DIVO vs. BLOK

Last updated Jun 4, 2026

DIVO (Amplify CWP Enhanced Dividend Income ETF) and BLOK (Amplify Transformational Data Sharing ETF) are both exchange-traded funds - DIVO is a Derivative Income fund actively managed by Amplify, while BLOK is a Technology Equities fund actively managed by Amplify. Both are actively managed. Over the past 5 years, DIVO returned 10.61%/yr vs 11.96%/yr for BLOK. A 0.50 correlation means they provide meaningful diversification when combined. DIVO charges 0.56%/yr vs 0.71%/yr for BLOK.

Performance

DIVO vs. BLOK - Performance Comparison

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

Returns By Period

In the year-to-date period, DIVO achieves a 5.53% return, which is significantly lower than BLOK's 16.21% return.

DIVO

• 1D: -0.54%
• 1M: 2.34%
• YTD: 5.53%
• 6M: 5.82%
• 1Y: 18.37%
• 3Y*: 15.35%
• 5Y*: 10.61%
• 10Y*: —

BLOK

• 1D: -2.62%
• 1M: 7.72%
• YTD: 16.21%
• 6M: 7.24%
• 1Y: 30.79%
• 3Y*: 51.34%
• 5Y*: 11.96%
• 10Y*: —

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

DIVO vs. BLOK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DIVO Amplify CWP Enhanced Dividend Income ETF	5.53%	17.40%	16.22%	6.95%	-1.46%	22.87%	12.40%	24.90%	-7.06%
BLOK Amplify Transformational Data Sharing ETF	16.21%	32.64%	53.12%	99.62%	-62.36%	30.76%	90.17%	29.54%	-25.97%

Correlation

The correlation between DIVO and BLOK is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Jan 18, 2018	0.50

The correlation between DIVO and BLOK has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.

DIVO vs. BLOK - Sectors Allocation Comparison

Sectors	DIVO	BLOK
Financial Services	30.3%	55.3%
Industrials	16.2%	1.0%
Technology	14.5%	31.8%
Consumer Cyclical	11.6%	6.7%
Consumer Defensive	6.9%	-
Energy	6.8%	-
Healthcare	6.7%	-
Basic Materials	4.1%	-
Utilities	2.0%	-
Communication Services	1.0%	5.2%
Real Estate	-	0.0%

Return for Risk

DIVO vs. BLOK — Risk / Return Rank

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

DIVO

DIVO Risk / Return Rank: 61
DIVO Sharpe Ratio Rank: 59
DIVO Sortino Ratio Rank: 64
DIVO Omega Ratio Rank: 58
DIVO Calmar Ratio Rank: 61
DIVO Martin Ratio Rank: 61

BLOK

BLOK Risk / Return Rank: 21
BLOK Sharpe Ratio Rank: 23
BLOK Sortino Ratio Rank: 23
BLOK Omega Ratio Rank: 23
BLOK Calmar Ratio Rank: 20
BLOK Martin Ratio Rank: 18

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.

DIVO vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Amplify Transformational Data Sharing ETF (BLOK). 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.

	DIVO	BLOK	Difference
Sharpe ratio: Return per unit of total volatility	2.06	0.81	+1.25
Sortino ratio: Return per unit of downside risk	3.05	1.30	+1.75
Omega ratio: Gain probability vs. loss probability	1.36	1.16	+0.21
Calmar ratio: Return relative to maximum drawdown	3.10	0.87	+2.24
Martin ratio: Return relative to average drawdown	11.21	1.90	+9.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVO vs. BLOK - Sharpe Ratio Comparison

The current DIVO Sharpe Ratio is 2.06, which is higher than the BLOK Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DIVO and BLOK, 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

	DIVO	BLOK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	0.81	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.28	+0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.48	+0.36

Drawdowns

DIVO vs. BLOK - Drawdown Comparison

The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for DIVO and BLOK.

Drawdown Indicators

	DIVO	BLOK	Difference
Max Drawdown Largest peak-to-trough decline	-30.04%	-73.33%	+43.29%
Max Drawdown (1Y) Largest decline over 1 year	-5.95%	-35.64%	+29.69%
Max Drawdown (3Y) Largest decline over 3 years	-12.12%	-35.64%	+23.52%
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	-73.33%	+59.61%
Current Drawdown Current decline from peak	-0.82%	-10.16%	+9.34%
Average Drawdown Average peak-to-trough decline	-2.61%	-26.08%	+23.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	16.23%	-14.59%

Volatility

DIVO vs. BLOK - Volatility Comparison

The current volatility for Amplify CWP Enhanced Dividend Income ETF (DIVO) is 2.01%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 10.59%. This indicates that DIVO experiences smaller price fluctuations and is considered to be less risky than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVO	BLOK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.01%	10.59%	-8.58%
Volatility (6M) Calculated over the trailing 6-month period	6.88%	28.55%	-21.67%
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	38.29%	-29.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.94%	42.36%	-30.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	38.97%	-24.13%

DIVO vs. BLOK - Expense Ratio Comparison

DIVO has a 0.56% expense ratio, which is lower than BLOK's 0.71% expense ratio.

Dividends

DIVO vs. BLOK - Dividend Comparison

DIVO's dividend yield for the trailing twelve months is around 6.42%, more than BLOK's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BLOK Amplify Transformational Data Sharing ETF	0.62%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.42%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%

Frequently Asked Questions

Can I hold both DIVO and BLOK in my portfolio?

DIVO and BLOK have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVO or BLOK?

BLOK has higher volatility (10.59%) compared to DIVO (2.01%). In terms of maximum drawdown, DIVO dropped -30.04% vs BLOK's -73.33%.

Which ETF is better, DIVO or BLOK?

On 5-year performance, BLOK leads with 11.96% vs 10.61% for DIVO. On fees, DIVO is cheaper at 0.56% per year. On volatility, DIVO has been the lower-risk option at 2.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIVO or BLOK?

Over the 5-year period, BLOK has performed better with a 11.96% return vs 10.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIVO or BLOK?

DIVO is cheaper with a 0.56% expense ratio, compared with 0.71% for BLOK.

Which ETF pays a higher dividend yield, DIVO or BLOK?

DIVO has the higher dividend yield at 6.42%, compared with 0.62% for BLOK.

What is the main difference between DIVO and BLOK?

DIVO is categorized as Derivative Income, while BLOK is Technology Equities. Their fees differ too: 0.56% for DIVO and 0.71% for BLOK.

Which has better risk-adjusted returns?

DIVO currently has the higher Sharpe Ratio (2.06 vs 0.81), 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.