LLII vs. IPDP

Last updated Jun 4, 2026

LLII (REX LLY Growth & Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. LLII charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

LLII vs. IPDP - Performance Comparison

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

Returns By Period

LLII

• 1D: 1.47%
• 1M: 9.79%
• YTD: -4.28%
• 6M: 0.70%
• 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)

LLII vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
LLII REX LLY Growth & Income ETF	0.05%
IPDP Dividend Performers ETF	0.00%

Return for Risk

LLII vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) 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

	LLII	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	—	—

Drawdowns

LLII vs. IPDP - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LLII and IPDP.

Drawdown Indicators

	LLII	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	0.00%	-23.96%
Current Drawdown Current decline from peak	-6.88%	0.00%	-6.88%
Average Drawdown Average peak-to-trough decline	-9.28%	0.00%	-9.28%

Volatility

Volatility by Period

	LLII	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	36.42%	0.00%	+36.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.42%	0.00%	+36.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.42%	0.00%	+36.42%

LLII vs. IPDP - Expense Ratio Comparison

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

Dividends

LLII vs. IPDP - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.95%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
LLII REX LLY Growth & Income ETF	25.95%	5.13%

Frequently Asked Questions

Which ETF is better, LLII or IPDP?

On fees, LLII 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, LLII or IPDP?

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

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

LLII has the higher dividend yield at 25.95%, compared with 0.00% for IPDP.

What is the main difference between LLII and IPDP?

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