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IPDP vs. RYLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


IPDP

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

RYLG

1D
-0.97%
1M
3.55%
YTD
12.45%
6M
12.24%
1Y
29.67%
3Y*
12.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. RYLG - Yearly Performance Comparison


IPDP vs. RYLG - Sectors Allocation Comparison


Sectors
IPDP
RYLG

Industrials

45.1%
17.5%

Financial Services

18.6%
16.0%

Healthcare

13.6%
16.5%

Technology

13.1%
16.8%

Consumer Defensive

3.9%
2.4%

Consumer Cyclical

3.6%
8.4%

Basic Materials

1.5%
4.8%

Communication Services

-

2.5%

Energy

-

6.2%

Real Estate

-

6.2%

Utilities

-

2.9%

Industrials

IPDP
45.1%
RYLG
17.5%

Financial Services

IPDP
18.6%
RYLG
16.0%

Healthcare

IPDP
13.6%
RYLG
16.5%

Technology

IPDP
13.1%
RYLG
16.8%

Consumer Defensive

IPDP
3.9%
RYLG
2.4%

Consumer Cyclical

IPDP
3.6%
RYLG
8.4%

Basic Materials

IPDP
1.5%
RYLG
4.8%

Communication Services

IPDP

-

RYLG
2.5%

Energy

IPDP

-

RYLG
6.2%

Real Estate

IPDP

-

RYLG
6.2%

Utilities

IPDP

-

RYLG
2.9%

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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

RYLG
RYLG Risk / Return Rank: 6464
Overall Rank
RYLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
RYLG Sortino Ratio Rank: 5959
Sortino Ratio Rank
RYLG Omega Ratio Rank: 5757
Omega Ratio Rank
RYLG Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYLG Martin Ratio Rank: 7474
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. 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IPDP vs. RYLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPRYLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

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.


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Drawdown Indicators


IPDPRYLGDifference

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%

-0.97%

+0.97%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.13%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

Volatility

IPDP vs. RYLG - Volatility Comparison


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Volatility by Period


IPDPRYLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.88%

-14.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.17%

-17.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.17%

-17.17%

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 10.34%.


PositionTTM2025202420232022
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%
RYLG
Global X Russell 2000 Covered Call & Growth ETF
10.34%10.82%23.73%5.78%4.36%

Frequently Asked Questions


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.

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

RYLG has the higher dividend yield at 10.34%, compared with 0.00% for IPDP.

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

Portfolio Optimizer

Find the right allocation for IPDP and RYLG

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