BATT vs. QDVO

Last updated Jun 4, 2026

BATT (Amplify Lithium & Battery Technology ETF) and QDVO (Amplify CWP Growth & Income ETF) are both exchange-traded funds - BATT is a Commodity Producers Equities fund actively managed by Amplify, while QDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past year, BATT returned 103.56% vs 27.43% for QDVO. At a 0.48 correlation, their price movements are largely independent. BATT charges 0.59%/yr vs 0.56%/yr for QDVO.

Performance

BATT vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Lithium & Battery Technology ETF (BATT) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BATT achieves a 26.16% return, which is significantly higher than QDVO's 9.80% return.

BATT

• 1D: -1.64%
• 1M: 4.50%
• YTD: 26.16%
• 6M: 29.61%
• 1Y: 103.56%
• 3Y*: 14.36%
• 5Y*: 3.45%
• 10Y*: —

QDVO

• 1D: -0.55%
• 1M: 4.45%
• YTD: 9.80%
• 6M: 9.65%
• 1Y: 27.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BATT vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BATT Amplify Lithium & Battery Technology ETF	26.16%	59.70%	7.95%
QDVO Amplify CWP Growth & Income ETF	9.80%	20.16%	11.80%

Correlation

The correlation between BATT and QDVO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024	0.48

The correlation between BATT and QDVO has been stable across timeframes, ranging from 0.48 to 0.51 - a consistent structural relationship.

BATT vs. QDVO - Sectors Allocation Comparison

Sectors	BATT	QDVO
Basic Materials	57.0%	1.8%
Consumer Cyclical	18.9%	12.5%
Industrials	16.9%	1.7%
Technology	5.6%	50.6%
Communication Services	0.0%	16.8%
Financial Services	0.0%	4.1%
Consumer Defensive	-	6.3%
Energy	-	0.8%
Healthcare	-	4.6%
Real Estate	-	-
Utilities	-	0.7%

Return for Risk

BATT vs. QDVO — Risk / Return Rank

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

BATT

BATT Risk / Return Rank: 87
BATT Sharpe Ratio Rank: 92
BATT Sortino Ratio Rank: 81
BATT Omega Ratio Rank: 82
BATT Calmar Ratio Rank: 92
BATT Martin Ratio Rank: 91

QDVO

QDVO Risk / Return Rank: 62
QDVO Sharpe Ratio Rank: 66
QDVO Sortino Ratio Rank: 65
QDVO Omega Ratio Rank: 64
QDVO Calmar Ratio Rank: 53
QDVO Martin Ratio Rank: 60

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.

BATT vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Lithium & Battery Technology ETF (BATT) and Amplify CWP Growth & Income ETF (QDVO). 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.

	BATT	QDVO	Difference
Sharpe ratio: Return per unit of total volatility	3.38	2.26	+1.13
Sortino ratio: Return per unit of downside risk	3.69	3.10	+0.59
Omega ratio: Gain probability vs. loss probability	1.50	1.40	+0.10
Calmar ratio: Return relative to maximum drawdown	6.12	2.70	+3.42
Martin ratio: Return relative to average drawdown	22.20	10.98	+11.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BATT vs. QDVO - Sharpe Ratio Comparison

The current BATT Sharpe Ratio is 3.38, which is higher than the QDVO Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BATT and QDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BATT	QDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.38	2.26	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	1.41	-1.40

Drawdowns

BATT vs. QDVO - Drawdown Comparison

The maximum BATT drawdown since its inception was -69.38%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for BATT and QDVO.

Drawdown Indicators

	BATT	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-17.75%	-51.63%
Max Drawdown (1Y) Largest decline over 1 year	-17.03%	-10.21%	-6.82%
Max Drawdown (3Y) Largest decline over 3 years	-47.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.98%	—	—
Current Drawdown Current decline from peak	-3.44%	-0.94%	-2.50%
Average Drawdown Average peak-to-trough decline	-34.78%	-2.37%	-32.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	2.51%	+2.17%

Volatility

BATT vs. QDVO - Volatility Comparison

Amplify Lithium & Battery Technology ETF (BATT) has a higher volatility of 10.29% compared to Amplify CWP Growth & Income ETF (QDVO) at 2.89%. This indicates that BATT's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BATT	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.29%	2.89%	+7.40%
Volatility (6M) Calculated over the trailing 6-month period	24.67%	8.87%	+15.80%
Volatility (1Y) Calculated over the trailing 1-year period	30.80%	12.22%	+18.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.57%	17.44%	+12.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.60%	17.44%	+13.16%

BATT vs. QDVO - Expense Ratio Comparison

BATT has a 0.59% expense ratio, which is higher than QDVO's 0.56% expense ratio.

Dividends

BATT vs. QDVO - Dividend Comparison

BATT's dividend yield for the trailing twelve months is around 1.47%, less than QDVO's 10.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BATT Amplify Lithium & Battery Technology ETF	1.47%	1.85%	3.17%	3.23%	4.14%	2.32%	0.21%	3.22%	0.89%
QDVO Amplify CWP Growth & Income ETF	10.12%	9.92%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BATT and QDVO in my portfolio?

BATT and QDVO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BATT or QDVO?

BATT has higher volatility (10.29%) compared to QDVO (2.89%). In terms of maximum drawdown, BATT dropped -69.38% vs QDVO's -17.75%.

Which ETF is better, BATT or QDVO?

On 1-year performance, BATT leads with 103.56% vs 27.43% for QDVO. On fees, QDVO is cheaper at 0.56% per year. On volatility, QDVO has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BATT or QDVO?

Over the 1-year period, BATT has performed better with a 103.56% return vs 27.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BATT or QDVO?

QDVO is cheaper with a 0.56% expense ratio, compared with 0.59% for BATT.

Which ETF pays a higher dividend yield, BATT or QDVO?

QDVO has the higher dividend yield at 10.12%, compared with 1.47% for BATT.

What is the main difference between BATT and QDVO?

BATT is categorized as Commodity Producers Equities, while QDVO is Derivative Income. Their fees differ too: 0.59% for BATT and 0.56% for QDVO.

Which has better risk-adjusted returns?

BATT currently has the higher Sharpe Ratio (3.38 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.