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IPPP vs. PFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred-Plus ETF (IPPP) and iShares Preferred and Income Securities ETF (PFF). The values are adjusted to include any dividend payments, if applicable.

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IPPP vs. PFF - Yearly Performance Comparison


Returns By Period


IPPP

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

PFF

1D
0.66%
1M
-3.37%
YTD
-1.42%
6M
-1.65%
1Y
4.61%
3Y*
5.39%
5Y*
1.02%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPPP vs. PFF - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than PFF's 0.46% expense ratio.


Return for Risk

IPPP vs. PFF — Risk / Return Rank

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

IPPP

PFF
PFF Risk / Return Rank: 3131
Overall Rank
PFF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PFF Sortino Ratio Rank: 3030
Sortino Ratio Rank
PFF Omega Ratio Rank: 2828
Omega Ratio Rank
PFF Calmar Ratio Rank: 3535
Calmar Ratio Rank
PFF Martin Ratio Rank: 2929
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. PFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and iShares Preferred and Income Securities ETF (PFF). 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. PFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPPPPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Dividends

IPPP vs. PFF - Dividend Comparison

IPPP has not paid dividends to shareholders, while PFF's dividend yield for the trailing twelve months is around 5.97%.


TTM20252024202320222021202020192018201720162015
IPPP
Preferred-Plus 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%
PFF
iShares Preferred and Income Securities ETF
5.97%6.30%6.32%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%

Drawdowns

IPPP vs. PFF - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum PFF drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for IPPP and PFF.


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Drawdown Indicators


IPPPPFFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.55%

+65.55%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

0.00%

-4.65%

+4.65%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.81%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

IPPP vs. PFF - Volatility Comparison


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Volatility by Period


IPPPPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.32%

-8.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

10.26%

-10.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

12.63%

-12.63%