DIVO vs. SCHD
Compare and contrast key facts about Amplify CWP Enhanced Dividend Income ETF (DIVO) and Schwab US Dividend Equity ETF (SCHD).
DIVO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVO is an actively managed fund by Amplify Investments. It was launched on Dec 14, 2016. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIVO or SCHD.
Performance
DIVO vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DIVO achieves a 18.05% return, which is significantly higher than SCHD's 15.93% return.
DIVO
18.05%
-0.49%
8.12%
23.74%
12.00%
N/A
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| DIVO | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.25 |
| Sortino Ratio | 3.88 | 3.25 |
| Omega Ratio | 1.49 | 1.39 |
| Calmar Ratio | 4.29 | 3.05 |
| Martin Ratio | 17.25 | 12.25 |
| Ulcer Index | 1.36% | 2.04% |
| Daily Std Dev | 8.78% | 11.09% |
| Max Drawdown | -30.04% | -33.37% |
| Current Drawdown | -1.33% | -1.82% |
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DIVO vs. SCHD - Expense Ratio Comparison
DIVO has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DIVO and SCHD is 0.80, 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.
Risk-Adjusted Performance
DIVO vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
DIVO vs. SCHD - Dividend Comparison
DIVO's dividend yield for the trailing twelve months is around 4.47%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.47% | 4.67% | 4.76% | 4.79% | 4.92% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DIVO vs. SCHD - Drawdown Comparison
The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DIVO and SCHD. For additional features, visit the drawdowns tool.
Volatility
DIVO vs. SCHD - Volatility Comparison
The current volatility for Amplify CWP Enhanced Dividend Income ETF (DIVO) is 3.34%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.55%. This indicates that DIVO experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.