Correlation
The correlation between JPIN and DIVO is 0.75, 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.
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
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Key characteristics
JPIN:
1.03
DIVO:
0.97
JPIN:
1.45
DIVO:
1.36
JPIN:
1.19
DIVO:
1.20
JPIN:
1.22
DIVO:
1.05
JPIN:
2.89
DIVO:
3.97
JPIN:
5.19%
DIVO:
3.21%
JPIN:
15.34%
DIVO:
14.07%
JPIN:
-36.69%
DIVO:
-30.04%
JPIN:
-0.14%
DIVO:
-1.89%
Returns By Period
In the year-to-date period, JPIN achieves a 17.62% return, which is significantly higher than DIVO's 3.79% return.
JPIN
17.62%
4.58%
13.00%
15.69%
9.89%
9.76%
5.07%
DIVO
3.79%
3.42%
-1.53%
13.53%
9.75%
13.22%
N/A
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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.
Risk-Adjusted Performance
JPIN vs. DIVO — Risk-Adjusted Performance Rank
JPIN
DIVO
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.
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Dividends
JPIN vs. DIVO - Dividend Comparison
JPIN's dividend yield for the trailing twelve months is around 3.85%, less than DIVO's 4.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPIN J.P. Morgan Diversified Return International Equity ETF | 3.85% | 4.20% | 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 | 4.76% | 4.70% | 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.
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Volatility
JPIN vs. DIVO - Volatility Comparison
The current volatility for J.P. Morgan Diversified Return International Equity ETF (JPIN) is 2.86%, while Amplify CWP Enhanced Dividend Income ETF (DIVO) has a volatility of 3.09%. This indicates that JPIN experiences smaller price fluctuations and is considered to be less risky than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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