DIVO vs. IPDP

Last updated Jun 4, 2026

DIVO (Amplify CWP Enhanced Dividend Income ETF) and IPDP (Dividend Performers ETF) are both Derivative Income funds. Both are actively managed. DIVO charges 0.56%/yr vs 1.52%/yr for IPDP.

Performance

DIVO vs. IPDP - Performance Comparison

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

Returns By Period

DIVO

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

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DIVO vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
DIVO Amplify CWP Enhanced Dividend Income ETF	-0.71%
IPDP Dividend Performers ETF	0.00%

DIVO vs. IPDP - Sectors Allocation Comparison

Sectors	DIVO	IPDP
Financial Services	30.3%	18.6%
Industrials	16.2%	45.1%
Technology	14.5%	13.1%
Consumer Cyclical	11.6%	3.6%
Consumer Defensive	6.9%	3.9%
Energy	6.8%	-
Healthcare	6.7%	13.6%
Basic Materials	4.1%	1.5%
Utilities	2.0%	-
Communication Services	1.0%	-
Real Estate	-	-

Return for Risk

DIVO vs. IPDP — 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

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. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Dividend Performers ETF (IPDP). 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	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	2.06	—	—
Sortino ratio: Return per unit of downside risk	3.05	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.10	—	—
Martin ratio: Return relative to average drawdown	11.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DIVO	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	—	—

Drawdowns

DIVO vs. IPDP - Drawdown Comparison

The maximum DIVO drawdown since its inception was -30.04%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DIVO and IPDP.

Drawdown Indicators

	DIVO	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-30.04%	0.00%	-30.04%
Max Drawdown (1Y) Largest decline over 1 year	-5.95%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	—	—
Current Drawdown Current decline from peak	-0.82%	0.00%	-0.82%
Average Drawdown Average peak-to-trough decline	-2.61%	0.00%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	—	—

Volatility

Volatility by Period

	DIVO	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	0.00%	+8.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.94%	0.00%	+11.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	0.00%	+14.84%

DIVO vs. IPDP - Expense Ratio Comparison

DIVO has a 0.56% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

DIVO vs. IPDP - Dividend Comparison

DIVO's dividend yield for the trailing twelve months is around 6.42%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, DIVO or IPDP?

On fees, DIVO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DIVO or IPDP?

DIVO is cheaper with a 0.56% expense ratio, compared with 1.52% for IPDP.

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

DIVO has the higher dividend yield at 6.42%, compared with 0.00% for IPDP.

What is the main difference between DIVO and IPDP?

They also come from different issuers: Amplify and Innovative Portfolios. Their fees differ too: 0.56% for DIVO and 1.52% for IPDP.