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IEZ vs. DIVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEZ vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Oil Equipment & Services ETF (IEZ) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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IEZ vs. DIVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEZ
iShares U.S. Oil Equipment & Services ETF
39.05%7.51%-8.15%4.43%65.73%15.98%-42.98%1.82%-42.47%-18.18%
DIVO
Amplify CWP Enhanced Dividend Income ETF
2.01%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Returns By Period

In the year-to-date period, IEZ achieves a 39.05% return, which is significantly higher than DIVO's 2.01% return.


IEZ

1D
0.63%
1M
0.17%
YTD
39.05%
6M
51.03%
1Y
51.15%
3Y*
16.17%
5Y*
17.40%
10Y*
-0.06%

DIVO

1D
1.93%
1M
-3.36%
YTD
2.01%
6M
4.92%
1Y
17.49%
3Y*
14.14%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEZ vs. DIVO - Expense Ratio Comparison

IEZ has a 0.42% expense ratio, which is lower than DIVO's 0.56% expense ratio.


Return for Risk

IEZ vs. DIVO — Risk / Return Rank

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

IEZ
IEZ Risk / Return Rank: 7272
Overall Rank
IEZ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 7676
Sortino Ratio Rank
IEZ Omega Ratio Rank: 7474
Omega Ratio Rank
IEZ Calmar Ratio Rank: 7878
Calmar Ratio Rank
IEZ Martin Ratio Rank: 5858
Martin Ratio Rank

DIVO
DIVO Risk / Return Rank: 8080
Overall Rank
DIVO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVO Omega Ratio Rank: 8080
Omega Ratio Rank
DIVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
DIVO Martin Ratio Rank: 8787
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.

IEZ vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Oil Equipment & Services ETF (IEZ) 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.


IEZDIVODifference

Sharpe ratio

Return per unit of total volatility

1.39

1.34

+0.05

Sortino ratio

Return per unit of downside risk

1.88

1.96

-0.07

Omega ratio

Gain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratio

Return relative to maximum drawdown

2.04

2.03

0.00

Martin ratio

Return relative to average drawdown

5.55

9.67

-4.12

IEZ vs. DIVO - Sharpe Ratio Comparison

The current IEZ Sharpe Ratio is 1.39, which is comparable to the DIVO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IEZ 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


IEZDIVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.34

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.92

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.83

-0.88

Correlation

The correlation between IEZ and DIVO is 0.48, 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

IEZ vs. DIVO - Dividend Comparison

IEZ's dividend yield for the trailing twelve months is around 1.25%, less than DIVO's 6.49% yield.


TTM20252024202320222021202020192018201720162015
IEZ
iShares U.S. Oil Equipment & Services ETF
1.25%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.49%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%

Drawdowns

IEZ vs. DIVO - Drawdown Comparison

The maximum IEZ drawdown since its inception was -92.52%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for IEZ and DIVO.


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Drawdown Indicators


IEZDIVODifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-30.04%

-62.48%

Max Drawdown (1Y)

Largest decline over 1 year

-25.55%

-9.21%

-16.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-13.72%

-26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-54.11%

-4.13%

-49.98%

Average Drawdown

Average peak-to-trough decline

-48.23%

-2.62%

-45.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.37%

1.93%

+7.44%

Volatility

IEZ vs. DIVO - Volatility Comparison

iShares U.S. Oil Equipment & Services ETF (IEZ) has a higher volatility of 9.57% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.57%. This indicates that IEZ'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


IEZDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.57%

3.57%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

21.26%

7.01%

+14.25%

Volatility (1Y)

Calculated over the trailing 1-year period

36.94%

13.17%

+23.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.04%

11.93%

+25.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.67%

14.93%

+26.74%