PortfoliosLab logoPortfoliosLab logo
XYZY vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYZY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax XYZ Option Income Strategy ETF (XYZY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XYZY vs. IPDP - Yearly Performance Comparison


Returns By Period


XYZY

1D
3.97%
1M
-4.70%
YTD
-11.39%
6M
-19.31%
1Y
-3.80%
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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XYZY vs. IPDP - Expense Ratio Comparison

XYZY has a 0.99% expense ratio, which is lower than IPDP's 1.52% expense ratio.


Return for Risk

XYZY vs. IPDP — Risk / Return Rank

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

XYZY
XYZY Risk / Return Rank: 1111
Overall Rank
XYZY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XYZY Sortino Ratio Rank: 1313
Sortino Ratio Rank
XYZY Omega Ratio Rank: 1313
Omega Ratio Rank
XYZY Calmar Ratio Rank: 1010
Calmar Ratio Rank
XYZY Martin Ratio Rank: 99
Martin Ratio Rank

IPDP
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.

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.


XYZYIPDPDifference

Sharpe ratio

Return per unit of total volatility

-0.08

Sortino ratio

Return per unit of downside risk

0.19

Omega ratio

Gain probability vs. loss probability

1.03

Calmar ratio

Return relative to maximum drawdown

-0.15

Martin ratio

Return relative to average drawdown

-0.35

XYZY vs. IPDP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


XYZYIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

Dividends

XYZY vs. IPDP - Dividend Comparison

XYZY's dividend yield for the trailing twelve months is around 109.04%, while IPDP has not paid dividends to shareholders.


TTM202520242023
XYZY
YieldMax XYZ Option Income Strategy ETF
109.04%95.35%62.54%9.85%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%0.00%

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.


Loading graphics...

Drawdown Indicators


XYZYIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-52.30%

0.00%

-52.30%

Max Drawdown (1Y)

Largest decline over 1 year

-37.72%

Current Drawdown

Current decline from peak

-44.36%

0.00%

-44.36%

Average Drawdown

Average peak-to-trough decline

-20.73%

0.00%

-20.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.80%

Volatility

XYZY vs. IPDP - Volatility Comparison


Loading graphics...

Volatility by Period


XYZYIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

Volatility (6M)

Calculated over the trailing 6-month period

32.56%

Volatility (1Y)

Calculated over the trailing 1-year period

45.37%

0.00%

+45.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.80%

0.00%

+42.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.80%

0.00%

+42.80%