PortfoliosLab logo
EMDV vs. DIVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMDV and DIVO is 0.55, 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

EMDV vs. DIVO - Performance Comparison

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

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
17.94%
151.20%
EMDV
DIVO

Key characteristics

Sharpe Ratio

EMDV:

0.07

DIVO:

0.69

Sortino Ratio

EMDV:

0.20

DIVO:

1.16

Omega Ratio

EMDV:

1.03

DIVO:

1.17

Calmar Ratio

EMDV:

0.03

DIVO:

0.88

Martin Ratio

EMDV:

0.08

DIVO:

3.32

Ulcer Index

EMDV:

11.28%

DIVO:

3.20%

Daily Std Dev

EMDV:

17.69%

DIVO:

13.96%

Max Drawdown

EMDV:

-39.19%

DIVO:

-30.04%

Current Drawdown

EMDV:

-22.37%

DIVO:

-3.87%

Returns By Period

In the year-to-date period, EMDV achieves a 3.16% return, which is significantly higher than DIVO's 1.69% return.


EMDV

YTD

3.16%

1M

5.62%

6M

-2.19%

1Y

1.28%

5Y*

2.50%

10Y*

N/A

DIVO

YTD

1.69%

1M

2.81%

6M

-1.08%

1Y

9.52%

5Y*

13.59%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EMDV vs. DIVO - Expense Ratio Comparison

EMDV has a 0.60% expense ratio, which is higher than DIVO's 0.55% expense ratio.


Risk-Adjusted Performance

EMDV vs. DIVO — Risk-Adjusted Performance Rank

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

EMDV
The Risk-Adjusted Performance Rank of EMDV is 2121
Overall Rank
The Sharpe Ratio Rank of EMDV is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of EMDV is 2121
Sortino Ratio Rank
The Omega Ratio Rank of EMDV is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EMDV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EMDV is 2020
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.

EMDV vs. DIVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) 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 EMDV Sharpe Ratio is 0.07, which is lower than the DIVO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EMDV 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.07
0.69
EMDV
DIVO

Dividends

EMDV vs. DIVO - Dividend Comparison

EMDV's dividend yield for the trailing twelve months is around 2.78%, less than DIVO's 4.82% yield.


TTM202420232022202120202019201820172016
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.78%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.79%
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%0.00%

Drawdowns

EMDV vs. DIVO - Drawdown Comparison

The maximum EMDV drawdown since its inception was -39.19%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for EMDV and DIVO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-22.37%
-3.87%
EMDV
DIVO

Volatility

EMDV vs. DIVO - Volatility Comparison

The current volatility for ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) is 2.99%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 4.67%. This indicates that EMDV experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
2.99%
4.67%
EMDV
DIVO