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DIVI DIVI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DIA 9.09%JEPI 9.09%DGRW 9.09%JEPQ 9.09%SPHD 9.09%QYLD 9.09%DTD 9.09%PEY 9.09%CDC 9.09%SDIV 9.09%DIVO 9.09%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
Large Cap Value Equities

9.09%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

9.09%

DIA
SPDR Dow Jones Industrial Average ETF
Large Cap Growth Equities

9.09%

DIVO
Amplify CWP Enhanced Dividend Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

9.09%

DTD
WisdomTree U.S. Total Dividend Fund
Large Cap Blend Equities, Dividend

9.09%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

9.09%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

9.09%

PEY
Invesco High Yield Equity Dividend Achievers™ ETF
All Cap Equities, Dividend

9.09%

QYLD
Global X NASDAQ 100 Covered Call ETF
Derivative Income

9.09%

SDIV
Global X SuperDividend ETF
Global Equities, Dividend

9.09%

SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
Volatility Hedged Equity, Dividend

9.09%

S&P 500

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
6.01%
15.51%
DIVI DIVI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
DIVI DIVI1.87%-2.61%12.52%10.58%N/AN/A
DIA
SPDR Dow Jones Industrial Average ETF
1.29%-3.68%15.75%14.51%9.57%11.05%
JEPI
JPMorgan Equity Premium Income ETF
2.56%-2.91%9.39%8.80%N/AN/A
DGRW
WisdomTree U.S. Dividend Growth Fund
3.24%-4.72%16.08%16.91%12.64%12.26%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
2.98%-0.71%15.83%6.97%4.73%8.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
2.70%-3.52%9.71%12.51%6.22%7.26%
DTD
WisdomTree U.S. Total Dividend Fund
3.78%-3.50%15.56%12.92%9.72%9.92%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
-4.57%-0.75%11.04%5.27%6.52%9.25%
DIVO
Amplify CWP Enhanced Dividend Income ETF
5.06%-1.57%12.49%10.20%11.17%N/A
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
2.96%-0.76%6.62%-0.85%8.36%N/A
SDIV
Global X SuperDividend ETF
-3.94%-0.76%9.28%4.00%-8.47%-4.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.22%1.92%3.49%
2023-3.49%-1.95%6.15%4.30%

Expense Ratio

The DIVI DIVI has a high expense ratio of 0.40%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.58%
0.50%1.00%1.50%2.00%0.55%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.28%
0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

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.


DIVI DIVI
Sharpe ratio
The chart of Sharpe ratio for DIVI DIVI, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.001.10
Sortino ratio
The chart of Sortino ratio for DIVI DIVI, currently valued at 1.64, compared to the broader market-2.000.002.004.006.001.64
Omega ratio
The chart of Omega ratio for DIVI DIVI, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for DIVI DIVI, currently valued at 1.22, compared to the broader market0.002.004.006.008.001.22
Martin ratio
The chart of Martin ratio for DIVI DIVI, currently valued at 3.99, compared to the broader market0.0010.0020.0030.0040.003.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DIA
SPDR Dow Jones Industrial Average ETF
1.422.131.251.675.42
JEPI
JPMorgan Equity Premium Income ETF
1.231.751.221.355.47
DGRW
WisdomTree U.S. Dividend Growth Fund
1.572.341.271.685.42
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
0.440.741.080.331.36
QYLD
Global X NASDAQ 100 Covered Call ETF
1.512.091.311.805.92
DTD
WisdomTree U.S. Total Dividend Fund
1.161.741.201.264.05
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
0.230.481.050.280.75
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.181.811.201.333.83
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
-0.13-0.120.98-0.05-0.21
SDIV
Global X SuperDividend ETF
0.180.361.040.110.55

Sharpe Ratio

The current DIVI DIVI Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.10

The Sharpe ratio of DIVI DIVI lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.10
1.66
DIVI DIVI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DIVI DIVI granted a 5.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DIVI DIVI5.93%5.99%6.51%4.41%4.36%4.04%4.24%3.04%3.01%3.11%2.83%1.76%
DIA
SPDR Dow Jones Industrial Average ETF
1.81%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
7.69%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
1.69%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
9.49%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
4.38%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
11.98%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
2.30%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%2.42%2.38%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
5.03%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
4.59%4.67%4.76%4.79%4.85%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
CDC
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
4.34%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
11.95%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.64%
-5.46%
DIVI DIVI
Benchmark (^GSPC)
Portfolio components

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 3.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.67%May 5, 2022103Sep 30, 2022201Jul 21, 2023304
-8.25%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-4.01%Apr 1, 202413Apr 17, 2024
-1.69%Jan 9, 20246Jan 17, 20246Jan 25, 202412
-1.45%Jan 31, 202410Feb 13, 20246Feb 22, 202416

Volatility

Volatility Chart

The current DIVI DIVI volatility is 2.78%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.78%
3.15%
DIVI DIVI
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

QYLDSDIVJEPQPEYCDCSPHDJEPIDIVODIADGRWDTD
QYLD1.000.520.910.450.500.480.680.630.710.760.67
SDIV0.521.000.560.750.690.750.630.680.690.680.76
JEPQ0.910.561.000.490.550.520.720.670.760.820.73
PEY0.450.750.491.000.860.920.740.740.780.750.85
CDC0.500.690.550.861.000.910.780.800.810.790.88
SPHD0.480.750.520.920.911.000.790.800.810.790.89
JEPI0.680.630.720.740.780.791.000.870.890.910.89
DIVO0.630.680.670.740.800.800.871.000.920.890.92
DIA0.710.690.760.780.810.810.890.921.000.940.95
DGRW0.760.680.820.750.790.790.910.890.941.000.94
DTD0.670.760.730.850.880.890.890.920.950.941.00