PSTR vs. IPDP

Last updated Jun 4, 2026

PSTR (PeakShares Sector Rotation ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. PSTR charges 1.07%/yr vs 1.52%/yr for IPDP.

Performance

PSTR vs. IPDP - Performance Comparison

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

Returns By Period

PSTR

• 1D: -0.69%
• 1M: 3.34%
• YTD: 8.92%
• 6M: 9.55%
• 1Y: 18.81%
• 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)

PSTR vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
PSTR PeakShares Sector Rotation ETF	7.06%
IPDP Dividend Performers ETF	0.00%

PSTR vs. IPDP - Sectors Allocation Comparison

Sectors	PSTR	IPDP
Technology	37.5%	13.1%
Healthcare	11.8%	13.6%
Financial Services	9.7%	18.6%
Communication Services	9.5%	-
Consumer Cyclical	7.6%	3.6%
Industrials	7.4%	45.1%
Consumer Defensive	6.1%	3.9%
Energy	3.8%	-
Utilities	3.1%	-
Real Estate	1.9%	-
Basic Materials	1.7%	1.5%

Return for Risk

PSTR vs. IPDP — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 70
PSTR Sharpe Ratio Rank: 69
PSTR Sortino Ratio Rank: 72
PSTR Omega Ratio Rank: 73
PSTR Calmar Ratio Rank: 58
PSTR Martin Ratio Rank: 80

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.

PSTR vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) 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.

	PSTR	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	2.23	—	—
Sortino ratio: Return per unit of downside risk	3.23	—	—
Omega ratio: Gain probability vs. loss probability	1.42	—	—
Calmar ratio: Return relative to maximum drawdown	2.83	—	—
Martin ratio: Return relative to average drawdown	15.34	—	—
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

	PSTR	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	—	—

Drawdowns

PSTR vs. IPDP - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PSTR and IPDP.

Drawdown Indicators

	PSTR	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	0.00%	-14.73%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	—	—
Current Drawdown Current decline from peak	-0.84%	0.00%	-0.84%
Average Drawdown Average peak-to-trough decline	-1.57%	0.00%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.23%	—	—

Volatility

Volatility by Period

	PSTR	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.47%	0.00%	+8.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.51%	0.00%	+12.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.51%	0.00%	+12.51%

PSTR vs. IPDP - Expense Ratio Comparison

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

Dividends

PSTR vs. IPDP - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.67%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%
PSTR PeakShares Sector Rotation ETF	4.67%	4.96%	1.57%

Frequently Asked Questions

Which ETF is better, PSTR or IPDP?

On fees, PSTR 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, PSTR or IPDP?

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

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

PSTR has the higher dividend yield at 4.67%, compared with 0.00% for IPDP.

What is the main difference between PSTR and IPDP?

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