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BMVP vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMVP vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg MVP Multi-factor ETF (BMVP) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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BMVP vs. DIVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMVP
Invesco Bloomberg MVP Multi-factor ETF
2.60%6.15%17.46%19.03%-16.01%19.38%8.52%13.47%-6.40%20.16%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.01%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Returns By Period

In the year-to-date period, BMVP achieves a 2.60% return, which is significantly higher than DIVO's 2.01% return.


BMVP

1D
1.17%
1M
-5.11%
YTD
2.60%
6M
2.73%
1Y
6.46%
3Y*
12.67%
5Y*
6.65%
10Y*
9.15%

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMVP vs. DIVO - Expense Ratio Comparison

BMVP has a 0.29% expense ratio, which is lower than DIVO's 0.56% expense ratio.


Return for Risk

BMVP vs. DIVO — Risk / Return Rank

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

BMVP
BMVP Risk / Return Rank: 2828
Overall Rank
BMVP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BMVP Sortino Ratio Rank: 2626
Sortino Ratio Rank
BMVP Omega Ratio Rank: 2626
Omega Ratio Rank
BMVP Calmar Ratio Rank: 2929
Calmar Ratio Rank
BMVP Martin Ratio Rank: 3535
Martin Ratio Rank

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
Martin Ratio Rank
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.

BMVP vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg MVP Multi-factor ETF (BMVP) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.


BMVPDIVODifference

Sharpe ratio

Return per unit of total volatility

0.46

1.34

-0.88

Sortino ratio

Return per unit of downside risk

0.74

1.96

-1.22

Omega ratio

Gain probability vs. loss probability

1.10

1.29

-0.19

Calmar ratio

Return relative to maximum drawdown

0.70

2.03

-1.33

Martin ratio

Return relative to average drawdown

3.23

9.67

-6.44

BMVP vs. DIVO - Sharpe Ratio Comparison

The current BMVP Sharpe Ratio is 0.46, which is lower than the DIVO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BMVP and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BMVPDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.34

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.92

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.83

-0.73

Correlation

The correlation between BMVP and DIVO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BMVP vs. DIVO - Dividend Comparison

BMVP's dividend yield for the trailing twelve months is around 1.73%, less than DIVO's 6.49% yield.


TTM20252024202320222021202020192018201720162015
BMVP
Invesco Bloomberg MVP Multi-factor ETF
1.73%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%

Drawdowns

BMVP vs. DIVO - Drawdown Comparison

The maximum BMVP drawdown since its inception was -78.13%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for BMVP and DIVO.


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Drawdown Indicators


BMVPDIVODifference

Max Drawdown

Largest peak-to-trough decline

-78.13%

-30.04%

-48.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-9.21%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-13.72%

-12.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

Current Drawdown

Current decline from peak

-5.36%

-4.13%

-1.23%

Average Drawdown

Average peak-to-trough decline

-36.46%

-2.62%

-33.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.93%

+0.52%

Volatility

BMVP vs. DIVO - Volatility Comparison

The current volatility for Invesco Bloomberg MVP Multi-factor ETF (BMVP) is 3.07%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 3.57%. This indicates that BMVP experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMVPDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.57%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

7.01%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

13.17%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

11.93%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

14.93%

+3.91%