XYLG vs. IPDP

Last updated Jun 3, 2026

XYLG (Global X S&P 500 Covered Call & Growth ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. XYLG is passively managed, while IPDP is actively managed. XYLG charges 0.35%/yr vs 1.52%/yr for IPDP.

Performance

XYLG vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Covered Call & Growth ETF (XYLG) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XYLG

• 1D: -0.04%
• 1M: 3.53%
• YTD: 8.26%
• 6M: 9.33%
• 1Y: 24.07%
• 3Y*: 16.78%
• 5Y*: 10.83%
• 10Y*: —

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLG vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
XYLG Global X S&P 500 Covered Call & Growth ETF	6.82%
IPDP Dividend Performers ETF	0.00%

XYLG vs. IPDP - Sectors Allocation Comparison

Sectors	XYLG	IPDP
Technology	38.7%	13.1%
Financial Services	11.4%	18.6%
Communication Services	10.8%	-
Consumer Cyclical	9.9%	3.6%
Healthcare	8.3%	13.6%
Industrials	7.7%	45.1%
Consumer Defensive	4.7%	3.9%
Energy	3.4%	-
Utilities	2.7%	-
Real Estate	1.9%	-
Basic Materials	1.7%	1.5%

Return for Risk

XYLG vs. IPDP — Risk / Return Rank

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

XYLG

XYLG Risk / Return Rank: 78
XYLG Sharpe Ratio Rank: 77
XYLG Sortino Ratio Rank: 79
XYLG Omega Ratio Rank: 80
XYLG Calmar Ratio Rank: 70
XYLG Martin Ratio Rank: 85

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.

XYLG vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call & Growth ETF (XYLG) 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.

	XYLG	IPDP	Difference
Sharpe ratio Return per unit of total volatility	2.55	—	—
Sortino ratio Return per unit of downside risk	3.59	—	—
Omega ratio Gain probability vs. loss probability	1.48	—	—
Calmar ratio Return relative to maximum drawdown	3.56	—	—
Martin ratio Return relative to average drawdown	18.01	—	—
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

	XYLG	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	—	—

Drawdowns

XYLG vs. IPDP - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XYLG and IPDP.

Drawdown Indicators

	XYLG	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-21.30%	0.00%	-21.30%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.30%	—	—
Current Drawdown Current decline from peak	-0.04%	0.00%	-0.04%
Average Drawdown Average peak-to-trough decline	-4.10%	0.00%	-4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.37%	—	—

Volatility

Volatility by Period

	XYLG	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.49%	0.00%	+9.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.00%	0.00%	+14.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.87%	0.00%	+13.87%

XYLG vs. IPDP - Expense Ratio Comparison

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

Dividends

XYLG vs. IPDP - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 13.01%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYLG Global X S&P 500 Covered Call & Growth ETF	13.01%	13.94%	23.65%	4.90%	6.43%	7.40%	1.39%

Frequently Asked Questions

Which ETF is better, XYLG or IPDP?

On fees, XYLG 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, XYLG or IPDP?

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

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

XYLG has the higher dividend yield at 13.01%, compared with 0.00% for IPDP.

What is the main difference between XYLG and IPDP?

They also come from different issuers: Global X and Innovative Portfolios. Their fees differ too: 0.35% for XYLG and 1.52% for IPDP.