SLJY vs. IPDP

Last updated Jun 4, 2026

SLJY (Amplify SILJ Covered Call ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. SLJY charges 0.75%/yr vs 1.52%/yr for IPDP.

Performance

SLJY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify SILJ Covered Call ETF (SLJY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SLJY

• 1D: -4.01%
• 1M: 3.34%
• YTD: 7.71%
• 6M: 15.56%
• 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)

SLJY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
SLJY Amplify SILJ Covered Call ETF	-5.64%
IPDP Dividend Performers ETF	0.00%

Return for Risk

SLJY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) 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.

Sharpe Ratios by Period

	SLJY	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.49	—	—

Drawdowns

SLJY vs. IPDP - Drawdown Comparison

The maximum SLJY drawdown since its inception was -30.60%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SLJY and IPDP.

Drawdown Indicators

	SLJY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-30.60%	0.00%	-30.60%
Current Drawdown Current decline from peak	-21.65%	0.00%	-21.65%
Average Drawdown Average peak-to-trough decline	-9.60%	0.00%	-9.60%

Volatility

Volatility by Period

	SLJY	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	49.59%	0.00%	+49.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.59%	0.00%	+49.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.59%	0.00%	+49.59%

SLJY vs. IPDP - Expense Ratio Comparison

SLJY has a 0.75% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

SLJY vs. IPDP - Dividend Comparison

SLJY's dividend yield for the trailing twelve months is around 16.71%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
SLJY Amplify SILJ Covered Call ETF	16.71%	6.26%

Frequently Asked Questions

Which ETF is better, SLJY or IPDP?

On fees, SLJY is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SLJY or IPDP?

SLJY is cheaper with a 0.75% expense ratio, compared with 1.52% for IPDP.

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

SLJY has the higher dividend yield at 16.71%, compared with 0.00% for IPDP.

What is the main difference between SLJY and IPDP?

They also come from different issuers: Amplify and Innovative Portfolios. Their fees differ too: 0.75% for SLJY and 1.52% for IPDP.