QYLE vs. IPDP

Last updated Apr 1, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Dividend Performers ETF (IPDP).

QYLE and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

Performance

QYLE vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
IPDP Dividend Performers ETF	0.00%

Returns By Period

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 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)

QYLE vs. IPDP - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than IPDP's 1.52% expense ratio.

IPDP

Dividend Performers ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 ESG Covered Call ETF (QYLE) 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.

Dividends

QYLE vs. IPDP - Dividend Comparison

Neither QYLE nor IPDP has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QYLE vs. IPDP - Drawdown Comparison

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

Drawdown Indicators

	QYLE	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	0.00%	0.00%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	0.00%	0.00%	0.00%

Volatility

Volatility by Period

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