared with 1.52% for IPDP.

IVVW has the higher dividend yield at 19.70%, compared with 0.00% for IPDP.

They also come from different issuers: Innovative Portfolios and iShares. Their fees differ too: 1.52% for IPDP and 0.25% for IVVW.

Portfolio Optimizer

Find the right allocation for IPDP and IVVW

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

Open Portfolio Optimizer