LFGY vs. IPDP

Last updated Jun 5, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. LFGY charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

LFGY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LFGY

• 1D: 0.00%
• 1M: 2.32%
• YTD: 17.68%
• 6M: 7.03%
• 1Y: 8.63%
• 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)

LFGY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	28.24%
IPDP Dividend Performers ETF	0.00%

LFGY vs. IPDP - Sectors Allocation Comparison

Sectors	LFGY	IPDP
Financial Services	55.9%	18.6%
Technology	33.5%	13.1%
Communication Services	6.5%	-
Consumer Cyclical	4.1%	3.6%
Basic Materials	-	1.5%
Consumer Defensive	-	3.9%
Energy	-	-
Healthcare	-	13.6%
Industrials	-	45.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

LFGY vs. IPDP — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 13
LFGY Sharpe Ratio Rank: 13
LFGY Sortino Ratio Rank: 14
LFGY Omega Ratio Rank: 14
LFGY Calmar Ratio Rank: 12
LFGY Martin Ratio Rank: 12

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.

LFGY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) 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.

	LFGY	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	0.23	—	—
Sortino ratio: Return per unit of downside risk	0.57	—	—
Omega ratio: Gain probability vs. loss probability	1.07	—	—
Calmar ratio: Return relative to maximum drawdown	0.24	—	—
Martin ratio: Return relative to average drawdown	0.53	—	—
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

	LFGY	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	—	—

Drawdowns

LFGY vs. IPDP - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LFGY and IPDP.

Drawdown Indicators

	LFGY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	0.00%	-35.94%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	—	—
Current Drawdown Current decline from peak	-10.11%	0.00%	-10.11%
Average Drawdown Average peak-to-trough decline	-14.06%	0.00%	-14.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.43%	—	—

Volatility

Volatility by Period

	LFGY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.49%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	37.07%	0.00%	+37.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.90%	0.00%	+41.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.90%	0.00%	+41.90%

LFGY vs. IPDP - Expense Ratio Comparison

LFGY has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

LFGY vs. IPDP - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 82.56%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	82.56%	94.90%

Frequently Asked Questions

Which ETF is better, LFGY or IPDP?

On fees, LFGY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LFGY or IPDP?

LFGY is cheaper with a 0.99% expense ratio, compared with 1.52% for IPDP.

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

LFGY has the higher dividend yield at 82.56%, compared with 0.00% for IPDP.

What is the main difference between LFGY and IPDP?

They also come from different issuers: YieldMax and Innovative Portfolios. Their fees differ too: 0.99% for LFGY and 1.52% for IPDP.