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YQQQ vs. IPDP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YQQQ vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Short N100 Option Income Strategy ETF (YQQQ) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

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YQQQ vs. IPDP - Yearly Performance Comparison


Returns By Period


YQQQ

1D
-1.10%
1M
5.50%
YTD
10.57%
6M
12.35%
1Y
-7.23%
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)

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YQQQ vs. IPDP - Expense Ratio Comparison

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


Return for Risk

YQQQ vs. IPDP — Risk / Return Rank

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

YQQQ
YQQQ Risk / Return Rank: 66
Overall Rank
YQQQ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
YQQQ Sortino Ratio Rank: 55
Sortino Ratio Rank
YQQQ Omega Ratio Rank: 44
Omega Ratio Rank
YQQQ Calmar Ratio Rank: 77
Calmar Ratio Rank
YQQQ 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.

YQQQ vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Short N100 Option Income Strategy ETF (YQQQ) 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.


YQQQIPDPDifference

Sharpe ratio

Return per unit of total volatility

-0.42

Sortino ratio

Return per unit of downside risk

-0.44

Omega ratio

Gain probability vs. loss probability

0.93

Calmar ratio

Return relative to maximum drawdown

-0.31

Martin ratio

Return relative to average drawdown

-0.41

YQQQ vs. IPDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YQQQIPDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

Dividends

YQQQ vs. IPDP - Dividend Comparison

YQQQ's dividend yield for the trailing twelve months is around 27.65%, while IPDP has not paid dividends to shareholders.


TTM20252024
YQQQ
YieldMax Short N100 Option Income Strategy ETF
27.65%31.71%7.88%
IPDP
Dividend Performers ETF
0.00%0.00%0.00%

Drawdowns

YQQQ vs. IPDP - Drawdown Comparison

The maximum YQQQ drawdown since its inception was -24.85%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YQQQ and IPDP.


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Drawdown Indicators


YQQQIPDPDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

0.00%

-24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-24.85%

Current Drawdown

Current decline from peak

-12.77%

0.00%

-12.77%

Average Drawdown

Average peak-to-trough decline

-13.36%

0.00%

-13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.68%

Volatility

YQQQ vs. IPDP - Volatility Comparison


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Volatility by Period


YQQQIPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

0.00%

+17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

0.00%

+16.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

0.00%

+16.38%