XYZY vs. IPDP
XYZY (YieldMax XYZ Option Income Strategy ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. XYZY charges 0.99%/yr vs 1.52%/yr for IPDP.
Performance
XYZY vs. IPDP - Performance Comparison
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Returns By Period
XYZY
- 1D
- -5.22%
- 1M
- -4.39%
- YTD
- -1.01%
- 6M
- 6.08%
- 1Y
- -0.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IPDP
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XYZY vs. IPDP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
XYZY YieldMax XYZ Option Income Strategy ETF | 15.17% |
IPDP Dividend Performers ETF | 0.00% |
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Return for Risk
XYZY vs. IPDP — Risk / Return Rank
XYZY
IPDP
XYZY vs. IPDP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax XYZ Option Income Strategy ETF (XYZY) 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.
| XYZY | IPDP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | — | — |
| Martin ratioReturn relative to average drawdown | -0.01 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYZY | IPDP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | — | — |
Drawdowns
XYZY vs. IPDP - Drawdown Comparison
The maximum XYZY drawdown since its inception was -52.30%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XYZY and IPDP.
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Drawdown Indicators
| XYZY | IPDP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.30% | 0.00% | -52.30% |
Max Drawdown (1Y)Largest decline over 1 year | -37.72% | — | — |
Current DrawdownCurrent decline from peak | -37.84% | 0.00% | -37.84% |
Average DrawdownAverage peak-to-trough decline | -21.82% | 0.00% | -21.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.18% | — | — |
Volatility
XYZY vs. IPDP - Volatility Comparison
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Volatility by Period
| XYZY | IPDP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.83% | 0.00% | +38.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 0.00% | +42.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 0.00% | +42.20% |
XYZY vs. IPDP - Expense Ratio Comparison
XYZY has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.
Dividends
XYZY vs. IPDP - Dividend Comparison
XYZY's dividend yield for the trailing twelve months is around 109.42%, while IPDP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IPDP Dividend Performers ETF | 0.00% | 0.00% | 0.00% | 0.00% |
XYZY YieldMax XYZ Option Income Strategy ETF | 109.42% | 95.35% | 62.54% | 9.85% |
Frequently Asked Questions
On fees, XYZY is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYZY is cheaper with a 0.99% expense ratio, compared with 1.52% for IPDP.
XYZY has the higher dividend yield at 109.42%, compared with 0.00% for IPDP.
They also come from different issuers: YieldMax and Innovative Portfolios. Their fees differ too: 0.99% for XYZY and 1.52% for IPDP.
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