JPIN vs. DIVO
Compare and contrast key facts about J.P. Morgan Diversified Return International Equity ETF (JPIN) and Amplify CWP Enhanced Dividend Income ETF (DIVO).
JPIN and DIVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPIN is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor International Equity Index. It was launched on Nov 7, 2014. DIVO is an actively managed fund by Amplify Investments. It was launched on Dec 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPIN or DIVO.
Performance
JPIN vs. DIVO - Performance Comparison
Returns By Period
In the year-to-date period, JPIN achieves a 4.72% return, which is significantly lower than DIVO's 18.56% return.
JPIN
4.72%
-5.18%
-1.15%
11.48%
4.29%
4.23%
DIVO
18.56%
-0.05%
8.98%
23.72%
12.19%
N/A
Key characteristics
| JPIN | DIVO | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.77 |
| Sortino Ratio | 1.37 | 4.01 |
| Omega Ratio | 1.17 | 1.52 |
| Calmar Ratio | 1.25 | 4.44 |
| Martin Ratio | 4.40 | 17.81 |
| Ulcer Index | 2.69% | 1.36% |
| Daily Std Dev | 12.37% | 8.77% |
| Max Drawdown | -36.69% | -30.04% |
| Current Drawdown | -8.48% | -0.90% |
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JPIN vs. DIVO - Expense Ratio Comparison
JPIN has a 0.37% expense ratio, which is lower than DIVO's 0.55% expense ratio.
Correlation
The correlation between JPIN and DIVO is 0.68, 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.
Risk-Adjusted Performance
JPIN vs. DIVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for J.P. Morgan Diversified Return International Equity ETF (JPIN) 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.
Dividends
JPIN vs. DIVO - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 4.73%, more than DIVO's 4.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 4.73% | 6.22% | 3.06% | 5.03% | 2.45% | 3.30% | 2.73% | 2.12% | 1.67% | 2.18% | 0.30% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.45% | 4.67% | 4.76% | 4.79% | 4.92% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% |
Drawdowns
JPIN vs. DIVO - Drawdown Comparison
The maximum JPIN drawdown since its inception was -36.69%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for JPIN and DIVO. For additional features, visit the drawdowns tool.
Volatility
JPIN vs. DIVO - Volatility Comparison
J.P. Morgan Diversified Return International Equity ETF (JPIN) has a higher volatility of 3.81% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 3.28%. This indicates that JPIN'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.