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IPPP vs. SPFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. SPFF - Performance Comparison

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

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IPPP vs. SPFF - Yearly Performance Comparison


Returns By Period


IPPP

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

SPFF

1D
0.91%
1M
-2.63%
YTD
-3.61%
6M
-0.40%
1Y
5.95%
3Y*
4.81%
5Y*
0.47%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPPP vs. SPFF - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than SPFF's 0.58% expense ratio.


Return for Risk

IPPP vs. SPFF — Risk / Return Rank

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

IPPP

SPFF
SPFF Risk / Return Rank: 2929
Overall Rank
SPFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPFF Omega Ratio Rank: 2727
Omega Ratio Rank
SPFF Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPFF Martin Ratio Rank: 2727
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. SPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and Global X SuperIncome Preferred ETF (SPFF). 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. SPFF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPPPSPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

Dividends

IPPP vs. SPFF - Dividend Comparison

IPPP has not paid dividends to shareholders, while SPFF's dividend yield for the trailing twelve months is around 6.79%.


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%
SPFF
Global X SuperIncome Preferred ETF
6.79%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Drawdowns

IPPP vs. SPFF - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum SPFF drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for IPPP and SPFF.


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Drawdown Indicators


IPPPSPFFDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-35.92%

+35.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

0.00%

-6.52%

+6.52%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.09%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

Volatility

IPPP vs. SPFF - Volatility Comparison


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Volatility by Period


IPPPSPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

11.28%

-11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

10.79%

-10.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

13.46%

-13.46%