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DIVO vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DIVO vs. IXC

Last updated Jun 14, 2026

DIVO (Amplify CWP Enhanced Dividend Income ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - DIVO is a Derivative Income fund actively managed by Amplify, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. DIVO is actively managed, while IXC is passively managed. Over the past 5 years, DIVO returned 10.91%/yr vs 19.14%/yr for IXC. A 0.51 correlation means they provide meaningful diversification when combined. DIVO charges 0.56%/yr vs 0.40%/yr for IXC.

Performance

DIVO vs. IXC - Performance Comparison

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

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Returns By Period

In the year-to-date period, DIVO achieves a 6.43% return, which is significantly lower than IXC's 29.17% return.

DIVO

1D
0.72%
1M
2.73%
YTD
6.43%
6M
5.62%
1Y
19.84%
3Y*
15.47%
5Y*
10.91%
10Y*
—

IXC

1D
0.28%
1M
-3.42%
YTD
29.17%
6M
28.84%
1Y
36.66%
3Y*
17.43%
5Y*
19.14%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVO vs. IXC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DIVO
Amplify CWP Enhanced Dividend Income ETF		6.43%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%
IXC
iShares Global Energy ETF		29.17%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between DIVO and IXC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2016

0.51

Over the past year, the correlation between DIVO and IXC has dropped to 0.09 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

DIVO vs. IXC - Sectors Allocation Comparison

Sectors
DIVO
IXC

Financial Services

27.7%

-

Industrials

16.3%

-

Technology

15.9%

-

Consumer Cyclical

11.7%

-

Consumer Defensive

7.3%

-

Energy

7.0%
100.0%

Healthcare

6.8%

-

Basic Materials

4.2%

-

Utilities

1.9%

-

Communication Services

0.9%

-

Real Estate

-

-

Financial Services

DIVO
27.7%
IXC

-

Industrials

DIVO
16.3%
IXC

-

Technology

DIVO
15.9%
IXC

-

Consumer Cyclical

DIVO
11.7%
IXC

-

Consumer Defensive

DIVO
7.3%
IXC

-

Energy

DIVO
7.0%
IXC
100.0%

Healthcare

DIVO
6.8%
IXC

-

Basic Materials

DIVO
4.2%
IXC

-

Utilities

DIVO
1.9%
IXC

-

Communication Services

DIVO
0.9%
IXC

-

Real Estate

DIVO

-

IXC

-

Compare stocks, funds, or ETFs

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

Amplify CWP Enhanced Dividend Income ETF

iShares Global Energy ETF

Often compared with DIVO:
DIVO vs. JEPIDIVO vs. SCHDDIVO vs. QDVODIVO vs. JEPQDIVO vs. IDVODIVO vs. DGRODIVO vs. DIV
Often compared with IXC:
IXC vs. XLEIXC vs. VDEIXC vs. IYEIXC vs. OIHIXC vs. IUES.LIXC vs. DDMIXC vs. XDW0.DE

Return for Risk

DIVO vs. IXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DIVO
DIVO Risk / Return Rank: 7272
Overall Rank
DIVO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7878
Sortino Ratio Rank
DIVO Omega Ratio Rank: 6969
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7171
Calmar Ratio Rank
DIVO Martin Ratio Rank: 7070
Martin Ratio Rank
IXC
IXC Risk / Return Rank: 7373
Overall Rank
IXC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 6969
Sortino Ratio Rank
IXC Omega Ratio Rank: 6767
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
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. IXC - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DIVOIXCDifference
Sharpe ratioReturn per unit of total volatility
2.02
2.08

-0.06

Sortino ratioReturn per unit of downside risk
2.99
2.70

+0.29

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.12

4.05

-0.92

Martin ratioReturn relative to average drawdown

11.23

11.55

-0.32

DIVO vs. IXC - Sharpe Ratio Comparison

The current DIVO Sharpe Ratio is 2.02, which is comparable to the IXC Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DIVO and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DIVO vs. IXC - Drawdown Comparison

The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for DIVO and IXC.

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Drawdown Indicators

DIVOIXCDifference

Max Drawdown

Largest peak-to-trough decline

-30.04%

-67.88%

+37.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.95%

-9.66%

+3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.12%

-19.06%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

-24.93%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.16%

—

Current Drawdown

Current decline from peak

-0.19%

-7.04%

+6.85%

Average Drawdown

Average peak-to-trough decline

-2.61%

-17.47%

+14.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

3.38%

-1.73%

Volatility

DIVO vs. IXC - Volatility Comparison

The current volatility for Amplify CWP Enhanced Dividend Income ETF (DIVO) is 2.71%, while iShares Global Energy ETF (IXC) has a volatility of 6.44%. This indicates that DIVO experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DIVOIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

6.44%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

15.63%

-8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.20%

18.79%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

23.53%

-11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

26.84%

-12.01%

DIVO vs. IXC - Expense Ratio Comparison

DIVO has a 0.56% expense ratio, which is higher than IXC's 0.40% expense ratio.

Dividends

DIVO vs. IXC - Dividend Comparison

DIVO's dividend yield for the trailing twelve months is around 6.36%, more than IXC's 2.85% yield.

PositionTTM20252024202320222021202020192018201720162015
DIVO
Amplify CWP Enhanced Dividend Income ETF		6.36%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%
IXC
iShares Global Energy ETF		2.85%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions

DIVO and IXC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXC has higher volatility (6.44%) compared to DIVO (2.71%). In terms of maximum drawdown, DIVO dropped -30.04% vs IXC's -67.88%.

On 5-year performance, IXC leads with 19.14% vs 10.91% for DIVO. On fees, IXC is cheaper at 0.40% per year. On volatility, DIVO has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IXC has performed better with a 19.14% return vs 10.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXC is cheaper with a 0.40% expense ratio, compared with 0.56% for DIVO.

DIVO has the higher dividend yield at 6.36%, compared with 2.85% for IXC.

DIVO is categorized as Derivative Income, while IXC is Energy Equities. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.56% for DIVO and 0.40% for IXC.

IXC currently has the higher Sharpe Ratio (2.08 vs 2.02), 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.

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