MARO vs. IPDP
Compare and contrast key facts about YieldMax MARA Option Income Strategy ETF (MARO) and Dividend Performers ETF (IPDP).
MARO and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MARO is an actively managed fund by YieldMax. It was launched on Dec 9, 2024. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.
Performance
MARO vs. IPDP - Performance Comparison
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MARO vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MARO YieldMax MARA Option Income Strategy ETF | -0.79% |
IPDP Dividend Performers ETF | 0.00% |
Returns By Period
MARO
- 1D
- 3.69%
- 1M
- -8.15%
- YTD
- -13.08%
- 6M
- -53.43%
- 1Y
- -33.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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MARO vs. IPDP - Expense Ratio Comparison
MARO has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Return for Risk
MARO vs. IPDP — Risk / Return Rank
MARO
IPDP
MARO vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MARA Option Income Strategy ETF (MARO) 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.
| MARO | IPDP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | — | — |
Sortino ratioReturn per unit of downside risk | -0.43 | — | — |
Omega ratioGain probability vs. loss probability | 0.95 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.57 | — | — |
Martin ratioReturn relative to average drawdown | -1.13 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MARO | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.82 | — | — |
Dividends
MARO vs. IPDP - Dividend Comparison
MARO's dividend yield for the trailing twelve months is around 279.58%, while IPDP has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 279.58% | 277.68% |
IPDP Dividend Performers ETF | 0.00% | 0.00% |
Drawdowns
MARO vs. IPDP - Drawdown Comparison
The maximum MARO drawdown since its inception was -71.75%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MARO and IPDP.
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Drawdown Indicators
| MARO | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | 0.00% | -71.75% |
Max Drawdown (1Y)Largest decline over 1 year | -65.51% | — | — |
Current DrawdownCurrent decline from peak | -66.88% | 0.00% | -66.88% |
Average DrawdownAverage peak-to-trough decline | -39.99% | 0.00% | -39.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.17% | — | — |
Volatility
MARO vs. IPDP - Volatility Comparison
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Volatility by Period
| MARO | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.53% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 50.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 64.75% | 0.00% | +64.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.81% | 0.00% | +66.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.81% | 0.00% | +66.81% |