KYLD vs. IPDP

Last updated Jun 4, 2026

KYLD (Kurv High Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. KYLD charges 1.00%/yr vs 1.52%/yr for IPDP.

Performance

KYLD vs. IPDP - Performance Comparison

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

Returns By Period

KYLD

• 1D: 0.00%
• 1M: 10.94%
• YTD: 18.37%
• 6M: 13.94%
• 1Y: —
• 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)

KYLD vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
KYLD Kurv High Income ETF	22.96%
IPDP Dividend Performers ETF	0.00%

Return for Risk

KYLD vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	KYLD	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Drawdowns

KYLD vs. IPDP - Drawdown Comparison

The maximum KYLD drawdown since its inception was -20.69%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for KYLD and IPDP.

Drawdown Indicators

	KYLD	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-20.69%	0.00%	-20.69%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.57%	0.00%	-8.57%

Volatility

Volatility by Period

	KYLD	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	32.84%	0.00%	+32.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.84%	0.00%	+32.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.84%	0.00%	+32.84%

KYLD vs. IPDP - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

KYLD vs. IPDP - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 17.05%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
KYLD Kurv High Income ETF	17.05%	6.14%

Frequently Asked Questions

Which ETF is better, KYLD or IPDP?

On fees, KYLD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or IPDP?

KYLD is cheaper with a 1.00% expense ratio, compared with 1.52% for IPDP.

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

KYLD has the higher dividend yield at 17.05%, compared with 0.00% for IPDP.

What is the main difference between KYLD and IPDP?

They also come from different issuers: Kurv and Innovative Portfolios. Their fees differ too: 1.00% for KYLD and 1.52% for IPDP.