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IPDP vs. PEPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPDP vs. PEPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Parametric Equity Plus ETF (PEPS). 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*

PEPS

1D
-0.51%
1M
6.44%
YTD
10.67%
6M
10.79%
1Y
31.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. PEPS - Yearly Performance Comparison


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Return for Risk

IPDP vs. PEPS — Risk / Return Rank

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

IPDP

PEPS
PEPS Risk / Return Rank: 7373
Overall Rank
PEPS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PEPS Sortino Ratio Rank: 7171
Sortino Ratio Rank
PEPS Omega Ratio Rank: 7575
Omega Ratio Rank
PEPS Calmar Ratio Rank: 6666
Calmar Ratio Rank
PEPS Martin Ratio Rank: 7979
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. PEPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Parametric Equity Plus ETF (PEPS). 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. PEPS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPPEPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

Drawdowns

IPDP vs. PEPS - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum PEPS drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for IPDP and PEPS.


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Drawdown Indicators


IPDPPEPSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-21.26%

+21.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.80%

Current Drawdown

Current decline from peak

0.00%

-0.51%

+0.51%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.77%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

IPDP vs. PEPS - Volatility Comparison


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Volatility by Period


IPDPPEPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.06%

-13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.31%

-18.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.31%

-18.31%

IPDP vs. PEPS - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than PEPS's 0.10% expense ratio.


Dividends

IPDP vs. PEPS - Dividend Comparison

IPDP has not paid dividends to shareholders, while PEPS's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM20252024
IPDP
Dividend Performers ETF
0.00%0.00%0.00%
PEPS
Parametric Equity Plus ETF
0.88%1.00%0.17%

Frequently Asked Questions


On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PEPS is cheaper with a 0.10% expense ratio, compared with 1.52% for IPDP.

PEPS has the higher dividend yield at 0.88%, compared with 0.00% for IPDP.

They also come from different issuers: Innovative Portfolios and Parametric. Their fees differ too: 1.52% for IPDP and 0.10% for PEPS.

Portfolio Optimizer

Find the right allocation for IPDP and PEPS

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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