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

Correlation

The correlation between DIVP and DIVO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DIVP vs. DIVO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DIVP:

0.21

DIVO:

0.69

Sortino Ratio

DIVP:

0.39

DIVO:

1.16

Omega Ratio

DIVP:

1.06

DIVO:

1.17

Calmar Ratio

DIVP:

0.24

DIVO:

0.88

Martin Ratio

DIVP:

0.83

DIVO:

3.32

Ulcer Index

DIVP:

3.62%

DIVO:

3.20%

Daily Std Dev

DIVP:

13.41%

DIVO:

13.96%

Max Drawdown

DIVP:

-12.26%

DIVO:

-30.04%

Current Drawdown

DIVP:

-6.00%

DIVO:

-3.87%

Returns By Period

In the year-to-date period, DIVP achieves a 0.54% return, which is significantly lower than DIVO's 1.69% return.


DIVP

YTD

0.54%

1M

1.76%

6M

-4.45%

1Y

2.75%

5Y*

N/A

10Y*

N/A

DIVO

YTD

1.69%

1M

2.81%

6M

-1.08%

1Y

9.52%

5Y*

13.59%

10Y*

N/A

*Annualized

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DIVP vs. DIVO - Expense Ratio Comparison

Both DIVP and DIVO have an expense ratio of 0.55%.


Risk-Adjusted Performance

DIVP vs. DIVO — Risk-Adjusted Performance Rank

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

DIVP
The Risk-Adjusted Performance Rank of DIVP is 3434
Overall Rank
The Sharpe Ratio Rank of DIVP is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVP is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DIVP is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DIVP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DIVP is 3838
Martin Ratio Rank

DIVO
The Risk-Adjusted Performance Rank of DIVO is 7575
Overall Rank
The Sharpe Ratio Rank of DIVO is 7070
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
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.

DIVP vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Enhanced Equity Income ETF (DIVP) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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 DIVP Sharpe Ratio is 0.21, which is lower than the DIVO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DIVP and DIVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DIVP vs. DIVO - Dividend Comparison

DIVP's dividend yield for the trailing twelve months is around 7.58%, more than DIVO's 4.82% yield.


TTM20242023202220212020201920182017
DIVP
Cullen Enhanced Equity Income ETF
7.58%5.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.82%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%

Drawdowns

DIVP vs. DIVO - Drawdown Comparison

The maximum DIVP drawdown since its inception was -12.26%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for DIVP and DIVO. For additional features, visit the drawdowns tool.


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Volatility

DIVP vs. DIVO - Volatility Comparison


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