IPDP vs. VOO

Last updated Jun 25, 2026

IPDP (Dividend Performers ETF) and VOO (Vanguard S&P 500 ETF) are both exchange-traded funds - IPDP is a Derivative Income fund actively managed by Innovative Portfolios, while VOO is a S&P 500 fund tracking the S&P 500 Index. IPDP is actively managed, while VOO is passively managed. IPDP charges 1.52%/yr vs 0.03%/yr for VOO.

Performance

IPDP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Vanguard S&P 500 ETF (VOO). 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*: —

VOO

• 1D: -0.10%
• 1M: -1.44%
• YTD: 8.08%
• 6M: 6.78%
• 1Y: 22.23%
• 3Y*: 20.75%
• 5Y*: 13.02%
• 10Y*: 15.60%

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

IPDP vs. VOO - Yearly Performance Comparison

	2026 (YTD)
IPDP Dividend Performers ETF	0.00%
VOO Vanguard S&P 500 ETF	8.78%

IPDP vs. VOO - Sectors Allocation Comparison

Sectors	IPDP	VOO
Industrials	45.1%	7.6%
Financial Services	18.6%	10.9%
Healthcare	13.6%	8.3%
Technology	13.1%	39.1%
Consumer Defensive	3.9%	4.5%
Consumer Cyclical	3.6%	9.8%
Basic Materials	1.5%	1.7%
Communication Services	-	10.5%
Energy	-	3.2%
Real Estate	-	1.8%
Utilities	-	2.5%

Return for Risk

IPDP vs. VOO — 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.

VOO

VOO Risk / Return Rank: 60
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 57
VOO Omega Ratio Rank: 59
VOO Calmar Ratio Rank: 57
VOO Martin Ratio Rank: 68

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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Vanguard S&P 500 ETF (VOO). 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	VOO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.80	—
Sortino ratio: Return per unit of downside risk	—	2.46	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.51	—
Martin ratio: Return relative to average drawdown	—	11.16	—

Drawdowns

IPDP vs. VOO - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IPDP and VOO.

Drawdown Indicators

	IPDP	VOO	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.99%	+33.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	0.00%	-3.23%	+3.23%
Average Drawdown Average peak-to-trough decline	0.00%	-3.68%	+3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.00%	—

Volatility

Volatility by Period

	IPDP	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.80%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	12.43%	-12.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	16.91%	-16.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	18.02%	-18.02%

IPDP vs. VOO - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than VOO's 0.03% expense ratio.

Dividends

IPDP vs. VOO - Dividend Comparison

IPDP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.

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%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Which ETF is better, IPDP or VOO?

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IPDP or VOO?

VOO is cheaper with a 0.03% expense ratio, compared with 1.52% for IPDP.

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

VOO has the higher dividend yield at 1.05%, compared with 0.00% for IPDP.

What is the main difference between IPDP and VOO?

IPDP is categorized as Derivative Income, while VOO is S&P 500. They also come from different issuers: Innovative Portfolios and Vanguard. Their fees differ too: 1.52% for IPDP and 0.03% for VOO.