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SQY vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SQY vs. IPDP - Performance Comparison

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

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SQY vs. IPDP - Yearly Performance Comparison


Returns By Period


SQY

1D
3.97%
1M
-4.70%
YTD
-11.39%
6M
-19.31%
1Y
-3.80%
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)

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SQY vs. IPDP - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Return for Risk

SQY vs. IPDP — Risk / Return Rank

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

SQY
SQY Risk / Return Rank: 1111
Overall Rank
SQY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SQY Sortino Ratio Rank: 1313
Sortino Ratio Rank
SQY Omega Ratio Rank: 1313
Omega Ratio Rank
SQY Calmar Ratio Rank: 99
Calmar Ratio Rank
SQY Martin Ratio Rank: 99
Martin Ratio Rank

IPDP
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.

SQY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) 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.


SQYIPDPDifference

Sharpe ratio

Return per unit of total volatility

-0.08

Sortino ratio

Return per unit of downside risk

0.19

Omega ratio

Gain probability vs. loss probability

1.03

Calmar ratio

Return relative to maximum drawdown

-0.15

Martin ratio

Return relative to average drawdown

-0.35

SQY vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SQYIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Dividends

SQY vs. IPDP - Dividend Comparison

SQY's dividend yield for the trailing twelve months is around 109.04%, while IPDP has not paid dividends to shareholders.


TTM202520242023
SQY
YieldMax SQ Option Income Strategy ETF
109.04%95.35%62.54%9.85%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%

Drawdowns

SQY vs. IPDP - Drawdown Comparison

The maximum SQY drawdown since its inception was -52.30%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SQY and IPDP.


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Drawdown Indicators


SQYIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-52.30%

0.00%

-52.30%

Max Drawdown (1Y)

Largest decline over 1 year

-37.72%

Current Drawdown

Current decline from peak

-44.36%

0.00%

-44.36%

Average Drawdown

Average peak-to-trough decline

-20.73%

0.00%

-20.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.80%

Volatility

SQY vs. IPDP - Volatility Comparison


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Volatility by Period


SQYIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

Volatility (6M)

Calculated over the trailing 6-month period

32.56%

Volatility (1Y)

Calculated over the trailing 1-year period

45.37%

0.00%

+45.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.80%

0.00%

+42.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.80%

0.00%

+42.80%