PLTY vs. IPDP

Last updated Jun 3, 2026

PLTY (YieldMax PLTR Option Income Strategy ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. PLTY charges 0.99%/yr vs 1.52%/yr for IPDP.

Performance

PLTY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax PLTR Option Income Strategy ETF (PLTY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PLTY

• 1D: -3.89%
• 1M: 7.45%
• YTD: -8.48%
• 6M: -7.00%
• 1Y: 11.69%
• 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)

PLTY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
PLTY YieldMax PLTR Option Income Strategy ETF	16.40%
IPDP Dividend Performers ETF	0.00%

Return for Risk

PLTY vs. IPDP — Risk / Return Rank

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

PLTY

PLTY Risk / Return Rank: 13
PLTY Sharpe Ratio Rank: 13
PLTY Sortino Ratio Rank: 14
PLTY Omega Ratio Rank: 15
PLTY Calmar Ratio Rank: 13
PLTY Martin Ratio Rank: 12

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.

PLTY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax PLTR Option Income Strategy ETF (PLTY) 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.

	PLTY	IPDP	Difference
Sharpe ratio Return per unit of total volatility	0.27	—	—
Sortino ratio Return per unit of downside risk	0.64	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.36	—	—
Martin ratio Return relative to average drawdown	0.70	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PLTY	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	1.38	—	—

Drawdowns

PLTY vs. IPDP - Drawdown Comparison

The maximum PLTY drawdown since its inception was -36.61%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PLTY and IPDP.

Drawdown Indicators

	PLTY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-36.61%	0.00%	-36.61%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	—	—
Current Drawdown Current decline from peak	-20.62%	0.00%	-20.62%
Average Drawdown Average peak-to-trough decline	-12.74%	0.00%	-12.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.65%	—	—

Volatility

Volatility by Period

	PLTY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	31.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	43.13%	0.00%	+43.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.81%	0.00%	+52.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.81%	0.00%	+52.81%

PLTY vs. IPDP - Expense Ratio Comparison

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

Dividends

PLTY vs. IPDP - Dividend Comparison

PLTY's dividend yield for the trailing twelve months is around 102.78%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%
PLTY YieldMax PLTR Option Income Strategy ETF	102.78%	112.44%	7.85%

Frequently Asked Questions

Which ETF is better, PLTY or IPDP?

On fees, PLTY 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, PLTY or IPDP?

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

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

PLTY has the higher dividend yield at 102.78%, compared with 0.00% for IPDP.

What is the main difference between PLTY and IPDP?

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