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IPDP vs. TLTP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPDP vs. TLTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). The values are adjusted to include any dividend payments, if applicable.

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IPDP vs. TLTP - Yearly Performance Comparison


Returns By Period


IPDP

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

TLTP

1D
0.00%
1M
-3.16%
YTD
0.20%
6M
0.53%
1Y
1.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPDP vs. TLTP - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than TLTP's 0.38% expense ratio.


Return for Risk

IPDP vs. TLTP — Risk / Return Rank

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

IPDP

TLTP
TLTP Risk / Return Rank: 1515
Overall Rank
TLTP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TLTP Sortino Ratio Rank: 1414
Sortino Ratio Rank
TLTP Omega Ratio Rank: 1414
Omega Ratio Rank
TLTP Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLTP Martin Ratio Rank: 1616
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. TLTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP). 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. TLTP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPTLTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

Dividends

IPDP vs. TLTP - Dividend Comparison

IPDP has not paid dividends to shareholders, while TLTP's dividend yield for the trailing twelve months is around 12.78%.


Drawdowns

IPDP vs. TLTP - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum TLTP drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for IPDP and TLTP.


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Drawdown Indicators


IPDPTLTPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.54%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

Current Drawdown

Current decline from peak

0.00%

-3.20%

+3.20%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.25%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

Volatility

IPDP vs. TLTP - Volatility Comparison


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Volatility by Period


IPDPTLTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.37%

-9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

10.18%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

10.18%

-10.18%