IPDP vs. QYLD

Last updated Jun 4, 2026

IPDP (Dividend Performers ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - IPDP is a Derivative Income fund actively managed by Innovative Portfolios, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. IPDP is actively managed, while QYLD is passively managed. IPDP charges 1.52%/yr vs 0.60%/yr for QYLD.

Performance

IPDP vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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*: —

QYLD

• 1D: -0.06%
• 1M: 1.62%
• YTD: 7.88%
• 6M: 9.97%
• 1Y: 23.93%
• 3Y*: 13.80%
• 5Y*: 8.43%
• 10Y*: 9.80%

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

IPDP vs. QYLD - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	6.80%

IPDP vs. QYLD - Sectors Allocation Comparison

Sectors	IPDP	QYLD
Industrials	45.1%	2.8%
Financial Services	18.6%	0.2%
Healthcare	13.6%	4.2%
Technology	13.1%	53.8%
Consumer Defensive	3.9%	7.7%
Consumer Cyclical	3.6%	12.3%
Basic Materials	1.5%	1.1%
Communication Services	-	15.8%
Energy	-	0.6%
Real Estate	-	0.1%
Utilities	-	1.4%

Return for Risk

IPDP vs. QYLD — Risk / Return Rank

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

QYLD

QYLD Risk / Return Rank: 88
QYLD Sharpe Ratio Rank: 84
QYLD Sortino Ratio Rank: 85
QYLD Omega Ratio Rank: 92
QYLD Calmar Ratio Rank: 86
QYLD Martin Ratio Rank: 94

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. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

Sharpe Ratios by Period

	IPDP	QYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.59	—

Drawdowns

IPDP vs. QYLD - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for IPDP and QYLD.

Drawdown Indicators

	IPDP	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-24.75%	+24.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.97%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.75%	—
Current Drawdown Current decline from peak	0.00%	-0.06%	+0.06%
Average Drawdown Average peak-to-trough decline	0.00%	-3.84%	+3.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.85%	—

Volatility

Volatility by Period

	IPDP	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	8.58%	-8.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	14.70%	-14.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	15.49%	-15.49%

IPDP vs. QYLD - Expense Ratio Comparison

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

Dividends

IPDP vs. QYLD - Dividend Comparison

IPDP has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	11.46%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%

Frequently Asked Questions

Which ETF is better, IPDP or QYLD?

On fees, QYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IPDP or QYLD?

QYLD is cheaper with a 0.60% expense ratio, compared with 1.52% for IPDP.

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

QYLD has the higher dividend yield at 11.46%, compared with 0.00% for IPDP.

What is the main difference between IPDP and QYLD?

IPDP is categorized as Derivative Income, while QYLD is Nasdaq-100. They also come from different issuers: Innovative Portfolios and Global X. Their fees differ too: 1.52% for IPDP and 0.60% for QYLD.