IPPP vs. PFFD
Compare and contrast key facts about Preferred-Plus ETF (IPPP) and Global X U.S. Preferred ETF (PFFD).
IPPP and PFFD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IPPP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018. PFFD is a passively managed fund by Global X that tracks the performance of the ICE BofAML Diversified Core U.S. Preferred Securities Index. It was launched on Sep 11, 2017.
Performance
IPPP vs. PFFD - Performance Comparison
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IPPP vs. PFFD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IPPP Preferred-Plus ETF | 0.00% |
PFFD Global X U.S. Preferred ETF | -4.02% |
Returns By Period
IPPP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFFD
- 1D
- 0.88%
- 1M
- -3.92%
- YTD
- -1.68%
- 6M
- -2.29%
- 1Y
- 2.93%
- 3Y*
- 3.89%
- 5Y*
- -0.52%
- 10Y*
- —
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IPPP vs. PFFD - Expense Ratio Comparison
IPPP has a 1.27% expense ratio, which is higher than PFFD's 0.23% expense ratio.
Return for Risk
IPPP vs. PFFD — Risk / Return Rank
IPPP
PFFD
IPPP vs. PFFD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and Global X U.S. Preferred ETF (PFFD). 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.
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Sharpe Ratios by Period
| IPPP | PFFD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.35 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.17 | — |
Dividends
IPPP vs. PFFD - Dividend Comparison
IPPP has not paid dividends to shareholders, while PFFD's dividend yield for the trailing twelve months is around 6.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPPP Preferred-Plus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFD Global X U.S. Preferred ETF | 6.52% | 6.37% | 6.42% | 6.49% | 6.63% | 5.09% | 5.17% | 5.48% | 6.21% | 1.94% |
Drawdowns
IPPP vs. PFFD - Drawdown Comparison
The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum PFFD drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for IPPP and PFFD.
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Drawdown Indicators
| IPPP | PFFD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -30.93% | +30.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.45% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.42% | +7.42% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -6.64% | +6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.04% | — |
Volatility
IPPP vs. PFFD - Volatility Comparison
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Volatility by Period
| IPPP | PFFD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.94% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.61% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 8.41% | -8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 10.95% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 12.84% | -12.84% |