IPDP vs. SCHD

Last updated Jun 25, 2026

IPDP (Dividend Performers ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - IPDP is a Derivative Income fund actively managed by Innovative Portfolios, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. IPDP is actively managed, while SCHD is passively managed. IPDP charges 1.52%/yr vs 0.06%/yr for SCHD.

Performance

IPDP vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Schwab U.S. Dividend Equity ETF (SCHD). 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*: —

SCHD

• 1D: -0.94%
• 1M: -3.38%
• YTD: 16.62%
• 6M: 15.65%
• 1Y: 23.21%
• 3Y*: 14.25%
• 5Y*: 8.36%
• 10Y*: 12.62%

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

IPDP vs. SCHD - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.29%

IPDP vs. SCHD - Sectors Allocation Comparison

Sectors	IPDP	SCHD
Industrials	45.1%	7.4%
Financial Services	18.6%	9.1%
Healthcare	13.6%	18.4%
Technology	13.1%	19.4%
Consumer Defensive	3.9%	18.5%
Consumer Cyclical	3.6%	6.7%
Basic Materials	1.5%	1.2%
Communication Services	-	6.0%
Energy	-	14.6%
Real Estate	-	-
Utilities	-	0.0%

Return for Risk

IPDP vs. SCHD — 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.

SCHD

SCHD Risk / Return Rank: 77
SCHD Sharpe Ratio Rank: 73
SCHD Sortino Ratio Rank: 80
SCHD Omega Ratio Rank: 70
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 73

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.10	—
Sortino ratio: Return per unit of downside risk	—	3.20	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	5.05	—
Martin ratio: Return relative to average drawdown	—	12.16	—

Drawdowns

IPDP vs. SCHD - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IPDP and SCHD.

Drawdown Indicators

	IPDP	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.37%	+33.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	0.00%	-3.38%	+3.38%
Average Drawdown Average peak-to-trough decline	0.00%	-3.31%	+3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.92%	—

Volatility

Volatility by Period

	IPDP	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	11.12%	-11.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	14.36%	-14.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	16.71%	-16.71%

IPDP vs. SCHD - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

IPDP vs. SCHD - Dividend Comparison

IPDP has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.33%.

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%
SCHD Schwab U.S. Dividend Equity ETF	3.33%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Which ETF is better, IPDP or SCHD?

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IPDP or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 1.52% for IPDP.

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

SCHD has the higher dividend yield at 3.33%, compared with 0.00% for IPDP.

What is the main difference between IPDP and SCHD?

IPDP is categorized as Derivative Income, while SCHD is Dividend. They also come from different issuers: Innovative Portfolios and Charles Schwab. Their fees differ too: 1.52% for IPDP and 0.06% for SCHD.