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IPDP vs. XRMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPDP vs. XRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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*

XRMI

1D
-0.20%
1M
1.38%
YTD
1.75%
6M
2.96%
1Y
9.48%
3Y*
6.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPDP vs. XRMI - Yearly Performance Comparison


IPDP vs. XRMI - Sectors Allocation Comparison


Sectors
IPDP
XRMI

Industrials

45.1%
8.3%

Financial Services

18.6%
11.8%

Healthcare

13.6%
8.5%

Technology

13.1%
35.6%

Consumer Defensive

3.9%
4.9%

Consumer Cyclical

3.6%
10.2%

Basic Materials

1.5%
1.8%

Communication Services

-

11.2%

Energy

-

3.5%

Real Estate

-

1.9%

Utilities

-

2.4%

Industrials

IPDP
45.1%
XRMI
8.3%

Financial Services

IPDP
18.6%
XRMI
11.8%

Healthcare

IPDP
13.6%
XRMI
8.5%

Technology

IPDP
13.1%
XRMI
35.6%

Consumer Defensive

IPDP
3.9%
XRMI
4.9%

Consumer Cyclical

IPDP
3.6%
XRMI
10.2%

Basic Materials

IPDP
1.5%
XRMI
1.8%

Communication Services

IPDP

-

XRMI
11.2%

Energy

IPDP

-

XRMI
3.5%

Real Estate

IPDP

-

XRMI
1.9%

Utilities

IPDP

-

XRMI
2.4%

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Return for Risk

IPDP vs. XRMI — Risk / Return Rank

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

IPDP

XRMI
XRMI Risk / Return Rank: 4848
Overall Rank
XRMI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRMI Sortino Ratio Rank: 5050
Sortino Ratio Rank
XRMI Omega Ratio Rank: 5555
Omega Ratio Rank
XRMI Calmar Ratio Rank: 3939
Calmar Ratio Rank
XRMI Martin Ratio Rank: 4646
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. XRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Global X S&P 500 Risk Managed Income ETF (XRMI). 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. XRMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPXRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

IPDP vs. XRMI - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum XRMI drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for IPDP and XRMI.


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Drawdown Indicators


IPDPXRMIDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-15.31%

+15.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.34%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.94%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

Volatility

IPDP vs. XRMI - Volatility Comparison


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Volatility by Period


IPDPXRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

5.39%

-5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.91%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.91%

-6.91%

IPDP vs. XRMI - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than XRMI's 0.60% expense ratio.


Dividends

IPDP vs. XRMI - Dividend Comparison

IPDP has not paid dividends to shareholders, while XRMI's dividend yield for the trailing twelve months is around 12.62%.


PositionTTM20252024202320222021
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%0.00%0.00%
XRMI
Global X S&P 500 Risk Managed Income ETF
12.62%12.35%11.86%12.62%12.84%2.93%

Frequently Asked Questions


On fees, XRMI is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRMI is cheaper with a 0.60% expense ratio, compared with 1.52% for IPDP.

XRMI has the higher dividend yield at 12.62%, 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 0.60% for XRMI.

Portfolio Optimizer

Find the right allocation for IPDP and XRMI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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