PortfoliosLab logo
DIVD vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIVD and DIVO is 0.71, 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.


Performance

DIVD vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altrius Global Dividend ETF (DIVD) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DIVD:

0.46

DIVO:

0.79

Sortino Ratio

DIVD:

0.80

DIVO:

1.19

Omega Ratio

DIVD:

1.11

DIVO:

1.17

Calmar Ratio

DIVD:

0.53

DIVO:

0.90

Martin Ratio

DIVD:

1.96

DIVO:

3.40

Ulcer Index

DIVD:

3.76%

DIVO:

3.21%

Daily Std Dev

DIVD:

14.98%

DIVO:

14.02%

Max Drawdown

DIVD:

-13.88%

DIVO:

-30.04%

Current Drawdown

DIVD:

-2.24%

DIVO:

-2.64%

Returns By Period

In the year-to-date period, DIVD achieves a 10.34% return, which is significantly higher than DIVO's 3.00% return.


DIVD

YTD

10.34%

1M

6.99%

6M

5.69%

1Y

6.89%

5Y*

N/A

10Y*

N/A

DIVO

YTD

3.00%

1M

4.61%

6M

0.62%

1Y

11.02%

5Y*

14.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DIVD vs. DIVO - Expense Ratio Comparison

DIVD has a 0.49% expense ratio, which is lower than DIVO's 0.55% expense ratio.


Risk-Adjusted Performance

DIVD vs. DIVO — Risk-Adjusted Performance Rank

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

DIVD
The Risk-Adjusted Performance Rank of DIVD is 4949
Overall Rank
The Sharpe Ratio Rank of DIVD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DIVD is 4646
Omega Ratio Rank
The Calmar Ratio Rank of DIVD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DIVD is 5353
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7373
Overall Rank
The Sharpe Ratio Rank of DIVO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7070
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.

DIVD vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altrius Global Dividend ETF (DIVD) 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.


The current DIVD Sharpe Ratio is 0.46, which is lower than the DIVO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DIVD 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.


Loading data...

Dividends

DIVD vs. DIVO - Dividend Comparison

DIVD's dividend yield for the trailing twelve months is around 3.10%, less than DIVO's 4.76% yield.


TTM20242023202220212020201920182017
DIVD
Altrius Global Dividend ETF
3.10%3.39%2.96%0.60%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.76%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

DIVD vs. DIVO - Drawdown Comparison

The maximum DIVD drawdown since its inception was -13.88%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for DIVD and DIVO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

DIVD vs. DIVO - Volatility Comparison

The current volatility for Altrius Global Dividend ETF (DIVD) is 3.46%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 4.37%. This indicates that DIVD 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.


Loading data...