IPDP vs. IVVW

Last updated Jun 24, 2026

IPDP (Dividend Performers ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. IPDP is actively managed, while IVVW is passively managed. IPDP charges 1.52%/yr vs 0.25%/yr for IVVW.

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.

Returns By Period

IPDP

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

IVVW

• 1D: -1.24%
• 1M: 0.16%
• YTD: 4.01%
• 6M: 4.08%
• 1Y: 17.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IPDP vs. IVVW - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
IVVW iShares S&P 500 BuyWrite ETF	4.48%

IPDP vs. IVVW - Sectors Allocation Comparison

Sectors	IPDP	IVVW
Industrials	45.1%	7.9%
Financial Services	18.6%	11.0%
Healthcare	13.6%	8.4%
Technology	13.1%	38.4%
Consumer Defensive	3.9%	4.6%
Consumer Cyclical	3.6%	10.0%
Basic Materials	1.5%	1.7%
Communication Services	-	10.8%
Energy	-	3.2%
Real Estate	-	1.8%
Utilities	-	2.1%

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

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

IVVW

IVVW Risk / Return Rank: 73
IVVW Sharpe Ratio Rank: 71
IVVW Sortino Ratio Rank: 69
IVVW Omega Ratio Rank: 83
IVVW Calmar Ratio Rank: 63
IVVW Martin Ratio Rank: 83

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.

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	IVVW	Difference
Sharpe ratio: Return per unit of total volatility	—	2.16	—
Sortino ratio: Return per unit of downside risk	—	2.95	—
Omega ratio: Gain probability vs. loss probability	—	1.47	—
Calmar ratio: Return relative to maximum drawdown	—	2.99	—
Martin ratio: Return relative to average drawdown	—	15.95	—

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.

Drawdown Indicators

	IPDP	IVVW	Difference
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%	-1.37%	+1.37%
Average Drawdown Average peak-to-trough decline	0.00%	-1.73%	+1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.09%	—

Volatility

Volatility by Period

	IPDP	IVVW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.91%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	8.05%	-8.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	12.69%	-12.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	12.69%	-12.69%

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 19.86%.

Position	TTM	2025	2024
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%
IVVW iShares S&P 500 BuyWrite ETF	19.86%	18.55%	13.72%

Frequently Asked Questions

Which ETF is better, IPDP or IVVW?

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.

Which ETF is cheaper, IPDP or IVVW?

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

Which ETF pays a higher dividend yield, IPDP or IVVW?

IVVW has the higher dividend yield at 19.86%, compared with 0.00% for IPDP.

What is the main difference between IPDP and IVVW?

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