IVE vs. DIVO
Compare and contrast key facts about iShares S&P 500 Value ETF (IVE) and Amplify CWP Enhanced Dividend Income ETF (DIVO).
IVE and DIVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVE is a passively managed fund by iShares that tracks the performance of the S&P 500 Value Index. It was launched on May 22, 2000. DIVO is an actively managed fund by Amplify. It was launched on Dec 13, 2016.
Performance
IVE vs. DIVO - Performance Comparison
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IVE vs. DIVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | -0.07% | 13.02% | 12.03% | 22.07% | -5.41% | 24.72% | 1.22% | 31.62% | -9.22% | 15.24% |
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, IVE achieves a -0.07% return, which is significantly lower than DIVO's 2.01% return.
IVE
- 1D
- 1.70%
- 1M
- -4.58%
- YTD
- -0.07%
- 6M
- 3.10%
- 1Y
- 12.68%
- 3Y*
- 13.69%
- 5Y*
- 10.30%
- 10Y*
- 11.25%
DIVO
- 1D
- 1.93%
- 1M
- -3.36%
- YTD
- 2.01%
- 6M
- 4.92%
- 1Y
- 17.49%
- 3Y*
- 14.14%
- 5Y*
- 10.98%
- 10Y*
- —
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IVE vs. DIVO - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is lower than DIVO's 0.56% expense ratio.
Return for Risk
IVE vs. DIVO — Risk / Return Rank
IVE
DIVO
IVE vs. DIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) 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.
| IVE | DIVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.34 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.96 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.03 | -0.89 |
Martin ratioReturn relative to average drawdown | 5.38 | 9.67 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVE | DIVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.34 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.92 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.83 | -0.45 |
Correlation
The correlation between IVE and DIVO is 0.83, 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.
Dividends
IVE vs. DIVO - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.64%, less than DIVO's 6.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.64% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
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
IVE vs. DIVO - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for IVE and DIVO.
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Drawdown Indicators
| IVE | DIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -30.04% | -31.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -9.21% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -13.72% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | — | — |
Current DrawdownCurrent decline from peak | -4.58% | -4.13% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -2.62% | -7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.93% | +0.62% |
Volatility
IVE vs. DIVO - Volatility Comparison
iShares S&P 500 Value ETF (IVE) has a higher volatility of 3.82% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.57%. This indicates that IVE'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
| IVE | DIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.57% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 7.01% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 13.17% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 11.93% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 14.93% | +2.05% |