TYLG vs. IPDP

Last updated Jun 25, 2026

TYLG (Global X Information Technology Covered Call & Growth ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. TYLG is passively managed, while IPDP is actively managed. TYLG charges 0.60%/yr vs 1.52%/yr for IPDP.

Performance

TYLG vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TYLG

• 1D: -0.71%
• 1M: 1.31%
• YTD: 18.79%
• 6M: 17.74%
• 1Y: 37.15%
• 3Y*: 23.09%
• 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)

TYLG vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
TYLG Global X Information Technology Covered Call & Growth ETF	24.93%
IPDP Dividend Performers ETF	0.00%

TYLG vs. IPDP - Sectors Allocation Comparison

Sectors	TYLG	IPDP
Financial Services	54.2%	18.6%
Technology	47.6%	13.1%
Energy	0.1%	-
Industrials	0.0%	45.1%
Basic Materials	-	1.5%
Communication Services	-	-
Consumer Cyclical	-	3.6%
Consumer Defensive	-	3.9%
Healthcare	-	13.6%
Real Estate	-	-
Utilities	-	-

Return for Risk

TYLG vs. IPDP — Risk / Return Rank

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

TYLG

TYLG Risk / Return Rank: 76
TYLG Sharpe Ratio Rank: 78
TYLG Sortino Ratio Rank: 71
TYLG Omega Ratio Rank: 74
TYLG Calmar Ratio Rank: 80
TYLG Martin Ratio Rank: 80

IPDP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TYLG vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TYLG	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	2.19	—	—
Sortino ratio: Return per unit of downside risk	2.81	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	3.70	—	—
Martin ratio: Return relative to average drawdown	13.88	—	—

Drawdowns

TYLG vs. IPDP - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TYLG and IPDP.

Drawdown Indicators

	TYLG	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-24.01%	0.00%	-24.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.01%	—	—
Current Drawdown Current decline from peak	-4.64%	0.00%	-4.64%
Average Drawdown Average peak-to-trough decline	-2.74%	0.00%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	—	—

Volatility

Volatility by Period

	TYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.11%	0.00%	+17.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.44%	0.00%	+19.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.44%	0.00%	+19.44%

TYLG vs. IPDP - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

TYLG vs. IPDP - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 8.16%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%
TYLG Global X Information Technology Covered Call & Growth ETF	8.16%	7.66%	7.24%	11.89%	0.51%

Frequently Asked Questions

Which ETF is better, TYLG or IPDP?

On fees, TYLG is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TYLG or IPDP?

TYLG is cheaper with a 0.60% expense ratio, compared with 1.52% for IPDP.

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

TYLG has the higher dividend yield at 8.16%, compared with 0.00% for IPDP.

What is the main difference between TYLG and IPDP?

They also come from different issuers: Global X and Innovative Portfolios. Their fees differ too: 0.60% for TYLG and 1.52% for IPDP.