DIVO vs. USD=X
DIVO (Amplify CWP Enhanced Dividend Income ETF) is Derivative Income fund actively managed by Amplify, while USD=X (USD Cash) is a currency. Over the past 5 years, DIVO returned 10.57%/yr vs 0.00%/yr for USD=X.
Performance
DIVO vs. USD=X - Performance Comparison
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Returns By Period
DIVO
- 1D
- 0.48%
- 1M
- 1.67%
- 6M
- 5.64%
- YTD
- 6.93%
- 1Y
- 15.99%
- 3Y*
- 14.08%
- 5Y*
- 10.57%
- 10Y*
- —
- ALL TIME*
- 12.51%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
DIVO vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.93% | 17.40% | 16.22% | 6.95% | -1.46% | 22.87% | 12.40% | 24.90% | -3.18% | 21.41% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
DIVO vs. USD=X — Risk / Return Rank
DIVO
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DIVO vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and USD Cash (USD=X). 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.
| DIVO | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | — | — |
| Martin ratioReturn relative to average drawdown | 9.51 | — | — |
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Drawdowns
DIVO vs. USD=X - Drawdown Comparison
The maximum DIVO drawdown since its inception was -30.04%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DIVO and USD=X.
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Drawdown Indicators
| DIVO | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.04% | 0.00% | -30.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.95% | 0.00% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | 0.00% | -12.12% |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | 0.00% | -13.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -2.59% | 0.00% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 0.00% | +1.69% |
Volatility
DIVO vs. USD=X - Volatility Comparison
Amplify CWP Enhanced Dividend Income ETF (DIVO) has a higher volatility of 2.11% compared to USD Cash (USD=X) at 0.00%. This indicates that DIVO's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIVO | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 0.00% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.11% | 0.00% | +7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.19% | 0.00% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 0.00% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 0.00% | +14.78% |
Frequently Asked Questions
DIVO has higher volatility (2.11%) compared to USD=X (0.00%). In terms of maximum drawdown, DIVO dropped -30.04% vs USD=X's 0.00%.
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