IPDP vs. ^NDX

In the year-to-date period, IPDP achieves a 4.33% return, which is significantly higher than ^NDX's -0.69% return.

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This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and NASDAQ 100 (^NDX). 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.

The current IPDP Sharpe Ratio is 0.45, which is comparable to the ^NDX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IPDP and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum IPDP drawdown since its inception was -31.85%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IPDP and ^NDX. For additional features, visit the drawdowns tool.

Dividend Performers ETF (IPDP) has a higher volatility of 10.24% compared to NASDAQ 100 (^NDX) at 7.55%. This indicates that IPDP's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.