DIVO vs. SVOL

In the year-to-date period, DIVO achieves a 4.30% return, which is significantly higher than SVOL's -1.41% return.

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DIVO has a 0.55% expense ratio, which is higher than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Simplify Volatility Premium ETF (SVOL). 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.

The current DIVO Sharpe Ratio is 0.83, which is higher than the SVOL Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DIVO and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DIVO's dividend yield for the trailing twelve months is around 4.70%, less than SVOL's 17.39% yield.

The maximum DIVO drawdown since its inception was -30.04%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for DIVO and SVOL. For additional features, visit the drawdowns tool.

The current volatility for Amplify CWP Enhanced Dividend Income ETF (DIVO) is 2.87%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 15.90%. This indicates that DIVO experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.