IPDP vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Dividend Performers ETF (IPDP) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

IPDP and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023.

Performance

IPDP vs. QYLE - Performance Comparison

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

IPDP vs. QYLE - Yearly Performance Comparison

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

Returns By Period

IPDP

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

QYLE

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

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

IPDP vs. QYLE - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than QYLE's 0.61% expense ratio.

IPDP

Dividend Performers ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

IPDP vs. QYLE - Risk-Adjusted Trends Comparison

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

Dividends

IPDP vs. QYLE - Dividend Comparison

Neither IPDP nor QYLE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IPDP vs. QYLE - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IPDP and QYLE.

Drawdown Indicators

	IPDP	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	0.00%	0.00%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	0.00%	0.00%

Volatility

Volatility by Period

	IPDP	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	0.00%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	0.00%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	0.00%	0.00%