TYLG vs. IPDP

Last updated Jun 3, 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: 0.81%
• 1M: 13.13%
• YTD: 24.56%
• 6M: 25.73%
• 1Y: 50.93%
• 3Y*: 25.09%
• 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	25.96%
IPDP Dividend Performers ETF	0.00%

TYLG vs. IPDP - Sectors Allocation Comparison

Sectors	TYLG	IPDP
Financial Services	54.4%	18.6%
Technology	47.9%	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: 89
TYLG Sharpe Ratio Rank: 92
TYLG Sortino Ratio Rank: 89
TYLG Omega Ratio Rank: 89
TYLG Calmar Ratio Rank: 88
TYLG Martin Ratio Rank: 89

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.

	TYLG	IPDP	Difference
Sharpe ratio Return per unit of total volatility	3.30	—	—
Sortino ratio Return per unit of downside risk	4.18	—	—
Omega ratio Gain probability vs. loss probability	1.57	—	—
Calmar ratio Return relative to maximum drawdown	5.12	—	—
Martin ratio Return relative to average drawdown	20.57	—	—
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

	TYLG	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.48	—	—

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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.74%	0.00%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	—	—

Volatility

Volatility by Period

	TYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	0.00%	+15.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.18%	0.00%	+19.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.18%	0.00%	+19.18%

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 7.43%, 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	7.43%	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 7.43%, 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.