MAGO vs. IPDP

Last updated Jun 24, 2026

MAGO (Tuttle Capital Magnificent 7 Income Blast ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. MAGO charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

MAGO vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Magnificent 7 Income Blast ETF (MAGO) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MAGO

• 1D: -1.54%
• 1M: -10.07%
• YTD: -5.64%
• 6M: —
• 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)

MAGO vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
MAGO Tuttle Capital Magnificent 7 Income Blast ETF	0.82%
IPDP Dividend Performers ETF	0.00%

Return for Risk

MAGO vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Magnificent 7 Income Blast ETF (MAGO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

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

Drawdowns

MAGO vs. IPDP - Drawdown Comparison

The maximum MAGO drawdown since its inception was -18.21%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MAGO and IPDP.

Drawdown Indicators

	MAGO	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-18.21%	0.00%	-18.21%
Current Drawdown Current decline from peak	-12.08%	0.00%	-12.08%
Average Drawdown Average peak-to-trough decline	-5.68%	0.00%	-5.68%

Volatility

Volatility by Period

	MAGO	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	24.22%	0.00%	+24.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.22%	0.00%	+24.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.22%	0.00%	+24.22%

MAGO vs. IPDP - Expense Ratio Comparison

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

Dividends

MAGO vs. IPDP - Dividend Comparison

MAGO's dividend yield for the trailing twelve months is around 8.00%, while IPDP has not paid dividends to shareholders.

Position	TTM
IPDP Dividend Performers ETF	0.00%
MAGO Tuttle Capital Magnificent 7 Income Blast ETF	8.00%

Frequently Asked Questions

Which ETF is better, MAGO or IPDP?

On fees, MAGO 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, MAGO or IPDP?

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

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

MAGO has the higher dividend yield at 8.00%, compared with 0.00% for IPDP.

What is the main difference between MAGO and IPDP?

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