DIVI DIVI
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DIVI DIVI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| DIVI DIVI | 8.57% | 1.82% | 7.56% | 12.80% | N/A | N/A |
| Portfolio components: | ||||||
DIA SPDR Dow Jones Industrial Average ETF | 6.99% | 2.16% | 5.74% | 15.32% | 10.15% | 11.29% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
DGRW WisdomTree U.S. Dividend Growth Fund | 11.96% | -0.20% | 9.69% | 16.99% | 13.87% | 12.65% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 11.88% | 5.02% | 11.65% | 14.54% | 6.32% | 8.38% |
QYLD Global X NASDAQ 100 Covered Call ETF | 6.22% | -1.74% | 3.01% | 8.13% | 5.82% | 7.12% |
DTD WisdomTree U.S. Total Dividend Fund | 12.15% | 2.63% | 10.70% | 16.44% | 10.70% | 10.22% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 3.18% | 8.93% | 5.75% | 12.05% | 7.54% | 9.77% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 10.24% | 1.56% | 8.37% | 12.29% | 11.15% | N/A |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 9.92% | 4.66% | 10.99% | 9.54% | 9.20% | 9.20% |
SDIV Global X SuperDividend ETF | 4.04% | 1.78% | 5.49% | 6.35% | -6.63% | -3.86% |
Monthly Returns
The table below presents the monthly returns of DIVI DIVI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.22% | 1.92% | 3.49% | -2.83% | 3.50% | 0.33% | 8.57% | ||||||
| 2023 | 4.33% | -3.21% | 0.97% | 1.41% | -3.08% | 4.62% | 3.21% | -1.54% | -3.49% | -1.95% | 6.15% | 4.30% | 11.62% |
| 2022 | -2.23% | -6.59% | 4.90% | -3.35% | -8.92% | 8.61% | 5.65% | -3.66% | -6.77% |
Expense Ratio
DIVI DIVI features an expense ratio of 0.40%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DIVI DIVI is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DIA SPDR Dow Jones Industrial Average ETF | 1.49 | 2.15 | 1.26 | 1.73 | 5.27 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.57 | 2.28 | 1.28 | 1.61 | 5.20 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 1.14 | 1.75 | 1.21 | 0.82 | 3.53 |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.98 | 1.32 | 1.20 | 1.15 | 3.60 |
DTD WisdomTree U.S. Total Dividend Fund | 1.60 | 2.34 | 1.28 | 1.61 | 5.19 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 0.72 | 1.18 | 1.14 | 0.83 | 2.13 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 1.43 | 2.11 | 1.24 | 1.55 | 4.67 |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 1.06 | 1.57 | 1.20 | 0.48 | 3.84 |
SDIV Global X SuperDividend ETF | 0.35 | 0.59 | 1.07 | 0.21 | 1.05 |
Dividends
Dividend yield
DIVI DIVI granted a 5.61% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DIVI DIVI | 5.61% | 5.99% | 6.51% | 4.41% | 4.36% | 4.04% | 4.24% | 3.04% | 3.05% | 3.13% | 2.83% | 1.76% |
| Portfolio components: | ||||||||||||
DIA SPDR Dow Jones Industrial Average ETF | 1.70% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.94% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.95% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
DTD WisdomTree U.S. Total Dividend Fund | 2.06% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.81% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% | 3.24% | 3.28% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.14% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.88% | 4.24% | 3.48% | 2.65% | 2.48% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% | 1.20% | 0.00% |
SDIV Global X SuperDividend ETF | 10.98% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DIVI DIVI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DIVI DIVI was 15.67%, occurring on Sep 30, 2022. Recovery took 201 trading sessions.
The current DIVI DIVI drawdown is 2.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.67% | May 5, 2022 | 103 | Sep 30, 2022 | 201 | Jul 21, 2023 | 304 |
| -8.25% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -4.01% | Apr 1, 2024 | 13 | Apr 17, 2024 | 16 | May 9, 2024 | 29 |
| -2.58% | May 20, 2024 | 7 | May 29, 2024 | 28 | Jul 10, 2024 | 35 |
| -2.07% | Jul 18, 2024 | 5 | Jul 24, 2024 | — | — | — |
Volatility
Volatility Chart
The current DIVI DIVI volatility is 2.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| QYLD | JEPQ | SDIV | PEY | CDC | SPHD | JEPI | DIVO | DGRW | DIA | DTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| QYLD | 1.00 | 0.91 | 0.50 | 0.41 | 0.44 | 0.43 | 0.65 | 0.60 | 0.74 | 0.68 | 0.65 |
| JEPQ | 0.91 | 1.00 | 0.54 | 0.44 | 0.50 | 0.47 | 0.70 | 0.65 | 0.82 | 0.73 | 0.71 |
| SDIV | 0.50 | 0.54 | 1.00 | 0.74 | 0.67 | 0.73 | 0.62 | 0.67 | 0.67 | 0.68 | 0.75 |
| PEY | 0.41 | 0.44 | 0.74 | 1.00 | 0.85 | 0.92 | 0.72 | 0.74 | 0.73 | 0.76 | 0.84 |
| CDC | 0.44 | 0.50 | 0.67 | 0.85 | 1.00 | 0.91 | 0.76 | 0.79 | 0.75 | 0.79 | 0.86 |
| SPHD | 0.43 | 0.47 | 0.73 | 0.92 | 0.91 | 1.00 | 0.77 | 0.79 | 0.76 | 0.79 | 0.87 |
| JEPI | 0.65 | 0.70 | 0.62 | 0.72 | 0.76 | 0.77 | 1.00 | 0.86 | 0.89 | 0.89 | 0.88 |
| DIVO | 0.60 | 0.65 | 0.67 | 0.74 | 0.79 | 0.79 | 0.86 | 1.00 | 0.87 | 0.92 | 0.92 |
| DGRW | 0.74 | 0.82 | 0.67 | 0.73 | 0.75 | 0.76 | 0.89 | 0.87 | 1.00 | 0.92 | 0.94 |
| DIA | 0.68 | 0.73 | 0.68 | 0.76 | 0.79 | 0.79 | 0.89 | 0.92 | 0.92 | 1.00 | 0.94 |
| DTD | 0.65 | 0.71 | 0.75 | 0.84 | 0.86 | 0.87 | 0.88 | 0.92 | 0.94 | 0.94 | 1.00 |