JIVE vs. DIVO

Last updated Jul 21, 2026

JIVE (JPMorgan International Value ETF) and DIVO (Amplify CWP Enhanced Dividend Income ETF) are both exchange-traded funds - JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while DIVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past year, JIVE returned 37.23% vs 15.80% for DIVO. A 0.60 correlation means they provide meaningful diversification when combined. JIVE charges 0.55%/yr vs 0.56%/yr for DIVO.

Performance

JIVE vs. DIVO - Performance Comparison

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

Returns By Period

In the year-to-date period, JIVE achieves a 15.17% return, which is significantly higher than DIVO's 6.42% return.

JIVE

• 1D: -0.35%
• 1M: -1.56%
• 6M: 10.41%
• YTD: 15.17%
• 1Y: 37.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.05%

DIVO

• 1D: -0.28%
• 1M: 1.19%
• 6M: 3.94%
• YTD: 6.42%
• 1Y: 15.80%
• 3Y*: 13.90%
• 5Y*: 10.50%
• 10Y*: —
• ALL TIME*: 12.46%

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

JIVE vs. DIVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE JPMorgan International Value ETF	15.17%	49.80%	11.22%	5.36%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.42%	17.40%	16.22%	3.87%

Correlation

The correlation between JIVE and DIVO is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.60

The correlation between JIVE and DIVO has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

JIVE vs. DIVO - Sectors Allocation Comparison

Sectors	JIVE	DIVO
Financial Services	39.0%	23.2%
Technology	12.7%	17.4%
Industrials	10.2%	16.7%
Energy	9.5%	7.2%
Consumer Cyclical	5.9%	11.4%
Basic Materials	5.1%	4.5%
Healthcare	4.6%	8.2%
Consumer Defensive	4.3%	8.2%
Communication Services	4.1%	1.0%
Utilities	2.5%	2.2%
Real Estate	2.3%	-

Return for Risk

JIVE vs. DIVO — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 89
JIVE Sharpe Ratio Rank: 92
JIVE Sortino Ratio Rank: 90
JIVE Omega Ratio Rank: 90
JIVE Calmar Ratio Rank: 86
JIVE Martin Ratio Rank: 87

DIVO

DIVO Risk / Return Rank: 72
DIVO Sharpe Ratio Rank: 72
DIVO Sortino Ratio Rank: 77
DIVO Omega Ratio Rank: 69
DIVO Calmar Ratio Rank: 72
DIVO Martin Ratio Rank: 71

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.

JIVE vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Value ETF (JIVE) 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.

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.

	JIVE	DIVO	Difference
Sharpe ratio: Return per unit of total volatility	2.47	1.73	+0.74
Sortino ratio: Return per unit of downside risk	3.29	2.59	+0.70
Omega ratio: Gain probability vs. loss probability	1.44	1.30	+0.13
Calmar ratio: Return relative to maximum drawdown	3.54	2.67	+0.87
Martin ratio: Return relative to average drawdown	13.27	9.39	+3.88

JIVE vs. DIVO - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.47, which is higher than the DIVO Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of JIVE and DIVO, 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

JIVE vs. DIVO - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for JIVE and DIVO.

Drawdown Indicators

	JIVE	DIVO	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-30.04%	+16.25%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-5.95%	-4.62%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.12%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.72%	—
Current Drawdown Current decline from peak	-2.22%	-1.01%	-1.21%
Average Drawdown Average peak-to-trough decline	-1.95%	-2.59%	+0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	1.69%	+1.12%

Volatility

JIVE vs. DIVO - Volatility Comparison

JPMorgan International Value ETF (JIVE) has a higher volatility of 4.05% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.20%. This indicates that JIVE'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.

Volatility by Period

	JIVE	DIVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	2.20%	+1.85%
Volatility (6M) Calculated over the trailing 6-month period	13.16%	7.10%	+6.06%
Volatility (1Y) Calculated over the trailing 1-year period	15.17%	9.19%	+5.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	11.89%	+3.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	14.78%	+0.29%

JIVE vs. DIVO - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is lower than DIVO's 0.56% expense ratio.

Dividends

JIVE vs. DIVO - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.50%, less than DIVO's 6.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIVO Amplify CWP Enhanced Dividend Income ETF	6.42%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%
JIVE JPMorgan International Value ETF	2.50%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JIVE and DIVO in my portfolio?

JIVE and DIVO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or DIVO?

JIVE has higher volatility (4.05%) compared to DIVO (2.20%). In terms of maximum drawdown, JIVE dropped -13.79% vs DIVO's -30.04%.

Which ETF is better, JIVE or DIVO?

On 1-year performance, JIVE leads with 37.23% vs 15.80% for DIVO. On fees, JIVE is cheaper at 0.55% per year. On volatility, DIVO has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or DIVO?

Over the 1-year period, JIVE has performed better with a 37.23% return vs 15.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or DIVO?

JIVE is cheaper with a 0.55% expense ratio, compared with 0.56% for DIVO.

Which ETF pays a higher dividend yield, JIVE or DIVO?

DIVO has the higher dividend yield at 6.42%, compared with 2.50% for JIVE.

What is the main difference between JIVE and DIVO?

JIVE is categorized as Foreign Large Cap Equities, while DIVO is Derivative Income. They also come from different issuers: JPMorgan and Amplify. Their fees differ too: 0.55% for JIVE and 0.56% for DIVO.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.47 vs 1.73), 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.