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MSFY vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Microsoft ETF (MSFY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFY vs. IPDP - Yearly Performance Comparison


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Return for Risk

MSFY vs. IPDP — Risk / Return Rank

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

MSFY
MSFY Risk / Return Rank: 66
Overall Rank
MSFY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSFY Sortino Ratio Rank: 66
Sortino Ratio Rank
MSFY Omega Ratio Rank: 66
Omega Ratio Rank
MSFY Calmar Ratio Rank: 77
Calmar Ratio Rank
MSFY Martin Ratio Rank: 77
Martin Ratio Rank

IPDP
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.

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.


MSFYIPDPDifference
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

MSFY vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFYIPDPDifference

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


MSFYIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-34.21%

0.00%

-34.21%

Max Drawdown (1Y)

Largest decline over 1 year

-34.21%

Current Drawdown

Current decline from peak

-20.53%

0.00%

-20.53%

Average Drawdown

Average peak-to-trough decline

-7.20%

0.00%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.40%

Volatility

MSFY vs. IPDP - Volatility Comparison


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Volatility by Period


MSFYIPDPDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for MSFY and IPDP

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