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Amplify CWP Enhanced Dividend Income ETF (DIVO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US0321084099

CUSIP

032108409

Issuer

Amplify Investments

Inception Date

Dec 14, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DIVO features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
DIVO vs. JEPI DIVO vs. SCHD DIVO vs. DGRO DIVO vs. JEPQ DIVO vs. DIV DIVO vs. SVOL DIVO vs. PEY DIVO vs. NOBL DIVO vs. DIA DIVO vs. XYLG
Popular comparisons:
DIVO vs. JEPI DIVO vs. SCHD DIVO vs. DGRO DIVO vs. JEPQ DIVO vs. DIV DIVO vs. SVOL DIVO vs. PEY DIVO vs. NOBL DIVO vs. DIA DIVO vs. XYLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amplify CWP Enhanced Dividend Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


130.00%140.00%150.00%160.00%170.00%JulyAugustSeptemberOctoberNovemberDecember
145.60%
160.60%
DIVO (Amplify CWP Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Returns By Period

Amplify CWP Enhanced Dividend Income ETF had a return of 15.55% year-to-date (YTD) and 16.17% in the last 12 months.


DIVO

YTD

15.55%

1M

-2.50%

6M

6.90%

1Y

16.17%

5Y*

11.09%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of DIVO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.67%2.46%3.35%-2.80%2.67%0.95%2.53%2.89%2.11%-1.50%6.44%15.55%
20230.93%-2.27%1.49%2.19%-4.21%4.95%2.77%-2.19%-2.87%-1.07%3.81%3.72%6.95%
2022-2.23%-2.19%3.78%-3.80%0.71%-6.40%5.19%-1.42%-6.87%11.28%4.59%-2.59%-1.46%
2021-1.35%2.27%5.83%2.80%1.98%0.58%2.29%0.50%-4.09%6.78%-2.01%5.77%22.88%
2020-1.72%-8.78%-9.11%12.76%2.71%0.50%2.76%6.98%-0.87%-3.46%9.58%2.82%12.41%
20195.64%3.08%1.68%2.34%-3.71%6.34%0.93%0.09%1.42%0.07%3.03%1.90%24.90%
20183.72%-2.46%-3.84%1.15%0.20%1.64%3.58%1.09%1.88%-3.80%2.16%-7.85%-3.18%
20171.91%3.92%-0.41%0.99%0.44%-0.67%2.14%0.19%1.40%3.71%1.85%4.24%21.42%
2016-0.56%-0.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DIVO is 74, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DIVO is 7474
Overall Rank
The Sharpe Ratio Rank of DIVO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DIVO, currently valued at 1.83, compared to the broader market0.002.004.001.831.90
The chart of Sortino ratio for DIVO, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.0010.002.612.54
The chart of Omega ratio for DIVO, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.35
The chart of Calmar ratio for DIVO, currently valued at 2.93, compared to the broader market0.005.0010.0015.002.932.81
The chart of Martin ratio for DIVO, currently valued at 11.34, compared to the broader market0.0020.0040.0060.0080.00100.0011.3412.39
DIVO
^GSPC

The current Amplify CWP Enhanced Dividend Income ETF Sharpe ratio is 1.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amplify CWP Enhanced Dividend Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.83
1.90
DIVO (Amplify CWP Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Amplify CWP Enhanced Dividend Income ETF provided a 4.66% dividend yield over the last twelve months, with an annual payout of $1.88 per share.


4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.502017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.88$1.71$1.71$1.83$1.61$2.51$1.41$1.11

Dividend yield

4.66%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify CWP Enhanced Dividend Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.15$0.15$0.16$0.15$0.15$0.16$0.16$0.16$0.16$0.16$0.17$0.00$1.74
2023$0.14$0.14$0.14$0.15$0.14$0.14$0.15$0.14$0.14$0.14$0.14$0.15$1.71
2022$0.15$0.15$0.15$0.15$0.14$0.14$0.14$0.14$0.13$0.14$0.15$0.14$1.71
2021$0.15$0.15$0.16$0.15$0.16$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.83
2020$0.14$0.14$0.11$0.13$0.13$0.13$0.13$0.14$0.13$0.14$0.15$0.15$1.61
2019$0.13$0.13$0.13$0.14$0.13$0.14$0.14$0.14$0.14$0.14$0.14$1.00$2.51
2018$0.00$0.00$0.33$0.00$0.00$0.34$0.12$0.12$0.13$0.13$0.13$0.12$1.41
2017$0.14$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$0.34$1.11

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.67%
-3.58%
DIVO (Amplify CWP Enhanced Dividend Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amplify CWP Enhanced Dividend Income ETF. 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 Amplify CWP Enhanced Dividend Income ETF was 30.04%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Amplify CWP Enhanced Dividend Income ETF drawdown is 5.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.04%Jan 21, 202044Mar 23, 202099Aug 12, 2020143
-15.14%Oct 4, 201856Dec 24, 201866Apr 1, 2019122
-13.72%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-9.64%Jan 29, 201831Mar 23, 201894Aug 27, 2018125
-7.46%Jul 25, 202368Oct 27, 202335Dec 18, 2023103

Volatility

Volatility Chart

The current Amplify CWP Enhanced Dividend Income ETF volatility is 3.14%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.14%
3.64%
DIVO (Amplify CWP Enhanced Dividend Income ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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