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IPPP vs. GPRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. GPRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred-Plus ETF (IPPP) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). The values are adjusted to include any dividend payments, if applicable.

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IPPP vs. GPRF - Yearly Performance Comparison


Returns By Period


IPPP

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

GPRF

1D
0.23%
1M
-2.45%
YTD
-0.71%
6M
-0.58%
1Y
4.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPPP vs. GPRF - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than GPRF's 0.45% expense ratio.


Return for Risk

IPPP vs. GPRF — Risk / Return Rank

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

IPPP

GPRF
GPRF Risk / Return Rank: 5757
Overall Rank
GPRF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GPRF Sortino Ratio Rank: 6262
Sortino Ratio Rank
GPRF Omega Ratio Rank: 6464
Omega Ratio Rank
GPRF Calmar Ratio Rank: 4141
Calmar Ratio Rank
GPRF Martin Ratio Rank: 5050
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.

IPPP vs. GPRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (GPRF). 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.

IPPP vs. GPRF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPPPGPRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

Dividends

IPPP vs. GPRF - Dividend Comparison

IPPP has not paid dividends to shareholders, while GPRF's dividend yield for the trailing twelve months is around 5.53%.


Drawdowns

IPPP vs. GPRF - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum GPRF drawdown of -4.36%. Use the drawdown chart below to compare losses from any high point for IPPP and GPRF.


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Drawdown Indicators


IPPPGPRFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-4.36%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

Current Drawdown

Current decline from peak

0.00%

-2.78%

+2.78%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.88%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

IPPP vs. GPRF - Volatility Comparison


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Volatility by Period


IPPPGPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.18%

-4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.03%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.03%

-4.03%