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DIVO vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIVO and XYLG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

DIVO vs. XYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP Enhanced Dividend Income ETF (DIVO) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DIVO:

5.31%

XYLG:

6.82%

Max Drawdown

DIVO:

-0.40%

XYLG:

-0.61%

Current Drawdown

DIVO:

-0.05%

XYLG:

-0.02%

Returns By Period


DIVO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XYLG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DIVO vs. XYLG - Expense Ratio Comparison

DIVO has a 0.55% expense ratio, which is lower than XYLG's 0.60% expense ratio.


Risk-Adjusted Performance

DIVO vs. XYLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7676
Overall Rank
The Sharpe Ratio Rank of DIVO is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of DIVO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DIVO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DIVO is 7878
Martin Ratio Rank

XYLG
The Risk-Adjusted Performance Rank of XYLG is 6464
Overall Rank
The Sharpe Ratio Rank of XYLG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIVO vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Enhanced Dividend Income ETF (DIVO) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.



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Dividends

DIVO vs. XYLG - Dividend Comparison

Neither DIVO nor XYLG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DIVO vs. XYLG - Drawdown Comparison

The maximum DIVO drawdown since its inception was -0.40%, smaller than the maximum XYLG drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for DIVO and XYLG. For additional features, visit the drawdowns tool.


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Volatility

DIVO vs. XYLG - Volatility Comparison


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