MSFY vs. IPDP
MSFY (Kurv Yield Premium Strategy Microsoft ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. MSFY charges 1.00%/yr vs 1.52%/yr for IPDP.
Performance
MSFY vs. IPDP - Performance Comparison
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Returns By Period
MSFY
- 1D
- -3.43%
- 1M
- 4.37%
- YTD
- -13.99%
- 6M
- -12.67%
- 1Y
- -7.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MSFY Kurv Yield Premium Strategy Microsoft ETF | 5.61% |
IPDP Dividend Performers ETF | 0.00% |
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Return for Risk
MSFY vs. IPDP — Risk / Return Rank
MSFY
IPDP
MSFY vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) 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.
| MSFY | IPDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.97 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | — | — |
| Martin ratioReturn relative to average drawdown | -0.47 | — | — |
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
| MSFY | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | — | — |
Drawdowns
MSFY vs. IPDP - Drawdown Comparison
The maximum MSFY drawdown since its inception was -34.21%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MSFY and IPDP.
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Drawdown Indicators
| MSFY | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.21% | 0.00% | -34.21% |
Max Drawdown (1Y)Largest decline over 1 year | -34.21% | — | — |
Current DrawdownCurrent decline from peak | -20.53% | 0.00% | -20.53% |
Average DrawdownAverage peak-to-trough decline | -7.20% | 0.00% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.40% | — | — |
Volatility
MSFY vs. IPDP - Volatility Comparison
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Volatility by Period
| MSFY | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 0.00% | +26.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 0.00% | +22.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 0.00% | +22.27% |
MSFY vs. IPDP - Expense Ratio Comparison
MSFY has a 1.00% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Dividends
MSFY vs. IPDP - Dividend Comparison
MSFY's dividend yield for the trailing twelve months is around 24.31%, while IPDP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% | 0.00% |
MSFY Kurv Yield Premium Strategy Microsoft ETF | 24.31% | 18.56% | 14.35% | 1.94% |
Frequently Asked Questions
On fees, MSFY is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MSFY is cheaper with a 1.00% expense ratio, compared with 1.52% for IPDP.
MSFY has the higher dividend yield at 24.31%, compared with 0.00% for IPDP.
They also come from different issuers: Kurv and Innovative Portfolios. Their fees differ too: 1.00% for MSFY and 1.52% for IPDP.
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