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THTA vs. IPDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THTA vs. IPDP - Performance Comparison

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

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Returns By Period


THTA

1D
0.13%
1M
0.64%
YTD
6.88%
6M
8.17%
1Y
16.62%
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)

THTA vs. IPDP - Yearly Performance Comparison


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Return for Risk

THTA vs. IPDP — Risk / Return Rank

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

THTA
THTA Risk / Return Rank: 9292
Overall Rank
THTA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
THTA Sortino Ratio Rank: 9090
Sortino Ratio Rank
THTA Omega Ratio Rank: 9595
Omega Ratio Rank
THTA Calmar Ratio Rank: 9292
Calmar Ratio Rank
THTA Martin Ratio Rank: 9797
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.

THTA vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Enhanced Yield ETF (THTA) 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.


THTAIPDPDifference

Sharpe ratio

Return per unit of total volatility

2.88

Sortino ratio

Return per unit of downside risk

4.25

Omega ratio

Gain probability vs. loss probability

1.74

Calmar ratio

Return relative to maximum drawdown

6.28

Martin ratio

Return relative to average drawdown

51.29

THTA vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


THTAIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

Drawdowns

THTA vs. IPDP - Drawdown Comparison

The maximum THTA drawdown since its inception was -31.41%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for THTA and IPDP.


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Drawdown Indicators


THTAIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

0.00%

-31.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

Current Drawdown

Current decline from peak

-6.77%

0.00%

-6.77%

Average Drawdown

Average peak-to-trough decline

-7.52%

0.00%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

Volatility

THTA vs. IPDP - Volatility Comparison


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Volatility by Period


THTAIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

0.00%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

0.00%

+20.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

0.00%

+20.27%

THTA vs. IPDP - Expense Ratio Comparison

THTA has a 0.49% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Dividends

THTA vs. IPDP - Dividend Comparison

THTA's dividend yield for the trailing twelve months is around 11.26%, while IPDP has not paid dividends to shareholders.


PositionTTM202520242023
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%
THTA
SoFi Enhanced Yield ETF
11.26%12.66%12.44%0.58%

Frequently Asked Questions


On fees, THTA is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

THTA is cheaper with a 0.49% expense ratio, compared with 1.52% for IPDP.

THTA has the higher dividend yield at 11.26%, compared with 0.00% for IPDP.

They also come from different issuers: SoFi and Innovative Portfolios. Their fees differ too: 0.49% for THTA and 1.52% for IPDP.

Portfolio Optimizer

Find the right allocation for THTA and IPDP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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