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DIVO vs. DGRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIVO vs. DGRO - Performance Comparison

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

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DIVO vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DGRO
iShares Core Dividend Growth ETF
1.57%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Returns By Period

In the year-to-date period, DIVO achieves a 2.01% return, which is significantly higher than DGRO's 1.57% return.


DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*

DGRO

1D
1.74%
1M
-4.56%
YTD
1.57%
6M
4.23%
1Y
16.09%
3Y*
14.59%
5Y*
10.13%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIVO vs. DGRO - Expense Ratio Comparison

DIVO has a 0.56% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Return for Risk

DIVO vs. DGRO — Risk / Return Rank

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

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

DGRO
DGRO Risk / Return Rank: 6969
Overall Rank
DGRO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6767
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7575
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.

DIVO vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and iShares Core Dividend Growth ETF (DGRO). 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.


DIVODGRODifference

Sharpe ratio

Return per unit of total volatility

1.34

1.12

+0.22

Sortino ratio

Return per unit of downside risk

1.96

1.63

+0.33

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

2.03

1.58

+0.45

Martin ratio

Return relative to average drawdown

9.67

7.35

+2.32

DIVO vs. DGRO - Sharpe Ratio Comparison

The current DIVO Sharpe Ratio is 1.34, which is comparable to the DGRO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DIVO and DGRO, 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


DIVODGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.12

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.74

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.73

+0.10

Correlation

The correlation between DIVO and DGRO is 0.85, 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

DIVO vs. DGRO - Dividend Comparison

DIVO's dividend yield for the trailing twelve months is around 6.49%, more than DGRO's 2.10% yield.


TTM20252024202320222021202020192018201720162015
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%
DGRO
iShares Core Dividend Growth ETF
2.10%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Drawdowns

DIVO vs. DGRO - Drawdown Comparison

The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DIVO and DGRO.


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Drawdown Indicators


DIVODGRODifference

Max Drawdown

Largest peak-to-trough decline

-30.04%

-35.10%

+5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-10.92%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

-19.31%

+5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-4.13%

-4.73%

+0.60%

Average Drawdown

Average peak-to-trough decline

-2.62%

-3.48%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.35%

-0.42%

Volatility

DIVO vs. DGRO - Volatility Comparison

Amplify CWP Enhanced Dividend Income ETF (DIVO) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.57% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVODGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.66%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

7.22%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

14.50%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.93%

13.84%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

16.63%

-1.70%