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GQI vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQI vs. DIVO - Performance Comparison

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

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GQI vs. DIVO - Yearly Performance Comparison


2026 (YTD)202520242023
GQI
Natixis Gateway Quality Income ETF
-1.51%15.36%15.99%0.68%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.19%17.40%16.22%1.65%

Returns By Period

In the year-to-date period, GQI achieves a -1.51% return, which is significantly lower than DIVO's 2.19% return.


GQI

1D
0.90%
1M
-3.32%
YTD
-1.51%
6M
2.99%
1Y
17.98%
3Y*
5Y*
10Y*

DIVO

1D
0.18%
1M
-3.44%
YTD
2.19%
6M
5.30%
1Y
17.84%
3Y*
14.21%
5Y*
11.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQI vs. DIVO - Expense Ratio Comparison

GQI has a 0.34% expense ratio, which is lower than DIVO's 0.56% expense ratio.


Return for Risk

GQI vs. DIVO — Risk / Return Rank

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

GQI
GQI Risk / Return Rank: 6969
Overall Rank
GQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GQI Sortino Ratio Rank: 6969
Sortino Ratio Rank
GQI Omega Ratio Rank: 6969
Omega Ratio Rank
GQI Calmar Ratio Rank: 6464
Calmar Ratio Rank
GQI Martin Ratio Rank: 8181
Martin Ratio Rank

DIVO
DIVO Risk / Return Rank: 7676
Overall Rank
DIVO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DIVO Omega Ratio Rank: 7777
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7272
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GQI vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Gateway Quality Income ETF (GQI) 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.


GQIDIVODifference

Sharpe ratio

Return per unit of total volatility

1.16

1.36

-0.20

Sortino ratio

Return per unit of downside risk

1.82

1.99

-0.18

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.80

1.92

-0.12

Martin ratio

Return relative to average drawdown

9.88

9.07

+0.81

GQI vs. DIVO - Sharpe Ratio Comparison

The current GQI Sharpe Ratio is 1.16, which is comparable to the DIVO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GQI 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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Sharpe Ratios by Period


GQIDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.36

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.83

+0.15

Correlation

The correlation between GQI and DIVO is 0.69, 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.


Dividends

GQI vs. DIVO - Dividend Comparison

GQI's dividend yield for the trailing twelve months is around 9.80%, more than DIVO's 6.48% yield.


TTM202520242023202220212020201920182017
GQI
Natixis Gateway Quality Income ETF
9.80%8.97%7.77%0.31%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.48%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%

Drawdowns

GQI vs. DIVO - Drawdown Comparison

The maximum GQI drawdown since its inception was -16.56%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for GQI and DIVO.


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Drawdown Indicators


GQIDIVODifference

Max Drawdown

Largest peak-to-trough decline

-16.56%

-30.04%

+13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-9.21%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-13.72%

Current Drawdown

Current decline from peak

-3.74%

-3.96%

+0.22%

Average Drawdown

Average peak-to-trough decline

-1.76%

-2.62%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

1.95%

-0.06%

Volatility

GQI vs. DIVO - Volatility Comparison

Natixis Gateway Quality Income ETF (GQI) has a higher volatility of 4.51% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.58%. This indicates that GQI's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQIDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

3.58%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.01%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

13.13%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

11.93%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.46%

14.93%

-1.47%