IYRI vs. IPDP

Last updated Jun 4, 2026

IYRI (NEOS Real Estate High Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. IYRI is passively managed, while IPDP is actively managed. IYRI charges 0.68%/yr vs 1.52%/yr for IPDP.

Performance

IYRI vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Real Estate High Income ETF (IYRI) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IYRI

• 1D: 0.17%
• 1M: -1.04%
• YTD: 4.08%
• 6M: 3.47%
• 1Y: 8.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IPDP

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYRI vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
IYRI NEOS Real Estate High Income ETF	0.53%
IPDP Dividend Performers ETF	0.00%

IYRI vs. IPDP - Sectors Allocation Comparison

Sectors	IYRI	IPDP
Real Estate	98.0%	-
Basic Materials	1.3%	1.5%
Communication Services	0.6%	-
Consumer Cyclical	-	3.6%
Consumer Defensive	-	3.9%
Energy	-	-
Financial Services	-	18.6%
Healthcare	-	13.6%
Industrials	-	45.1%
Technology	-	13.1%
Utilities	-	-

Return for Risk

IYRI vs. IPDP — Risk / Return Rank

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

IYRI

IYRI Risk / Return Rank: 23
IYRI Sharpe Ratio Rank: 23
IYRI Sortino Ratio Rank: 21
IYRI Omega Ratio Rank: 22
IYRI Calmar Ratio Rank: 24
IYRI Martin Ratio Rank: 28

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.

IYRI vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Real Estate High Income ETF (IYRI) and Dividend Performers ETF (IPDP). 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.

	IYRI	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	0.81	—	—
Sortino ratio: Return per unit of downside risk	1.16	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	1.11	—	—
Martin ratio: Return relative to average drawdown	4.00	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IYRI	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	—	—

Drawdowns

IYRI vs. IPDP - Drawdown Comparison

The maximum IYRI drawdown since its inception was -12.12%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IYRI and IPDP.

Drawdown Indicators

	IYRI	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-12.12%	0.00%	-12.12%
Max Drawdown (1Y) Largest decline over 1 year	-7.53%	—	—
Current Drawdown Current decline from peak	-2.17%	0.00%	-2.17%
Average Drawdown Average peak-to-trough decline	-1.72%	0.00%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	—	—

Volatility

Volatility by Period

	IYRI	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.31%	0.00%	+10.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.07%	0.00%	+13.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.07%	0.00%	+13.07%

IYRI vs. IPDP - Expense Ratio Comparison

IYRI has a 0.68% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

IYRI vs. IPDP - Dividend Comparison

IYRI's dividend yield for the trailing twelve months is around 11.27%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
IYRI NEOS Real Estate High Income ETF	11.27%	11.72%

Frequently Asked Questions

Which ETF is better, IYRI or IPDP?

On fees, IYRI is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IYRI or IPDP?

IYRI is cheaper with a 0.68% expense ratio, compared with 1.52% for IPDP.

Which ETF pays a higher dividend yield, IYRI or IPDP?

IYRI has the higher dividend yield at 11.27%, compared with 0.00% for IPDP.

What is the main difference between IYRI and IPDP?

They also come from different issuers: Neos and Innovative Portfolios. Their fees differ too: 0.68% for IYRI and 1.52% for IPDP.