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IPDP vs. QRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPDP vs. QRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

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IPDP vs. QRMI - Yearly Performance Comparison


Returns By Period


IPDP

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

QRMI

1D
0.82%
1M
-3.01%
YTD
-3.23%
6M
0.78%
1Y
1.99%
3Y*
6.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPDP vs. QRMI - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than QRMI's 0.60% expense ratio.


Return for Risk

IPDP vs. QRMI — Risk / Return Rank

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

IPDP

QRMI
QRMI Risk / Return Rank: 1919
Overall Rank
QRMI Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QRMI Sortino Ratio Rank: 1717
Sortino Ratio Rank
QRMI Omega Ratio Rank: 1818
Omega Ratio Rank
QRMI Calmar Ratio Rank: 2121
Calmar Ratio Rank
QRMI Martin Ratio Rank: 2121
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. QRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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. QRMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPQRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

Dividends

IPDP vs. QRMI - Dividend Comparison

IPDP has not paid dividends to shareholders, while QRMI's dividend yield for the trailing twelve months is around 12.76%.


TTM20252024202320222021
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%0.00%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.76%12.28%11.80%12.44%10.65%3.36%

Drawdowns

IPDP vs. QRMI - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for IPDP and QRMI.


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Drawdown Indicators


IPDPQRMIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-20.95%

+20.95%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

Current Drawdown

Current decline from peak

0.00%

-4.26%

+4.26%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.25%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

Volatility

IPDP vs. QRMI - Volatility Comparison


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Volatility by Period


IPDPQRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

7.74%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

8.46%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

8.46%

-8.46%