SCLZ vs. IPDP
SCLZ (Swan Enhanced Dividend Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. SCLZ charges 0.79%/yr vs 1.52%/yr for IPDP.
Performance
SCLZ vs. IPDP - Performance Comparison
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Returns By Period
SCLZ
- 1D
- -0.59%
- 1M
- 1.65%
- 6M
- 6.26%
- YTD
- 7.02%
- 1Y
- 14.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCLZ vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SCLZ Swan Enhanced Dividend Income ETF | 8.73% |
IPDP Dividend Performers ETF | 0.00% |
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Return for Risk
SCLZ vs. IPDP — Risk / Return Rank
SCLZ
IPDP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCLZ vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Enhanced Dividend Income ETF (SCLZ) 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.
| SCLZ | IPDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | — | — |
| Martin ratioReturn relative to average drawdown | 10.06 | — | — |
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Drawdowns
SCLZ vs. IPDP - Drawdown Comparison
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Drawdown Indicators
| SCLZ | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.58% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | — | — |
Average DrawdownAverage peak-to-trough decline | -1.35% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | — | — |
Volatility
SCLZ vs. IPDP - Volatility Comparison
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Volatility by Period
| SCLZ | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.64% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.34% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.34% | — | — |
SCLZ vs. IPDP - Expense Ratio Comparison
SCLZ has a 0.79% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Dividends
SCLZ vs. IPDP - Dividend Comparison
SCLZ's dividend yield for the trailing twelve months is around 7.98%, while IPDP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% |
SCLZ Swan Enhanced Dividend Income ETF | 7.98% | 7.53% | 4.86% |
Frequently Asked Questions
On fees, SCLZ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCLZ is cheaper with a 0.79% expense ratio, compared with 1.52% for IPDP.
SCLZ has the higher dividend yield at 7.98%, compared with 0.00% for IPDP.
They also come from different issuers: Swan and Innovative Portfolios. Their fees differ too: 0.79% for SCLZ and 1.52% for IPDP.
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