XLII vs. IPDP

Last updated Jun 4, 2026

XLII (State Street Industrial Select Sector SPDR Premium Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. XLII charges 0.35%/yr vs 1.52%/yr for IPDP.

Performance

XLII vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Industrial Select Sector SPDR Premium Income ETF (XLII) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XLII

• 1D: -0.15%
• 1M: 2.45%
• YTD: 6.73%
• 6M: 8.74%
• 1Y: —
• 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)

XLII vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
XLII State Street Industrial Select Sector SPDR Premium Income ETF	1.99%
IPDP Dividend Performers ETF	0.00%

XLII vs. IPDP - Sectors Allocation Comparison

Sectors	XLII	IPDP
Financial Services	100.3%	18.6%
Basic Materials	-	1.5%
Communication Services	-	-
Consumer Cyclical	-	3.6%
Consumer Defensive	-	3.9%
Energy	-	-
Healthcare	-	13.6%
Industrials	-	45.1%
Real Estate	-	-
Technology	-	13.1%
Utilities	-	-

Return for Risk

XLII vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Industrial Select Sector SPDR Premium Income ETF (XLII) 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.

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

Sharpe Ratios by Period

	XLII	IPDP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	—	—

Drawdowns

XLII vs. IPDP - Drawdown Comparison

The maximum XLII drawdown since its inception was -10.10%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XLII and IPDP.

Drawdown Indicators

	XLII	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-10.10%	0.00%	-10.10%
Current Drawdown Current decline from peak	-0.36%	0.00%	-0.36%
Average Drawdown Average peak-to-trough decline	-1.34%	0.00%	-1.34%

Volatility

Volatility by Period

	XLII	IPDP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	11.55%	0.00%	+11.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.55%	0.00%	+11.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.55%	0.00%	+11.55%

XLII vs. IPDP - Expense Ratio Comparison

XLII has a 0.35% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

XLII vs. IPDP - Dividend Comparison

XLII's dividend yield for the trailing twelve months is around 11.29%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025
IPDP Dividend Performers ETF	0.00%	0.00%
XLII State Street Industrial Select Sector SPDR Premium Income ETF	11.29%	5.47%

Frequently Asked Questions

Which ETF is better, XLII or IPDP?

On fees, XLII is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XLII or IPDP?

XLII is cheaper with a 0.35% expense ratio, compared with 1.52% for IPDP.

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

XLII has the higher dividend yield at 11.29%, compared with 0.00% for IPDP.

What is the main difference between XLII and IPDP?

They also come from different issuers: State Street and Innovative Portfolios. Their fees differ too: 0.35% for XLII and 1.52% for IPDP.