HACK vs. QDVO

Last updated Jun 24, 2026

HACK (Amplify Cybersecurity ETF) and QDVO (Amplify CWP Growth & Income ETF) are both exchange-traded funds - HACK is a Technology Equities fund tracking the Nasdaq ISE Cyber Security Select Index, while QDVO is a Derivative Income fund actively managed by Amplify. HACK is passively managed, while QDVO is actively managed. Over the past year, HACK returned 14.12% vs 21.13% for QDVO. A 0.62 correlation means they provide meaningful diversification when combined. HACK charges 0.60%/yr vs 0.56%/yr for QDVO.

Performance

HACK vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Cybersecurity ETF (HACK) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HACK achieves a 19.40% return, which is significantly higher than QDVO's 5.51% return.

HACK

• 1D: 1.24%
• 1M: 1.17%
• YTD: 19.40%
• 6M: 17.34%
• 1Y: 14.12%
• 3Y*: 25.16%
• 5Y*: 9.42%
• 10Y*: 15.64%

QDVO

• 1D: -1.31%
• 1M: -3.62%
• YTD: 5.51%
• 6M: 4.58%
• 1Y: 21.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

HACK vs. QDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HACK Amplify Cybersecurity ETF	19.40%	7.97%	10.34%
QDVO Amplify CWP Growth & Income ETF	5.51%	20.16%	9.76%

Correlation

The correlation between HACK and QDVO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024	0.62

The correlation between HACK and QDVO shifts across timeframes, from 0.47 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

HACK vs. QDVO - Sectors Allocation Comparison

Sectors	HACK	QDVO
Technology	92.7%	50.4%
Industrials	7.2%	2.9%
Financial Services	0.1%	3.8%
Basic Materials	-	2.2%
Communication Services	-	15.4%
Consumer Cyclical	-	12.9%
Consumer Defensive	-	6.2%
Energy	-	0.9%
Healthcare	-	4.9%
Real Estate	-	-
Utilities	-	0.4%

Return for Risk

HACK vs. QDVO — Risk / Return Rank

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

HACK

HACK Risk / Return Rank: 17
HACK Sharpe Ratio Rank: 17
HACK Sortino Ratio Rank: 17
HACK Omega Ratio Rank: 17
HACK Calmar Ratio Rank: 17
HACK Martin Ratio Rank: 16

QDVO

QDVO Risk / Return Rank: 48
QDVO Sharpe Ratio Rank: 50
QDVO Sortino Ratio Rank: 48
QDVO Omega Ratio Rank: 48
QDVO Calmar Ratio Rank: 43
QDVO Martin Ratio Rank: 49

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.

HACK vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cybersecurity ETF (HACK) and Amplify CWP Growth & Income ETF (QDVO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HACK	QDVO	Difference
Sharpe ratio: Return per unit of total volatility	0.55	1.68	-1.13
Sortino ratio: Return per unit of downside risk	0.90	2.31	-1.41
Omega ratio: Gain probability vs. loss probability	1.11	1.30	-0.19
Calmar ratio: Return relative to maximum drawdown	0.69	2.08	-1.39
Martin ratio: Return relative to average drawdown	1.61	8.08	-6.47

HACK vs. QDVO - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 0.55, which is lower than the QDVO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of HACK and QDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HACK vs. QDVO - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for HACK and QDVO.

Drawdown Indicators

	HACK	QDVO	Difference
Max Drawdown Largest peak-to-trough decline	-42.68%	-17.75%	-24.93%
Max Drawdown (1Y) Largest decline over 1 year	-20.67%	-10.21%	-10.46%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	—	—
Current Drawdown Current decline from peak	-8.93%	-4.81%	-4.12%
Average Drawdown Average peak-to-trough decline	-11.62%	-2.41%	-9.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.80%	2.62%	+6.18%

Volatility

HACK vs. QDVO - Volatility Comparison

Amplify Cybersecurity ETF (HACK) has a higher volatility of 11.83% compared to Amplify CWP Growth & Income ETF (QDVO) at 4.47%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HACK	QDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.83%	4.47%	+7.36%
Volatility (6M) Calculated over the trailing 6-month period	21.94%	9.59%	+12.35%
Volatility (1Y) Calculated over the trailing 1-year period	26.06%	12.69%	+13.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.30%	17.54%	+6.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.25%	17.54%	+5.71%

HACK vs. QDVO - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than QDVO's 0.56% expense ratio.

Dividends

HACK vs. QDVO - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.06%, less than QDVO's 10.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
HACK Amplify Cybersecurity ETF	0.06%	0.07%	0.14%	0.20%	0.24%	0.26%	1.11%	0.14%	0.09%	0.01%	1.23%
QDVO Amplify CWP Growth & Income ETF	10.53%	9.92%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HACK and QDVO in my portfolio?

HACK and QDVO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HACK or QDVO?

HACK has higher volatility (11.83%) compared to QDVO (4.47%). In terms of maximum drawdown, HACK dropped -42.68% vs QDVO's -17.75%.

Which ETF is better, HACK or QDVO?

On 1-year performance, QDVO leads with 21.13% vs 14.12% for HACK. On fees, QDVO is cheaper at 0.56% per year. On volatility, QDVO has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HACK or QDVO?

Over the 1-year period, QDVO has performed better with a 21.13% return vs 14.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HACK or QDVO?

QDVO is cheaper with a 0.56% expense ratio, compared with 0.60% for HACK.

Which ETF pays a higher dividend yield, HACK or QDVO?

QDVO has the higher dividend yield at 10.53%, compared with 0.06% for HACK.

What is the main difference between HACK and QDVO?

HACK is categorized as Technology Equities, while QDVO is Derivative Income. Their fees differ too: 0.60% for HACK and 0.56% for QDVO.

Which has better risk-adjusted returns?

QDVO currently has the higher Sharpe Ratio (1.68 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.