PLYY vs. IPDP

Last updated Jun 4, 2026

PLYY (GraniteShares YieldBoost PLTR ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. PLYY charges 1.07%/yr vs 1.52%/yr for IPDP.

Performance

PLYY vs. IPDP - Performance Comparison

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

Returns By Period

PLYY

• 1D: -1.20%
• 1M: -8.23%
• YTD: -23.83%
• 6M: -25.34%
• 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)

PLYY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
PLYY GraniteShares YieldBoost PLTR ETF	-9.83%
IPDP Dividend Performers ETF	0.00%

Return for Risk

PLYY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBoost PLTR ETF (PLYY) 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.

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

Sharpe Ratios by Period

	PLYY	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.21	—	—

Drawdowns

PLYY vs. IPDP - Drawdown Comparison

The maximum PLYY drawdown since its inception was -33.93%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PLYY and IPDP.

Drawdown Indicators

	PLYY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-33.93%	0.00%	-33.93%
Current Drawdown Current decline from peak	-33.86%	0.00%	-33.86%
Average Drawdown Average peak-to-trough decline	-18.04%	0.00%	-18.04%

Volatility

Volatility by Period

	PLYY	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	29.86%	0.00%	+29.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.86%	0.00%	+29.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.86%	0.00%	+29.86%

PLYY vs. IPDP - Expense Ratio Comparison

PLYY has a 1.07% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

PLYY vs. IPDP - Dividend Comparison

PLYY's dividend yield for the trailing twelve months is around 110.96%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
PLYY GraniteShares YieldBoost PLTR ETF	110.96%	32.14%

Frequently Asked Questions

Which ETF is better, PLYY or IPDP?

On fees, PLYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLYY or IPDP?

PLYY is cheaper with a 1.07% expense ratio, compared with 1.52% for IPDP.

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

PLYY has the higher dividend yield at 110.96%, compared with 0.00% for IPDP.

What is the main difference between PLYY and IPDP?

They also come from different issuers: GraniteShares and Innovative Portfolios. Their fees differ too: 1.07% for PLYY and 1.52% for IPDP.