TLTP vs. IPDP

Last updated Apr 2, 2026

Compare and contrast key facts about Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) and Dividend Performers ETF (IPDP).

TLTP and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLTP is a passively managed fund by Amplify that tracks the performance of the Bloomberg U.S. Treasury 20+ Year 12% Premium Covered Call 2.0 Index. It was launched on Oct 28, 2024. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

Performance

TLTP vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

TLTP vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF	-1.05%
IPDP Dividend Performers ETF	0.00%

Returns By Period

TLTP

• 1D: -0.07%
• 1M: -2.66%
• YTD: 0.13%
• 6M: 0.21%
• 1Y: 0.59%
• 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)

TLTP vs. IPDP - Expense Ratio Comparison

TLTP has a 0.38% expense ratio, which is lower than IPDP's 1.52% expense ratio.

IPDP

Dividend Performers ETF

TLTP

Amplify Bloomberg U.S. Treasury Target High Income ETF

Return for Risk

TLTP vs. IPDP — Risk / Return Rank

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

TLTP

TLTP Risk / Return Rank: 13
TLTP Sharpe Ratio Rank: 13
TLTP Sortino Ratio Rank: 11
TLTP Omega Ratio Rank: 11
TLTP Calmar Ratio Rank: 15
TLTP Martin Ratio Rank: 14

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.

TLTP vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bloomberg U.S. Treasury Target High Income ETF (TLTP) 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.

	TLTP	IPDP	Difference
Sharpe ratio Return per unit of total volatility	0.06	—	—
Sortino ratio Return per unit of downside risk	0.15	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	0.14	—	—
Martin ratio Return relative to average drawdown	0.31	—	—
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

	TLTP	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	—	—

Dividends

TLTP vs. IPDP - Dividend Comparison

TLTP's dividend yield for the trailing twelve months is around 12.79%, while IPDP has not paid dividends to shareholders.

	TTM	2025	2024
TLTP Amplify Bloomberg U.S. Treasury Target High Income ETF	12.79%	12.53%	2.08%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%

Drawdowns

TLTP vs. IPDP - Drawdown Comparison

The maximum TLTP drawdown since its inception was -8.54%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TLTP and IPDP.

Drawdown Indicators

	TLTP	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-8.54%	0.00%	-8.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	—	—
Current Drawdown Current decline from peak	-3.27%	0.00%	-3.27%
Average Drawdown Average peak-to-trough decline	-3.25%	0.00%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	—	—

Volatility

Volatility by Period

	TLTP	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	0.00%	+9.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.16%	0.00%	+10.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.16%	0.00%	+10.16%