RYLG vs. IPDP

Last updated Jun 25, 2026

RYLG (Global X Russell 2000 Covered Call & Growth ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. RYLG is passively managed, while IPDP is actively managed. RYLG charges 0.35%/yr vs 1.52%/yr for IPDP.

Performance

RYLG vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 Covered Call & Growth ETF (RYLG) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

RYLG

• 1D: 0.25%
• 1M: 3.10%
• YTD: 14.84%
• 6M: 12.67%
• 1Y: 29.14%
• 3Y*: 13.93%
• 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)

RYLG vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
RYLG Global X Russell 2000 Covered Call & Growth ETF	12.21%
IPDP Dividend Performers ETF	0.00%

RYLG vs. IPDP - Sectors Allocation Comparison

Sectors	RYLG	IPDP
Technology	19.0%	13.1%
Industrials	18.0%	45.1%
Healthcare	16.3%	13.6%
Financial Services	15.5%	18.6%
Consumer Cyclical	8.0%	3.6%
Real Estate	5.9%	-
Energy	5.4%	-
Basic Materials	4.7%	1.5%
Utilities	2.8%	-
Communication Services	2.4%	-
Consumer Defensive	2.3%	3.9%

Return for Risk

RYLG vs. IPDP — Risk / Return Rank

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

RYLG

RYLG Risk / Return Rank: 72
RYLG Sharpe Ratio Rank: 69
RYLG Sortino Ratio Rank: 68
RYLG Omega Ratio Rank: 64
RYLG Calmar Ratio Rank: 78
RYLG Martin Ratio Rank: 79

IPDP

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

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.

RYLG vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call & Growth ETF (RYLG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RYLG	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.74	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.58	—	—
Martin ratio: Return relative to average drawdown	13.73	—	—

Drawdowns

RYLG vs. IPDP - Drawdown Comparison

The maximum RYLG drawdown since its inception was -22.37%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for RYLG and IPDP.

Drawdown Indicators

	RYLG	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-22.37%	0.00%	-22.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.37%	—	—
Current Drawdown Current decline from peak	-0.46%	0.00%	-0.46%
Average Drawdown Average peak-to-trough decline	-4.09%	0.00%	-4.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	—	—

Volatility

Volatility by Period

	RYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.04%	0.00%	+15.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	0.00%	+17.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	0.00%	+17.14%

RYLG vs. IPDP - Expense Ratio Comparison

RYLG has a 0.35% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

RYLG vs. IPDP - Dividend Comparison

RYLG's dividend yield for the trailing twelve months is around 10.26%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%
RYLG Global X Russell 2000 Covered Call & Growth ETF	10.26%	10.82%	23.73%	5.78%	4.36%

Frequently Asked Questions

Which ETF is better, RYLG or IPDP?

On fees, RYLG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RYLG or IPDP?

RYLG is cheaper with a 0.35% expense ratio, compared with 1.52% for IPDP.

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

RYLG has the higher dividend yield at 10.26%, compared with 0.00% for IPDP.

What is the main difference between RYLG and IPDP?

They also come from different issuers: Global X and Innovative Portfolios. Their fees differ too: 0.35% for RYLG and 1.52% for IPDP.