RYLG vs. IPDP

Last updated Jun 4, 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: -0.97%
• 1M: 3.55%
• YTD: 12.45%
• 6M: 12.24%
• 1Y: 29.67%
• 3Y*: 12.54%
• 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	6.35%
IPDP Dividend Performers ETF	0.00%

RYLG vs. IPDP - Sectors Allocation Comparison

Sectors	RYLG	IPDP
Industrials	17.5%	45.1%
Technology	16.8%	13.1%
Healthcare	16.5%	13.6%
Financial Services	16.0%	18.6%
Consumer Cyclical	8.4%	3.6%
Real Estate	6.2%	-
Energy	6.2%	-
Basic Materials	4.8%	1.5%
Utilities	2.9%	-
Communication Services	2.5%	-
Consumer Defensive	2.4%	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: 64
RYLG Sharpe Ratio Rank: 59
RYLG Sortino Ratio Rank: 59
RYLG Omega Ratio Rank: 57
RYLG Calmar Ratio Rank: 73
RYLG Martin Ratio Rank: 74

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.

	RYLG	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	2.01	—	—
Sortino ratio: Return per unit of downside risk	2.83	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	3.64	—	—
Martin ratio: Return relative to average drawdown	14.04	—	—
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

	RYLG	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	—	—

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	-0.97%	0.00%	-0.97%
Average Drawdown Average peak-to-trough decline	-4.13%	0.00%	-4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	RYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.88%	0.00%	+14.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.17%	0.00%	+17.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	0.00%	+17.17%

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 10.34%, 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	10.34%	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 10.34%, 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.