IPDP vs. RYLG

Last updated Jun 24, 2026

IPDP (Dividend Performers ETF) and RYLG (Global X Russell 2000 Covered Call & Growth ETF) are both Derivative Income funds. IPDP is actively managed, while RYLG is passively managed. IPDP charges 1.52%/yr vs 0.35%/yr for RYLG.

Performance

IPDP vs. RYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Global X Russell 2000 Covered Call & Growth ETF (RYLG). 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*: —

RYLG

• 1D: -0.71%
• 1M: 2.84%
• YTD: 14.56%
• 6M: 12.57%
• 1Y: 30.21%
• 3Y*: 13.83%
• 5Y*: —
• 10Y*: —

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

IPDP vs. RYLG - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
RYLG Global X Russell 2000 Covered Call & Growth ETF	11.93%

IPDP vs. RYLG - Sectors Allocation Comparison

Sectors	IPDP	RYLG
Industrials	45.1%	18.0%
Financial Services	18.6%	15.5%
Healthcare	13.6%	16.3%
Technology	13.1%	19.0%
Consumer Defensive	3.9%	2.3%
Consumer Cyclical	3.6%	8.0%
Basic Materials	1.5%	4.7%
Communication Services	-	2.4%
Energy	-	5.4%
Real Estate	-	5.9%
Utilities	-	2.8%

Return for Risk

IPDP vs. RYLG — 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.

RYLG

RYLG Risk / Return Rank: 70
RYLG Sharpe Ratio Rank: 66
RYLG Sortino Ratio Rank: 67
RYLG Omega Ratio Rank: 63
RYLG Calmar Ratio Rank: 77
RYLG Martin Ratio Rank: 78

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. RYLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Global X Russell 2000 Covered Call & Growth ETF (RYLG). 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	RYLG	Difference
Sharpe ratio: Return per unit of total volatility	—	2.02	—
Sortino ratio: Return per unit of downside risk	—	2.83	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	3.71	—
Martin ratio: Return relative to average drawdown	—	14.23	—

Drawdowns

IPDP vs. RYLG - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum RYLG drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for IPDP and RYLG.

Drawdown Indicators

	IPDP	RYLG	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-22.37%	+22.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.18%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.37%	—
Current Drawdown Current decline from peak	0.00%	-0.71%	+0.71%
Average Drawdown Average peak-to-trough decline	0.00%	-4.09%	+4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.13%	—

Volatility

Volatility by Period

	IPDP	RYLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	15.05%	-15.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	17.15%	-17.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	17.15%	-17.15%

IPDP vs. RYLG - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than RYLG's 0.35% expense ratio.

Dividends

IPDP vs. RYLG - Dividend Comparison

IPDP has not paid dividends to shareholders, while RYLG's dividend yield for the trailing twelve months is around 10.29%.

Position	TTM	2025	2024	2023	2022
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%
RYLG Global X Russell 2000 Covered Call & Growth ETF	10.29%	10.82%	23.73%	5.78%	4.36%

Frequently Asked Questions

Which ETF is better, IPDP or RYLG?

On fees, RYLG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IPDP or RYLG?

RYLG is cheaper with a 0.35% expense ratio, compared with 1.52% for IPDP.

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

RYLG has the higher dividend yield at 10.29%, compared with 0.00% for IPDP.

What is the main difference between IPDP and RYLG?

They also come from different issuers: Innovative Portfolios and Global X. Their fees differ too: 1.52% for IPDP and 0.35% for RYLG.