PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DTD vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTD and DIVO is 0.84, 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.


-0.50.00.51.00.8

Performance

DTD vs. DIVO - Performance Comparison

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

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.30%
6.32%
DTD
DIVO

Key characteristics

Sharpe Ratio

DTD:

1.74

DIVO:

1.78

Sortino Ratio

DTD:

2.42

DIVO:

2.54

Omega Ratio

DTD:

1.32

DIVO:

1.33

Calmar Ratio

DTD:

2.86

DIVO:

2.85

Martin Ratio

DTD:

10.96

DIVO:

10.73

Ulcer Index

DTD:

1.65%

DIVO:

1.51%

Daily Std Dev

DTD:

10.41%

DIVO:

9.09%

Max Drawdown

DTD:

-58.20%

DIVO:

-30.04%

Current Drawdown

DTD:

-6.32%

DIVO:

-5.67%

Returns By Period

In the year-to-date period, DTD achieves a 17.83% return, which is significantly higher than DIVO's 15.55% return.


DTD

YTD

17.83%

1M

-3.51%

6M

7.30%

1Y

19.82%

5Y*

10.25%

10Y*

10.16%

DIVO

YTD

15.55%

1M

-2.54%

6M

6.32%

1Y

17.46%

5Y*

11.08%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DTD vs. DIVO - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than DIVO's 0.55% expense ratio.


DIVO
Amplify CWP Enhanced Dividend Income ETF
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for DTD: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

DTD vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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.


Sharpe ratio
The chart of Sharpe ratio for DTD, currently valued at 1.74, compared to the broader market0.002.004.001.741.78
The chart of Sortino ratio for DTD, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.002.422.54
The chart of Omega ratio for DTD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.33
The chart of Calmar ratio for DTD, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.862.85
The chart of Martin ratio for DTD, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0080.00100.0010.9610.73
DTD
DIVO

The current DTD Sharpe Ratio is 1.74, which is comparable to the DIVO Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of DTD 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.74
1.78
DTD
DIVO

Dividends

DTD vs. DIVO - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 2.16%, less than DIVO's 4.66% yield.


TTM20232022202120202019201820172016201520142013
DTD
WisdomTree U.S. Total Dividend Fund
2.16%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%2.38%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.66%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%0.00%

Drawdowns

DTD vs. DIVO - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.20%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for DTD and DIVO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.32%
-5.67%
DTD
DIVO

Volatility

DTD vs. DIVO - Volatility Comparison

WisdomTree U.S. Total Dividend Fund (DTD) and Amplify CWP Enhanced Dividend Income ETF (DIVO) have volatilities of 3.22% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.22%
3.14%
DTD
DIVO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab