SCLZ vs. IPDP

Last updated Jun 4, 2026

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

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

Returns By Period

SCLZ

• 1D: -0.23%
• 1M: 2.97%
• YTD: 6.46%
• 6M: 7.49%
• 1Y: 16.69%
• 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)

SCLZ vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
SCLZ Swan Enhanced Dividend Income ETF	6.29%
IPDP Dividend Performers ETF	0.00%

Return for Risk

SCLZ vs. IPDP — Risk / Return Rank

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

SCLZ

SCLZ Risk / Return Rank: 57
SCLZ Sharpe Ratio Rank: 55
SCLZ Sortino Ratio Rank: 56
SCLZ Omega Ratio Rank: 58
SCLZ Calmar Ratio Rank: 49
SCLZ Martin Ratio Rank: 65

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.

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.

	SCLZ	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	1.84	—	—
Sortino ratio: Return per unit of downside risk	2.62	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.40	—	—
Martin ratio: Return relative to average drawdown	11.60	—	—
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

	SCLZ	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.17	—	—

Drawdowns

SCLZ vs. IPDP - Drawdown Comparison

The maximum SCLZ drawdown since its inception was -12.58%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SCLZ and IPDP.

Drawdown Indicators

	SCLZ	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-12.58%	0.00%	-12.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	—	—
Current Drawdown Current decline from peak	-0.23%	0.00%	-0.23%
Average Drawdown Average peak-to-trough decline	-1.37%	0.00%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	—	—

Volatility

Volatility by Period

	SCLZ	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.13%	0.00%	+9.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	0.00%	+11.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.35%	0.00%	+11.35%

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 9.15%, 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	9.15%	7.53%	4.86%

Frequently Asked Questions

Which ETF is better, SCLZ or IPDP?

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.

Which ETF is cheaper, SCLZ or IPDP?

SCLZ is cheaper with a 0.79% expense ratio, compared with 1.52% for IPDP.

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

SCLZ has the higher dividend yield at 9.15%, compared with 0.00% for IPDP.

What is the main difference between SCLZ and IPDP?

They also come from different issuers: Swan and Innovative Portfolios. Their fees differ too: 0.79% for SCLZ and 1.52% for IPDP.